Bivariate analysis

Field
Subfield
Domain
OpenAlex	C64341305

Smeal faculty

• Zhongyi Yuan - score 2.0
• Heather Scholz Lutz - score 0.5

Papers

• A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization (2012) - cites 22
• Pricing extreme mortality risk in the wake of the COVID-19 pandemic (2022) - cites 15
• Pricing Extreme Mortality Risk amid the COVID-19 Pandemic (2021) - cites 2
• Some more average distance results (2017) - cites 1