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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:

The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis
Catherine Donnelly, Paul Embrechts
Astin Bulletin (2010) Vol. 40, Iss. 1, pp. 1-33
Open Access | Times Cited: 139

Showing 1-25 of 139 citing articles:

Machine Learning Interpretability: A Survey on Methods and Metrics
Diogo V. Carvalho, Eduardo M. Pereira, Jaime S. Cardoso
Electronics (2019) Vol. 8, Iss. 8, pp. 832-832
Open Access | Times Cited: 1336
Financial crisis and austerity measures in Greece: Their impact on health promotion policies and public health care
Amalia Α. Ifanti, Andreas A. Argyriou, Foteini H. Kalofonou, et al.
Health Policy (2013) Vol. 113, Iss. 1-2, pp. 8-12
Closed Access | Times Cited: 188
Quantile-Based Risk Sharing
Paul Embrechts, Haiyan Liu, Ruodu Wang
Operations Research (2018) Vol. 66, Iss. 4, pp. 936-949
Closed Access | Times Cited: 149
Extreme-quantile tracking for financial time series
Valérie Chavez‐Demoulin, Paul Embrechts, Sylvain Sardy
Journal of Econometrics (2014) Vol. 181, Iss. 1, pp. 44-52
Closed Access | Times Cited: 89
Significance testing in empirical finance: A critical review and assessment
Jae H. Kim, Philip Inyeob Ji
Journal of Empirical Finance (2015) Vol. 34, pp. 1-14
Closed Access | Times Cited: 75
Statistics and Quantitative Risk Management for Banking and Insurance
Paul Embrechts, Marius Hofert
Annual Review of Statistics and Its Application (2014) Vol. 1, Iss. 1, pp. 493-514
Open Access | Times Cited: 67
Model selection in sparse high-dimensional vine copula models with an application to portfolio risk
Thomas Nagler, Christian Bumann, Claudia Czado
Journal of Multivariate Analysis (2019) Vol. 172, pp. 180-192
Open Access | Times Cited: 59
Improved dynamic design method of ballasted high-speed railway bridges using surrogate-assisted reliability-based design optimization of dependent variables
Reza Allahvirdizadeh, Andréas Andersson, Raid Karoumi
Reliability Engineering & System Safety (2023) Vol. 238, pp. 109406-109406
Open Access | Times Cited: 21
Copula based hierarchical risk aggregation through sample reordering
Philipp Arbenz, Christoph Hummel, Georg Mainik
Insurance Mathematics and Economics (2012) Vol. 51, Iss. 1, pp. 122-133
Closed Access | Times Cited: 59
Accountability of AI Under the Law: The Role of Explanation
Finale Doshi‐Velez, Mason A. Kortz
arXiv (Cornell University) (2017)
Closed Access | Times Cited: 45
Outlier blindness: A neurobiological foundation for neglect of financial risk
Élise Payzan-LeNestour, Michael Woodford
Journal of Financial Economics (2021) Vol. 143, Iss. 3, pp. 1316-1343
Closed Access | Times Cited: 27
Contagion and Systemic Risk in Financial Networks
Amal Moussa
(2011)
Closed Access | Times Cited: 42
Estimation in exponential families on permutations
Sumit Mukherjee
The Annals of Statistics (2016) Vol. 44, Iss. 2
Open Access | Times Cited: 37
Comparative analysis of joint distribution models for tropical cyclone atmospheric parameters in probabilistic coastal hazard analysis
Ziyue Liu, Meredith L. Carr, Norberto C. Nadal-Caraballo, et al.
Stochastic Environmental Research and Risk Assessment (2024) Vol. 38, Iss. 5, pp. 1741-1767
Closed Access | Times Cited: 3
Meta densities and the shape of their sample clouds
A. A. Balkema, Paul Embrechts, Natalia Nolde
Journal of Multivariate Analysis (2010) Vol. 101, Iss. 7, pp. 1738-1754
Open Access | Times Cited: 39
Invariant dependence structure under univariate truncation
Fabrizio Durante, Piotr Jaworski
Statistics (2010) Vol. 46, Iss. 2, pp. 263-277
Closed Access | Times Cited: 37
Robust risk management
Apostolos Fertis, Michel Baes, Hans-Jakob Lüthi
European Journal of Operational Research (2012) Vol. 222, Iss. 3, pp. 663-672
Closed Access | Times Cited: 36
Copula-based multivariate input modeling
Bahar Biller, Canan G. Corlu
Surveys in Operations Research and Management Science (2012) Vol. 17, Iss. 2, pp. 69-84
Closed Access | Times Cited: 35
CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION
Qihe Tang, Zhongyi Yuan
Astin Bulletin (2019) Vol. 49, Iss. 2, pp. 457-490
Closed Access | Times Cited: 29
Archimedean Copulas in High Dimensions: Estimators and Numerical Challenges Motivated by Financial Applications
Marius Hofert, Martin Mächler, Alexander J. McNeil
Journal de la Société Française de Statistique & revue de statistique appliquée (2012) Vol. 154, Iss. 1, pp. 25-63
Closed Access | Times Cited: 28
The effect of copulas on time-variant reliability involving time-continuous stochastic processes
Árpád Rózsás, Zsuzsa Mogyorósi
Structural Safety (2017) Vol. 66, pp. 94-105
Closed Access | Times Cited: 26
Contagion network, portfolio credit risk, and financial crisis
Michael C. Fu, Bingqing Li, Fei Li, et al.
European Journal of Operational Research (2024)
Closed Access | Times Cited: 2
Four theorems and a financial crisis
Bikramjit Das, Paul Embrechts, Vicky Fasen
International Journal of Approximate Reasoning (2012) Vol. 54, Iss. 6, pp. 701-716
Open Access | Times Cited: 25
Impact of copula choice on the modeling of crop yield basis risk
Joshua D. Woodard, Nicholas D. Paulson, Dmitry V. Vedenov, et al.
Agricultural Economics (2011) Vol. 42, Iss. s1, pp. 101-112
Closed Access | Times Cited: 25
An Empirical Comparison of Alternative Credit Default Swap Pricing Models
Michele Leonardo Bianchi
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 25
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