Modelling of extremal events in insurance and finance

Abstract

loading...

About

This paper, published in 1950, received 2.4k indexed citations. Written by Paul Embrechts and Thomas Mikosch covering the research area of Finance and Management Science and Operations Research. It is primarily cited by scholars working on Finance (1.4k citations), Management Science and Operations Research (837 citations) and Economics and Econometrics (796 citations). Published in Mathematical Methods of Operations Research.

Countries where authors are citing Modelling of extremal events in insurance and finance

Since Specialization
Citations

This map shows the geographic impact of Modelling of extremal events in insurance and finance. 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 Modelling of extremal events in insurance and finance with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Modelling of extremal events in insurance and finance more than expected).

Fields of papers citing Modelling of extremal events in insurance and finance

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of Modelling of extremal events in insurance and finance. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the Modelling of extremal events in insurance and finance.

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.

This paper is also available at doi.org/10.1007/bf01440733.

Explore hit-papers with similar magnitude of impact

Rankless by CCL
2026