Jianxi Su
Finance · 2016
A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 9 citations into it
- Management Science and Operations Research — 8 citations into it
- Statistics and Probability — 7 citations into it
Whom Jianxi Su trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Edward Furman
- Dietmar Pfeifer
- Xavier Gabaix
- Zinoviy Landsman
- Johana Nešlehová
- Shaun S. Wang
- Paul Embrechts
- Ricardas Zitikis
- V. Chavez‐Demoulin
- A. Cebrián
Papers from Jianxi Su's perspective
Ordered by how strongly the researchers Jianxi Su trusts endorse each paper. Same corpus, a different order for every researcher.
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- Statistical Inference Using Extreme Order Statistics
- Modeling and Generating Dependent Risk Processes for IRM and DFA (ASTIN Bulletin: The Journal of the International Actuarial Association)
- An Introduction to Probability Theory and Its Applications
- Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database
- An extreme value approach for modeling Operational Risk losses depending on covariates
- A theory of power-law distributions in financial market fluctuations (Nature)
- Weighted Risk Capital Allocations
- Risk capital decomposition for a multivariate dependent gamma portfolio
- Premium Calculation by Transforming the Layer Premium Density