1.2K(top 0.1%)
papers
23.9K(top 1%)
citations
64(top 1%)
h-index
122(top 1%)
g-index
1.4K
all documents
27.9K
doc citations
3.8K
citing journals

Top Articles

#TitleJournalYearCitations
1MissForest—non-parametric missing value imputation for mixed-type dataBioinformatics20123,045
2Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approachJournal of Empirical Finance20001,281
3Solving high-dimensional partial differential equations using deep learningProceedings of the National Academy of Sciences of the United States of America2018807
4Genome-wide association analyses of risk tolerance and risky behaviors in over 1 million individuals identify hundreds of loci and shared genetic influencesNature Genetics2019536
5Modelling Dependence with Copulas and Applications to Risk Management2003507
6Multiagent cooperation and competition with deep reinforcement learningPLoS ONE2017419
7Extreme Value Theory as a Risk Management ToolNorth American Actuarial Journal1999325
8Exponential Hedging and Entropic PenaltiesMathematical Finance2002281
9Model uncertainty and VaR aggregationJournal of Banking and Finance2013255
10A Primer on Copulas for Count DataASTIN Bulletin2007246
11Numerical analysis of the Allen-Cahn equation and approximation for mean curvature flowsNumerische Mathematik2003227
12A Primer on Copulas for Count DataASTIN Bulletin2007221
13Sharpening Wald-type inference in robust regression for small samplesComputational Statistics and Data Analysis2011202
14Quantitative models for operational risk: Extremes, dependence and aggregationJournal of Banking and Finance2006193
15Multivariate Hawkes processes: an application to financial dataJournal of Applied Probability2011193
16Copula-Dependent Defaults in Intensity ModelsSSRN Electronic Journal2002190
17An Academic Response to Basel 3.5Risks2014189
18Common Poisson Shock Models: Applications to Insurance and Credit Risk ModellingASTIN Bulletin2003177
19Conservation laws for conformally invariant variational problemsInventiones Mathematicae2007160
20A note on generalized inversesMathematical Methods of Operations Research2013149
21Market Volatility and Feedback Effects from Dynamic HedgingMathematical Finance1997148
22Random Matrices and Complexity of Spin GlassesCommunications on Pure and Applied Mathematics2013148
23Space-time adaptive wavelet methods for parabolic evolution problemsMathematics of Computation2009146
24VaR and expected shortfall in portfolios of dependent credit risks: Conceptual and practical insightsJournal of Banking and Finance2002143
25Error analysis of a mixed finite element method for the Cahn-Hilliard equationNumerische Mathematik2004139
26Aggregation-robustness and model uncertainty of regulatory risk measuresFinance and Stochastics2015133
27Arabidopsis GERANYLGERANYL DIPHOSPHATE SYNTHASE 11 is a hub isozyme required for the production of most photosynthesis‐related isoprenoidsNew Phytologist2016131
28Continuous bounded cohomology and applications to rigidity theoryGeometric and Functional Analysis2002128
29Multivariate Hawkes processes: an application to financial dataJournal of Applied Probability2011127
30Boson Stars as Solitary WavesCommunications in Mathematical Physics2007126
31On elicitable risk measuresQuantitative Finance2015125
32Bayesian inference for generalized linear mixed models of portfolio credit riskJournal of Empirical Finance2007123
33Analysis aspects of Willmore surfacesInventiones Mathematicae2008121
34Well-balanced and energy stable schemes for the shallow water equations with discontinuous topographyJournal of Computational Physics2011121
35Entanglement Polytopes: Multiparticle Entanglement from Single-Particle InformationScience2013120
36Bounds for Functions of Dependent RisksFinance and Stochastics2006114
37On dependence consistency of CoVaRand some other systemic risk measuresStatistics and Risk Modeling2014114
38Likelihood inference for Archimedean copulas in high dimensions under known marginsJournal of Multivariate Analysis2012112
39On the stability of the linear functional equation in a single variable on complete metric groupsJournal of Global Optimization2014110
40Discovery of TNF Inhibitors from a DNA-Encoded Chemical Library based on Diels-Alder CycloadditionChemistry and Biology2009109
41Perfect option hedging for a large traderFinance and Stochastics1998108
42Multivariate extremes and the aggregation of dependent risks: examples and counter-examplesExtremes2009105
43Well-balanced schemes for the Euler equations with gravitationJournal of Computational Physics2014105
44The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage CrisisASTIN Bulletin2010103
45Bounded cohomology of lattices in higher rank Lie groupsJournal of the European Mathematical Society1999101
46On rank correlation measures for non-continuous random variablesJournal of Multivariate Analysis2007101
47Option hedging for small investors under liquidity costsFinance and Stochastics2010101
48Weighted norm inequalities and hedging in incomplete marketsFinance and Stochastics199795
49Converting Bases with the Gröbner WalkJournal of Symbolic Computation199795
50An Extreme Value Approach for Modeling Operational Risk Losses Depending on CovariatesJournal of Risk and Insurance201693