G. Venter
2000–2013
A researcher in the Science corpus: 2 papers; trusts 0 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Whom G. Venter trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts G. Venter overall
Papers from G. Venter's perspective
Ordered by how strongly the researchers G. Venter trusts endorse each paper. Same corpus, a different order for every researcher.
- An Introduction to Copulas
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- Fonctions de repartition a n dimensions et leurs marges
- Worst VaR scenarios
- A new class of bivariate copulas
- Estimating the tail-dependence coefficient: Properties and pitfalls
- Dependence Structure and Risk Measure
- Best-possible bounds on sets of bivariate distribution functions
- Elliptical copulas: applicability and limitations
- BOUNDS ON BIVARIATE DISTRIBUTION FUNCTIONS WITH GIVEN MARGINS AND MEASURES OF ASSOCIATION
Their papers
- A comparison of stochastic models that reproduce chain ladder reserve estimates (2000) — 60 citations
- TAILS OF COPULAS (2013) — 103 citations