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OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Risk Analysis of Collateralized Debt Obligations
Kay Giesecke, Baeho Kim
Operations Research (2010) Vol. 59, Iss. 1, pp. 32-49
Closed Access | Times Cited: 41

Showing 1-25 of 41 citing articles:

A Survey of Systemic Risk Analytics
Dimitrios Bisias, Mark D. Flood, Andrew W. Lo, et al.
Annual Review of Financial Economics (2012) Vol. 4, Iss. 1, pp. 255-296
Open Access | Times Cited: 623
Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR
Anastassios A. Drakos, Γεώργιος Π. Κουρέτας
International Review of Economics & Finance (2015) Vol. 40, pp. 127-140
Closed Access | Times Cited: 72
Premia for correlated default risk
Shahriar Azizpour, Kay Giesecke, Baeho Kim
Journal of Economic Dynamics and Control (2011) Vol. 35, Iss. 8, pp. 1340-1357
Closed Access | Times Cited: 59
Efficient Simulation of Clustering Jumps with CIR Intensity
Angelos Dassios, Hongbiao Zhao
Operations Research (2017) Vol. 65, Iss. 6, pp. 1494-1515
Open Access | Times Cited: 33
A bivariate shot noise self-exciting process for insurance
Jiwook Jang, Angelos Dassios
Insurance Mathematics and Economics (2013) Vol. 53, Iss. 3, pp. 524-532
Closed Access | Times Cited: 24
Optimizing capacity investment on renewable energy source supply chain
Jiaping Xie, Zhong Li, Yu Xia, et al.
Computers & Industrial Engineering (2017) Vol. 107, pp. 57-73
Closed Access | Times Cited: 18
A review on Poisson, Cox, Hawkes, shot-noise Poisson and dynamic contagion process and their compound processes
Jiwook Jang, Rosy Oh
Annals of Actuarial Science (2020) Vol. 15, Iss. 3, pp. 623-644
Closed Access | Times Cited: 14
Modeling of Contagious Credit Events and Risk Analysis of Credit Portfolios
Suguru Yamanaka, Masaaki Sugihara, Hidetoshi Nakagawa
Asia-Pacific Financial Markets (2011) Vol. 19, Iss. 1, pp. 43-62
Closed Access | Times Cited: 13
Rating frailty, Bayesian updates, and portfolio credit risk analysis*
Shang Bu, Nan Guo, Lingfei Li
Quantitative Finance (2022) Vol. 22, Iss. 4, pp. 777-797
Closed Access | Times Cited: 7
An Overview of Credit Derivatives
Kay Giesecke
SSRN Electronic Journal (2009)
Closed Access | Times Cited: 13
The Risk of a Mortality Catastrophe
Daniel J. Bauer, Florian Kramer
Journal of Business and Economic Statistics (2015) Vol. 34, Iss. 3, pp. 391-405
Closed Access | Times Cited: 9
Does securitization escalate banks’ sensitivity to systemic risk?
Katerina Ivanov, Julia Jiang
The Journal of Risk Finance (2020) Vol. 21, Iss. 1, pp. 1-22
Closed Access | Times Cited: 9
Measuring Systemic Risk in Emerging Markets Using CoVaR
Anastassios A. Drakos, Γεώργιος Π. Κουρέτας
Elsevier eBooks (2014), pp. 271-307
Closed Access | Times Cited: 7
Remarks on composite Bernstein copula and its application to credit risk analysis
Nan Guo, Fang Wang, Jingping Yang
Insurance Mathematics and Economics (2017) Vol. 77, pp. 38-48
Closed Access | Times Cited: 6
Disastrous Defaults
Christian Gouriéroux, Alain Monfort, Sarah Mouabbi, et al.
Review of Finance (2020) Vol. 25, Iss. 6, pp. 1727-1772
Open Access | Times Cited: 6
Analysis of credit event impact with self-exciting intensity model
Suguru Yamanaka, Masaaki Sugihara, Hidetoshi Nakagawa
JSIAM Letters (2011) Vol. 3, pp. 49-52
Open Access | Times Cited: 4
A Survey of Systemic Risk Analytics: Appendix ∗
Dimitrios Bisias, Mark D. Flood, Andrew W. Lo, et al.
(2012)
Closed Access | Times Cited: 4
Surrender contagion in life insurance
Chunli Cheng, Christian Hilpert, Aidin Miri Lavasani, et al.
European Journal of Operational Research (2022) Vol. 305, Iss. 3, pp. 1465-1479
Closed Access | Times Cited: 3
Exact Simulation of Quadratic Intensity Models
Yan Qu, Angelos Dassios, Anxin Liu, et al.
INFORMS journal on computing (2024)
Closed Access
Importance sampling for indicator markov chains
Kay Giesecke, Alexander Shkolnik
Winter Simulation Conference (2010), pp. 2742-2750
Closed Access | Times Cited: 3
Random thinning with credit quality vulnerability factor for better risk management of credit portfolio in a top-down framework
Suguru Yamanaka, Hidetoshi Nakagawa, Masaaki Sugihara
Japan Journal of Industrial and Applied Mathematics (2016) Vol. 33, Iss. 2, pp. 321-341
Closed Access | Times Cited: 2
Optimal Dynamic Clearing for Interbank Payments
Shuzhen Chen, Opher Baron, Ningyuan Chen
Management Science (2024)
Closed Access
Analysis of downgrade risk in credit portfolios with self-exciting intensity model
Suguru Yamanaka, Masaaki Sugihara, Hidetoshi Nakagawa
JSIAM Letters (2011) Vol. 3, pp. 93-96
Open Access | Times Cited: 2
A Bivariate Shot Noise Hawkes Process for Insurance
Jiwook Jang, Angelos Dassios
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 2
FinTech
Roberto Di Pietro, Simone Raponi, Maurantonio Caprolu, et al.
Advances in information security (2020), pp. 99-154
Closed Access | Times Cited: 2
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