Philipp Arbenz

Economics and Econometrics · 2012

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Philipp Arbenz trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Roger B. Nelsen
  2. Alexander J. McNeil
  3. Paul Embrechts
  4. Dirk Tasche
  5. Eike C. Brechmann
  6. Dietmar Pfeifer

Who trusts Philipp Arbenz overall

  1. Eike C. Brechmann
  2. Paul Embrechts
  3. Ludger Rüschendorf

Papers from Philipp Arbenz's perspective

Ordered by how strongly the researchers Philipp Arbenz trusts endorse each paper. Same corpus, a different order for every researcher.

  1. An Introduction to Copulas
  2. Copulas: A Personal View
  3. Quantitative Risk Management: Concepts, Techniques, and Tools
  4. Risk contributions and performance measurement
  5. Truncated regular vines in high dimensions with application to financial data
  6. Solvency II: stability problems with the SCR aggregation formula
  7. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  8. Fonctions de repartition a n dimensions et leurs marges
  9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  10. Worst VaR scenarios

Their papers