Alexander J. McNeil

Identifiers

• name variant Alexander J. McNeil 0.60 · backfill

Papers (7)

1. On the Basel Liquidity Formula for Elliptical Distributions q-fin.RM · 2018 · author #2
2. Spectral backtests of forecast distributions with application to risk management q-fin.RM · 2017 · author #2
3. On the Computation of Multivariate Scenario Sets for the Skew-t and Generalized Hyperbolic Families math.ST · 2014 · author #2
4. Estimators for Archimedean copulas in high dimensions stat.CO · 2012 · author #3
5. Calculating Variable Annuity Liability 'Greeks' Using Monte Carlo Simulation q-fin.RM · 2011 · author #3
6. Likelihood inference for Archimedean copulas math.ST · 2011 · author #3
7. Multivariate Archimedean copulas, $d$-monotone functions and $\ell_1$-norm symmetric distributions math.ST · 2009 · author #1

Mentions

• 1207.1708 #3 · arxiv_oai · confidence 0.70 Alexander J. McNeil
• 1402.0686 #2 · backfill · confidence 0.70 Alexander J. McNeil
• 1207.1708 #3 · backfill · confidence 0.70 Alexander J. McNeil
• 1110.4516 #3 · backfill · confidence 0.70 Alexander J. McNeil
• 1108.6032 #3 · backfill · confidence 0.70 Alexander J. McNeil
• 0908.3750 #1 · backfill · confidence 0.70 Alexander J. McNeil

Frequent Coauthors

• Marius Hofert 2 shared papers
• Emanuele Giorgi 1 shared papers
• Janine Balter 1 shared papers
• Johanna Ne\v{s}lehov\'a 1 shared papers
• Mark J. Cathcart 1 shared papers
• Martin M\"achler 1 shared papers
• Martin Maechler 1 shared papers
• Michael B. Gordy 1 shared papers
• Steven Morrison 1 shared papers