Alessandro Juri
Finance · 2002–2006
A researcher in the Science corpus: 4 papers; trusts 6 researchers and is trusted by 40 researchers here, as inferred from the citation graph.
Subfields
- Finance — 9 citations into it; #1,600 of 10,518 by trust here, #3,361 by citations
- Economics and Econometrics — 7 citations into it; #2,988 of 23,481 by trust here, #5,618 by citations
- Management Science and Operations Research — 7 citations into it; #874 of 11,946 by trust here, #1,507 by citations
- Statistics and Probability — 7 citations into it
Whom Alessandro Juri trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Alessandro Juri overall
- Fabrizio Durante
- Arthur Charpentier
- Paul Embrechts
- Piotr Jaworski
- Mario V. Wüthrich
- Andrew J. Patton
- Gabriel Frahm
- Claudia Klüppelberg
- Annie Poulin
- Stan Alink
Papers from Alessandro Juri's perspective
Ordered by how strongly the researchers Alessandro Juri trusts endorse each paper. Same corpus, a different order for every researcher.
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- Fonctions de repartition a n dimensions et leurs marges
- Modelling Extremal Events for Insurance and Finance
- Tail Dependence from a Distributional Point of View
- Some Remarks on the Supermodular Order
- Copula convergence theorems for tail events
- An Introduction to Copulas
- The Grouped t-Copula with an Application to Credit Risk
- Copulas with fractal supports
- An Introduction to Copulas
Their papers
- Using copulae to bound the Value-at-Risk for functions of dependent risks (2003) — 337 citations
- Copula convergence theorems for tail events (2002) — 139 citations
- Tail Dependence from a Distributional Point of View (2003) — 89 citations
- Limiting dependence structures for tail events, with applications to credit derivatives (2006) — 54 citations