Bikramjit Das

Available identifiers

zbMath Open das.bikramjitWikidataQ100331780 ScholiaQ100331780MaRDI QIDQ291411

List of research outcomes

Publication	Date of Publication	Type
Systemic risk in financial networks: the effects of asymptotic independence	2023-09-27	Paper
On heavy-tailed risks under Gaussian copula: the effects of marginal transformation	2023-04-11	Paper
Aggregating heavy-tailed random vectors: from finite sums to L\'evy processes	2023-01-25	Paper
Tail probabilities of random linear functions of regularly varying random vectors	2022-11-08	Paper
Asymptotic behavior of common connections in sparse random networks	2022-07-28	Paper
On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor	2022-02-16	Paper
Growth of common friends in a preferential attachment model	2021-10-13	Paper
Worst-Case Expected Shortfall with Univariate and Bivariate Marginals	2021-06-23	Paper
Risk concentration under second order regular variation	2020-09-10	Paper
Conditional excess risk measures and multivariate regular variation	2020-01-31	Paper
Heavy-tailed random walks, buffered queues and hidden large deviations	2019-12-05	Paper
Risk contagion under regular variation and asymptotic tail independence	2018-04-12	Paper
Hidden regular variation, copula models, and the limit behavior of conditional excess risk measures	2018-02-06	Paper
Hidden regular variation under full and strong asymptotic dependence	2018-01-31	Paper
Detecting tail behavior: mean excess plots with confidence bounds	2016-06-07	Paper
Models with hidden regular variation: Generation and detection	2016-01-25	Paper
Four theorems and a financial crisis	2015-07-10	Paper
Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process	2015-01-30	Paper
On robust tail index estimation for linear long-memory processes	2014-11-26	Paper
Generation and Detection of Multivariate Regular Variation and Hidden Regular Variation	2014-03-23	Paper
Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation	2013-04-11	Paper
Weak limits for exploratory plots in the analysis of extremes	2013-03-07	Paper
Detecting a conditional extreme value model	2011-11-27	Paper
Conditioning on an extreme component: model consistency with regular variation on cones	2011-09-02	Paper
QQ Plots, Random Sets and Data from a Heavy Tailed Distribution	2008-03-31	Paper

Research outcomes over time

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