Bangwon Ko
Management Science and Operations Research · 2008
A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 6 citations into it
- Finance — 5 citations into it
Whom Bangwon Ko trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Bangwon Ko overall
Papers from Bangwon Ko's perspective
Ordered by how strongly the researchers Bangwon Ko trusts endorse each paper. Same corpus, a different order for every researcher.
- Diversification of aggregate dependent risks
- Asymptotic Results for the Sum of Dependent Non-identically Distributed Random Variables
- On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications (Journal of Applied Probability)
- Tail asymptotics for the sum of two heavy-tailed dependent risks
- Tail Dependence from a Distributional Point of View
- Asymptotic Value-at-Risk Estimates for Sums of Dependent Random Variables (ASTIN Bulletin: The Journal of the International Actuarial Association)
- Copula convergence theorems for tail events
- Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
- The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
- Hidden Regular Variation, Second Order Regular Variation and Asymptotic Independence
Their papers
- SUMS OF DEPENDENT NONNEGATIVE RANDOM VARIABLES WITH SUBEXPONENTIAL TAILS (2008) — 104 citations