[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1990 | 0.02 | 0.11 | 0.09 | 0.02 | 23 | 23 | 9 | 2 | 2 | 52 | 1 | 119 | 2 | 0 | 0 | 0.05 | ||
1991 | 0.02 | 0.1 | 0.05 | 0.02 | 20 | 43 | 5 | 2 | 4 | 47 | 1 | 121 | 2 | 0 | 0 | 0.05 | ||
1992 | 0 | 0.11 | 0.04 | 0.02 | 27 | 70 | 21 | 3 | 7 | 43 | 118 | 2 | 0 | 0 | 0.06 | |||
1993 | 0.04 | 0.13 | 0.04 | 0.02 | 24 | 94 | 10 | 4 | 11 | 47 | 2 | 122 | 3 | 0 | 0 | 0.06 | ||
1994 | 0.04 | 0.14 | 0.04 | 0.02 | 27 | 121 | 16 | 5 | 16 | 51 | 2 | 118 | 2 | 0 | 0 | 0.07 | ||
1995 | 0.04 | 0.22 | 0.04 | 0.02 | 24 | 145 | 21 | 6 | 22 | 51 | 2 | 121 | 3 | 0 | 0 | 0.09 | ||
1996 | 0.02 | 0.25 | 0.05 | 0.03 | 23 | 168 | 44 | 8 | 30 | 51 | 1 | 122 | 4 | 0 | 0 | 0.12 | ||
1997 | 0.02 | 0.25 | 0.09 | 0.06 | 25 | 193 | 10 | 18 | 48 | 47 | 1 | 125 | 8 | 0 | 1 | 0.04 | 0.11 | |
1998 | 0.02 | 0.28 | 0.04 | 0.02 | 23 | 216 | 25 | 8 | 57 | 48 | 1 | 123 | 3 | 0 | 1 | 0.04 | 0.13 | |
1999 | 0.04 | 0.31 | 0.03 | 0.04 | 22 | 238 | 10 | 8 | 65 | 48 | 2 | 122 | 5 | 0 | 0 | 0.15 | ||
2000 | 0.09 | 0.36 | 0.09 | 0.06 | 20 | 258 | 13 | 22 | 87 | 45 | 4 | 117 | 7 | 3 | 13.6 | 1 | 0.05 | 0.16 |
2001 | 0 | 0.39 | 0.06 | 0.04 | 23 | 281 | 32 | 18 | 105 | 42 | 113 | 4 | 1 | 5.6 | 0 | 0.17 | ||
2002 | 0.02 | 0.41 | 0.05 | 0.04 | 22 | 303 | 4 | 14 | 119 | 43 | 1 | 113 | 5 | 1 | 7.1 | 0 | 0.21 | |
2003 | 0.02 | 0.44 | 0.05 | 0.04 | 20 | 323 | 54 | 16 | 135 | 45 | 1 | 110 | 4 | 1 | 6.3 | 0 | 0.22 | |
2004 | 0.02 | 0.5 | 0.04 | 0.05 | 19 | 342 | 11 | 14 | 149 | 42 | 1 | 107 | 5 | 0 | 0 | 0.22 | ||
2005 | 0.08 | 0.51 | 0.07 | 0.08 | 23 | 365 | 41 | 24 | 173 | 39 | 3 | 104 | 8 | 2 | 8.3 | 0 | 0.24 | |
2006 | 0.26 | 0.51 | 0.12 | 0.14 | 35 | 400 | 159 | 46 | 220 | 42 | 11 | 107 | 15 | 3 | 6.5 | 6 | 0.17 | 0.23 |
2007 | 0.12 | 0.47 | 0.08 | 0.08 | 15 | 415 | 11 | 33 | 253 | 58 | 7 | 119 | 10 | 0 | 0 | 0.2 | ||
2008 | 0.28 | 0.49 | 0.12 | 0.22 | 10 | 425 | 25 | 50 | 303 | 50 | 14 | 112 | 25 | 1 | 2 | 0 | 0.23 | |
2009 | 0.12 | 0.48 | 0.09 | 0.15 | 28 | 453 | 9 | 42 | 345 | 25 | 3 | 102 | 15 | 3 | 7.1 | 0 | 0.24 | |
2011 | 0.04 | 0.52 | 0.08 | 0.15 | 19 | 472 | 26 | 40 | 428 | 28 | 1 | 88 | 13 | 4 | 10 | 0 | 0.24 | |
2012 | 0.16 | 0.52 | 0.14 | 0.15 | 16 | 488 | 14 | 68 | 496 | 19 | 3 | 72 | 11 | 2 | 2.9 | 2 | 0.13 | 0.22 |
2013 | 0.17 | 0.56 | 0.12 | 0.16 | 19 | 507 | 30 | 61 | 557 | 35 | 6 | 73 | 12 | 0 | 3 | 0.16 | 0.24 | |
2014 | 0.11 | 0.55 | 0.1 | 0.16 | 14 | 521 | 16 | 50 | 607 | 35 | 4 | 82 | 13 | 7 | 14 | 0 | 0.23 | |
2015 | 0.09 | 0.55 | 0.07 | 0.06 | 7 | 528 | 0 | 38 | 645 | 33 | 3 | 68 | 4 | 0 | 0 | 0.23 | ||
2016 | 0 | 0.53 | 0.04 | 0.15 | 11 | 539 | 31 | 21 | 666 | 21 | 75 | 11 | 0 | 1 | 0.09 | 0.21 | ||
2017 | 0.39 | 0.54 | 0.06 | 0.16 | 9 | 548 | 9 | 32 | 698 | 18 | 7 | 67 | 11 | 0 | 0 | 0.22 | ||
2018 | 0.05 | 0.55 | 0.05 | 0.05 | 8 | 556 | 3 | 29 | 727 | 20 | 1 | 60 | 3 | 0 | 1 | 0.13 | 0.23 | |
2019 | 0.18 | 0.57 | 0.05 | 0.12 | 4 | 560 | 2 | 28 | 755 | 17 | 3 | 49 | 6 | 0 | 0 | 0.23 | ||
2020 | 0.17 | 0.68 | 0.04 | 0.18 | 5 | 565 | 0 | 20 | 775 | 12 | 2 | 39 | 7 | 0 | 0 | 0.32 | ||
2021 | 0.11 | 0.8 | 0.09 | 0.41 | 5 | 570 | 4 | 52 | 827 | 9 | 1 | 37 | 15 | 1 | 1.9 | 1 | 0.2 | 0.29 |
2022 | 0.1 | 0.84 | 0.04 | 0.13 | 4 | 574 | 0 | 24 | 851 | 10 | 1 | 31 | 4 | 0 | 0 | 0.25 | ||
2023 | 0.11 | 0.86 | 0.02 | 0.08 | 4 | 578 | 0 | 12 | 863 | 9 | 1 | 26 | 2 | 0 | 0 | 0.25 |
IF: | Two years Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for all series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Five years Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CIT: | Number of citations to papers published in year y |
NCI: | Number of citations in year y |
CCU: | Cumulative number of citations to papers published until year y |
D2Y: | Number of articles published in y-1 plus y-2 |
C2Y: | Cites in y to articles published in y-1 plus y-2 |
D5Y: | Number of articles published in y-1 until y-5 |
C5Y: | Cites in y to articles published in y-1 until y-5 |
SC: | selft citations in y to articles published in y-1 plus y-2 |
%SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
CiY: | Cites in year y to documents published in year y |
II: | Immediacy Index: CiY / Documents. |
AII: | Average Immediacy Index for series in RePEc in year y |
# | Year | Title | Cited |
---|---|---|---|
1 | 2006 | Risk measurement with equivalent utility principles. (2006). Laeven, Roger ; Dhaene, Jan ; Roger, Laeven ; Rob, Kaas ; Marc, Goovaerts ; Jan, Dhaene ; Michel, Denuit . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1:p:1-25:n:2. Full description at Econpapers || Download paper | 41 |
2 | 2006 | Risk measurement with equivalent utility principles. (2006). Laeven, Roger ; Goovaerts, Marc ; Dhaene, Jan ; Michel, Denuit ; Roger, Laeven ; Rob, Kaas ; Marc, Goovaerts ; Jan, Dhaene . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:25:n:1. Full description at Econpapers || Download paper | 36 |
3 | 2016 | Leveraging the network: A stress-test framework based on DebtRank. (2016). battiston, stefano ; Stefano, Battiston ; Marco, Derrico ; Guido, Caldarelli . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:33:y:2016:i:3-4:p:117-138:n:2. Full description at Econpapers || Download paper | 28 |
4 | 2003 | On arbitrage and replication in the fractional Blackââ¬âScholes pricing model. (2003). Sottinen, Tommi ; Tommi, Sottinen ; Esko, Valkeila . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:21:y:2003:i:2/2003:p:93-108:n:7. Full description at Econpapers || Download paper | 25 |
5 | 2006 | Convex risk measures and the dynamics of their penalty functions. (2006). Hans, Follmer ; Irina, Penner . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:36:n:9. Full description at Econpapers || Download paper | 24 |
6 | 2001 | ESTIMATION OF THE DENSITY AND THE REGRESSION FUNCTION UNDER MIXING CONDITIONS. (2001). Liebscher E., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:19:y:2001:i:1:p:9-26:n:8. Full description at Econpapers || Download paper | 21 |
7 | 2006 | Robust utility maximization in a stochastic factor model. (2006). Alexander, Schied ; Daniel, Hernandez-Hernandez . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1:p:109-125:n:5. Full description at Econpapers || Download paper | 20 |
8 | 2006 | Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints. (2006). Dana, Rose-Anne ; Guillaume, Carlier ; Rose-anne, Dana. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:26:n:3. Full description at Econpapers || Download paper | 17 |
9 | 2006 | Robust utility maximization in a stochastic factor model. (2006). Daniel, Hernandez-Hernandez ; Alexander, Schied . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:17:n:2. Full description at Econpapers || Download paper | 16 |
10 | 2008 | Nonparametric nearest neighbor based empirical portfolio selection strategies. (2008). Udina, Frederic ; Laszlo, Gyorfi ; Harro, Walk ; Frederic, Udina . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:26:y:2008:i:2:p:145-157:n:5. Full description at Econpapers || Download paper | 16 |
11 | 2006 | On the optimal risk allocation problem. (2006). Christian, Burgert ; Ludger, Ruschendorf. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:19:n:4. Full description at Econpapers || Download paper | 15 |
12 | 2005 | Duality theory for optimal investments under model uncertainty. (2005). Alexander, Schied ; Ching-Tang, Wu. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:3/2005:p:199-217:n:3. Full description at Econpapers || Download paper | 14 |
13 | 1987 | INADMISSIBILITY OF THE BEST EQUIVARIANT ESTIMATORS OF THE VARIANCE-COVARIANCE MATRIX, THE PRECISION MATRIX, AND THE GENERALIZED VARIANCE UNDER ENTROPY LOSS. (1987). Ghosh M., ; Sinha B. K., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:5:y:1987:i:3-4:p:201-228:n:1. Full description at Econpapers || Download paper | 13 |
14 | 2005 | Optimal consumption strategies under model uncertainty. (2005). Ludger, Ruschendorf ; Christian, Burgert . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:1:p:1-14:n:1. Full description at Econpapers || Download paper | 12 |
15 | 1996 | ON LEAST SQUARES ESTIMATES OF AN EXPONENTIAL TAIL COEFFICIENT. (1996). Schultze J., ; Steinebach J., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:4:p:353-372:n:3. Full description at Econpapers || Download paper | 12 |
16 | 1995 | PARTITIONING-ESTIMATES OF A REGRESSION FUNCTION UNDER RANDOM CENSORING. (1995). Carbonez A., ; Meulen E. C. van der, ; Gyorfi L., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:13:y:1995:i:1:p:21-38:n:2. Full description at Econpapers || Download paper | 12 |
17 | 2006 | Oracle inequalities for multi-fold cross validation. (2006). Sandrine, Dudoit ; Vaart Aad W. van der, ; Laan Mark J. van der, . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:3:p:21:n:3. Full description at Econpapers || Download paper | 12 |
18 | 2013 | Properties of hierarchical Archimedean copulas. (2013). Ostap, Okhrin ; Wolfgang, Schmid ; Yarema, Okhrin . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:30:y:2013:i:1:p:21-54:n:2. Full description at Econpapers || Download paper | 11 |
19 | 1996 | ESTIMATORS AND TESTS FOR CHANGE IN VARIANCES. (1996). Horvath, Lajos ; Edit, Gombay ; Marie, Huskova ; Lajos, Horvath . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:2:p:145-160:n:4. Full description at Econpapers || Download paper | 11 |
20 | 1998 | WEAK AND STRONG UNIVERSAL CONSISTENCY OF SEMI-RECURSIVE KERNEL AND PARTITIONING REGRESSION ESTIMATES. (1998). Gyorfi L., ; Walk H., ; Kohler M., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:16:y:1998:i:1:p:1-18:n:1. Full description at Econpapers || Download paper | 11 |
21 | 1996 | ON SOME ASPECTS OF RANKED SET SAMPLING FOR ESTIMATION OF NORMAL AND EXPONENTIAL PARAMETERS. (1996). Sumitra, Purkayastha ; Sinha Bimal K., ; Sinha Bikas K., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:3:p:223-240:n:2. Full description at Econpapers || Download paper | 11 |
22 | 2003 | Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models. (2003). Woerner Jeannette H. C., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:21:y:2003:i:1/2003:p:47-68:n:6. Full description at Econpapers || Download paper | 10 |
23 | 2006 | The cross-validated adaptive epsilon-net estimator. (2006). Sandrine, Dudoit ; Vaart Aad W. van der, ; Laan Mark J. van der, . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:3:p:23:n:4. Full description at Econpapers || Download paper | 10 |
24 | 2006 | Convex risk measures and the dynamics of their penalty functions. (2006). Irina, Penner ; Hans, Follmer . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1:p:61-96:n:3. Full description at Econpapers || Download paper | 9 |
25 | 2011 | On the maximization of financial performance measures within mixture models. (2011). Prigent, Jean-Luc ; Rania, Hentati ; Jean-Luc, Prigent . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:28:y:2011:i:1:p:63-80:n:5. Full description at Econpapers || Download paper | 9 |
26 | 2006 | Law invariant convex risk measures for portfolio vectors. (2006). Ludger, Ruschendorf. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:12:n:10. Full description at Econpapers || Download paper | 9 |
27 | 2012 | Bounds for joint portfolios of dependent risks. (2012). Giovanni, Puccetti ; Ludger, Ruschendorf. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:29:y:2012:i:2:p:107-132:n:4. Full description at Econpapers || Download paper | 9 |
28 | 2006 | Parametric and semiparametric inference for shape: the role of the scale functional. (2006). Hallin, Marc ; Marc, Hallin ; Davy, Paindaveine . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:3:p:24:n:2. Full description at Econpapers || Download paper | 8 |
29 | 2005 | Optimal consumption strategies under model uncertainty. (2005). Christian, Burgert ; Ludger, Ruschendorf. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:1/2005:p:1-14:n:1. Full description at Econpapers || Download paper | 7 |
30 | 2014 | Central clearing of OTC derivatives: Bilateral vs multilateral netting. (2014). Rama, Cont ; Thomas, Kokholm . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:31:y:2014:i:1:p:20:n:1. Full description at Econpapers || Download paper | 7 |
31 | 2008 | Optimal portfolios with Haezendonck risk measures. (2008). Fabio, Bellini ; Emanuela, Rosazza Gianin . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:26:y:2008:i:2:p:89-108:n:3. Full description at Econpapers || Download paper | 7 |
32 | 2014 | On dependence consistency of CoVaRand some other systemic risk measures. (2014). Georg, Mainik ; Eric, Schaanning . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:31:y:2014:i:1:p:29:n:4. Full description at Econpapers || Download paper | 7 |
33 | 1989 | EMPIRICAL BAYES SUBSET ESTIMATION IN REGRESSION MODELS. (1989). Ghosh M., ; Sen P. K., ; Saleh A. K. Md. E., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:7:y:1989:i:1-2:p:15-36:n:4. Full description at Econpapers || Download paper | 6 |
34 | 2007 | Estimating the error distribution function in semiparametric regression. (2007). Muller Ursula U., ; Wolfgang, Wefelmeyer ; Anton, Schick . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:25:y:2007:i:1/2007:p:18:n:1. Full description at Econpapers || Download paper | 6 |
35 | 1987 | ON ADAPTIVE ESTIMATION IN AUTOREGRESSIVE MODELS WHEN THERE ARE NUISANCE FUNCTIONS. (1987). Jens-Peter, Kreiss . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:5:y:1987:i:1-2:p:59-76:n:12. Full description at Econpapers || Download paper | 6 |
36 | 1985 | ON THE LIMITING DISTRIBUTION OF AND CRITICAL VALUES FOR THE HOEFFDING, BLUM, KIEFER, ROSENBLATT INDEPENDENCE CRITERION. (1985). Derek, Cotterill ; Miklos, Csorgo . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:3:y:1985:i:1-2:p:1-48:n:1. Full description at Econpapers || Download paper | 6 |
37 | 1989 | ESTIMATING ORDERED LOCATION AND SCALE PARAMETERS. (1989). Cohen A., ; Kushary D., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:7:y:1989:i:3:p:201-214:n:1. Full description at Econpapers || Download paper | 6 |
38 | 2013 | Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50. (2013). Christain, Brechmann Eike ; Claudia, Czado . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:30:y:2013:i:4:p:307-342:n:2. Full description at Econpapers || Download paper | 5 |
39 | 1996 | DECISION THEORETIC ESTIMATION OF THE VARIANCE RATIO. (1996). Ghosh M., ; Kundu S., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:2:p:161-176:n:5. Full description at Econpapers || Download paper | 5 |
40 | 1990 | A NEW CLASS OF IMPROVED ESTIMATORS OF A MULTINORMAL PRECISION MATRIX. (1990). Dey D. K., ; Srinivasan C., ; Ghosh M., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:8:y:1990:i:2:p:141-152:n:4. Full description at Econpapers || Download paper | 5 |
41 | 1985 | RANK ESTIMATORS OF SCORES FOR TESTING INDEPENDENCE. (1985). Konrad, Behnen ; Georg, Neuhaus ; Marie, Hukova . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:3:y:1985:i:3-4:p:239-262:n:4. Full description at Econpapers || Download paper | 5 |
42 | 1989 | FREQUENTIST BEHAVIOR OF ROBUST BAYES ESTIMATES OF NORMAL MEANS. (1989). DasGupta A., ; Studden W. J., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:7:y:1989:i:4:p:333-362:n:3. Full description at Econpapers || Download paper | 5 |
43 | 2013 | Bernstein estimator for unbounded copula densities. (2013). Taamouti, Abderrahim ; Taoufik, Bouezmarni ; Abderrahim, Taamouti ; El, Ghouch . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:30:y:2013:i:4:p:343-360:n:3. Full description at Econpapers || Download paper | 5 |
44 | 2011 | Robust replication in H-self-similar Gaussian market models under uncertainty. (2011). Sottinen, Tommi ; Pavel, Gapeev ; Esko, Valkeila ; Tommi, Sottinen . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:28:y:2011:i:1:p:37-50:n:3. Full description at Econpapers || Download paper | 5 |
45 | 2005 | Perpetual convertible bonds in jump-diffusion models. (2005). Pavel, Gapeev ; Christoph, Kuhn . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:1/2005:p:15-31:n:2. Full description at Econpapers || Download paper | 5 |
46 | 1997 | EXPANSION OF BAYES RISK FOR ENTROPY LOSS AND REFERENCE PRIOR IN NONREGULAR CASES. (1997). Subhashis, Ghosal ; Tapas, Samanta . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:15:y:1997:i:2:p:129-140:n:2. Full description at Econpapers || Download paper | 5 |
47 | 1998 | THE EXACT RISK OF A WEIGHTED AVERAGE ESTIMATOR OF THE OLS AND STEIN-RULE ESTIMATORS IN REGRESSION UNDER BALANCED LOSS. (1998). Kazuhiro, Ohtani . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:16:y:1998:i:1:p:35-46:n:5. Full description at Econpapers || Download paper | 4 |
48 | 1983 | ENTROPY-BASED STATISTICAL INFERENCE, II: SELECTION-OF-THE-BEST/COMPLETE RANKING FOR CONTINUOUS DISTRIBUTIONS ON (0,1), WITH APPLICATIONS TO RANDOM NUMBER GENERATORS. (1983). Dudewicz Edward J., ; Meulen Edward C. van der, . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:1:y:1983:i:2:p:131-146:n:2. Full description at Econpapers || Download paper | 4 |
49 | 2006 | Estimating market risk with neural networks. (2006). Mabouba, Diagne ; Jurgen, Franke . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:2:p:21:n:2. Full description at Econpapers || Download paper | 4 |
50 | 2011 | Risk margin for a non-life insurance run-off. (2011). Paul, Embrechts ; Mario, Wuthrich ; Andreas, Tsanakas . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:28:y:2011:i:4:p:299-317:n:6. Full description at Econpapers || Download paper | 4 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2016 | Leveraging the network: A stress-test framework based on DebtRank. (2016). battiston, stefano ; Stefano, Battiston ; Marco, Derrico ; Guido, Caldarelli . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:33:y:2016:i:3-4:p:117-138:n:2. Full description at Econpapers || Download paper | 9 |
2 | 2008 | Nonparametric nearest neighbor based empirical portfolio selection strategies. (2008). Udina, Frederic ; Laszlo, Gyorfi ; Harro, Walk ; Frederic, Udina . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:26:y:2008:i:2:p:145-157:n:5. Full description at Econpapers || Download paper | 6 |
3 | 1995 | PARTITIONING-ESTIMATES OF A REGRESSION FUNCTION UNDER RANDOM CENSORING. (1995). Carbonez A., ; Meulen E. C. van der, ; Gyorfi L., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:13:y:1995:i:1:p:21-38:n:2. Full description at Econpapers || Download paper | 3 |
4 | 2021 | On the elicitability of range value at risk. (2021). Johanna, Ziegel ; Tobias, Fissler. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:38:y:2021:i:1-2:p:25-46:n:3. Full description at Econpapers || Download paper | 2 |
5 | 2014 | Central clearing of OTC derivatives: Bilateral vs multilateral netting. (2014). Rama, Cont ; Thomas, Kokholm . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:31:y:2014:i:1:p:20:n:1. Full description at Econpapers || Download paper | 2 |
6 | 2006 | Robust utility maximization in a stochastic factor model. (2006). Alexander, Schied ; Daniel, Hernandez-Hernandez . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1:p:109-125:n:5. Full description at Econpapers || Download paper | 2 |
7 | 2006 | Risk measurement with equivalent utility principles. (2006). Laeven, Roger ; Dhaene, Jan ; Roger, Laeven ; Rob, Kaas ; Marc, Goovaerts ; Jan, Dhaene ; Michel, Denuit . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1:p:1-25:n:2. Full description at Econpapers || Download paper | 2 |
Year | Title | |
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2023 | Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning. (2022). 'Alvaro Cartea, ; Jaimungal, Sebastian ; Coache, Anthony. In: Papers. RePEc:arx:papers:2206.14666. Full description at Econpapers || Download paper |
Year | Citing document | |
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2021 | Set-Valued Dynamic Risk Measures for Processes and Vectors. (2021). Feinstein, Zachary ; Chen, Yanhong. In: Papers. RePEc:arx:papers:2103.00905. Full description at Econpapers || Download paper |
# | Series | H | Cites | |
---|---|---|---|---|
1 | Papers / arXiv.org | 90 | 36 | |
2 | Insurance: Mathematics and Economics / Elsevier | 56 | 11 | |
3 | JRFM / MDPI | 24 | 8 | |
4 | European Journal of Operational Research / Elsevier | 132 | 5 | |
5 | Statistical Papers / Springer | 19 | 4 | |
6 | Risks / MDPI | 18 | 4 | |
7 | Journal of Financial Stability / Elsevier | 68 | 4 | |
8 | 4 | |||
9 | Annals of Operations Research / Springer | 49 | 3 | |
10 | Post-Print / HAL | 207 | 3 | |
11 | IJFS / MDPI | 17 | 3 |