Alexander J. McNeil
- Finance top 0.1%
- Economics and Econometrics top 0.2%
- Statistics and Probability top 0.2%
- Management Science and Operations Research top 0.2%
- General Economics, Econometrics and Finance top 0.5%
- Co-authors
- Rüdiger FreyPaul EmbrechtsFilip LindskogDaniel StraumannA. C. DavisonValérie Chavez‐DemoulinMartin MächlerMarius Hofert
- Topics
- Financial Risk and Volatility Modeling (31 papers)Credit Risk and Financial Regulations (21 papers)Insurance and Financial Risk Management (14 papers)
- Journals
- SHILAP Revista de lepidopterologíaJournal of the American Statistical AssociationStatistics in Medicine
- Partner nations
- United KingdomSwitzerlandUnited States
In The Last Decade
Alexander J. McNeil
72 papers receiving 6.3k citations
Hit Papers
Peers
Comparison fields: 5 of 174
- Finance 4.6k
- Economics and Econometrics 2.8k
- Statistics and Probability 1.4k
- Management Science and Operations Research 1.4k
- General Economics, Econometrics and Finance 888
Countries citing papers authored by Alexander J. McNeil
This map shows the geographic impact of Alexander J. McNeil's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Alexander J. McNeil with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Alexander J. McNeil more than expected).
Fields of papers citing papers by Alexander J. McNeil
This network shows the impact of papers produced by Alexander J. McNeil. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Alexander J. McNeil. The network helps show where Alexander J. McNeil may publish in the future.
Co-authorship network of co-authors of Alexander J. McNeil
This figure shows the co-authorship network connecting the top 25 collaborators of Alexander J. McNeil. A scholar is included among the top collaborators of Alexander J. McNeil based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Alexander J. McNeil. Alexander J. McNeil is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 0 | |
| 2 | 8 | |
| 3 | On the Basel Liquidity Formula for Elliptical Distributions | 1 |
| 4 | Quantitative Risk Management: Concepts, Techniques and Tools : Concepts, Techniques and Tools | 26 |
| 5 | 4 | |
| 6 | 0 | |
| 7 | Archimedean Copulas in High Dimensions: Estimators and Numerical Challenges Motivated by Financial Applications | 17 |
| 8 | 94 | |
| 9 | 57 | |
| 10 | Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions | 422 |
| 11 | 130 | |
| 12 | Synthetic CDO pricing using the double normal inverse Gaussian copula with stochastic factor loadings | 3 |
| 13 | Operational Risk: A Practitioner's View | 5 |
| 14 | 58 | |
| 15 | 8 | |
| 16 | 13 | |
| 17 | 114 | |
| 18 | 15 | |
| 19 | 14 | |
| 20 | 20 |
About Alexander J. McNeil
Alexander J. McNeil is a scholar working on Finance, Statistics and Probability and Economics and Econometrics, having authored 75 papers that have together received 7.0k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (31 papers), Credit Risk and Financial Regulations (21 papers) and Insurance and Financial Risk Management (14 papers). The work is most often cited by research in Finance (4.6k citations), Statistics and Probability (1.4k citations) and Management Science and Operations Research (1.4k citations). Alexander J. McNeil has collaborated with scholars based in United Kingdom, Switzerland and United States. Frequent co-authors include Rüdiger Frey, Paul Embrechts, Filip Lindskog, Daniel Straumann, A. C. Davison, Valérie Chavez‐Demoulin, Martin Mächler, Marius Hofert, Peter Bühlmann and Johanna Nešlehová. Their work appears in journals such as SHILAP Revista de lepidopterología, Journal of the American Statistical Association and Statistics in Medicine.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.