Edit Profile Straetmans, Stefan Compute Distance To: Compute Author ID: straetmans.stefan Published as: Straetmans, Stefan Documents Indexed: 2 Publications since 1996 Co-Authors 0 single-authored 1 de Vries, Casper G. 1 Gielens, Geert 1 Klaassen, Pieter 1 Lucas, André 1 Spreij, Peter Serials 1 Communications in Statistics. Theory and Methods 1 Applied Mathematical Finance Fields 1 Statistics (62-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year Citations contained in zbMATH 2 Publications have been cited 3 times in 3 Documents Cited by ▼ Year ▼ Tail behaviour of credit loss distributions for general latent factor models. Zbl 1070.91032Lucas, André; Klaassen, Pieter; Spreij, Peter; Straetmans, Stefan 2 2003 Fat tail distributions and local thin tail alternatives. Zbl 0875.62105Gielens, Geert; Straetmans, Stefan; de Vries, Casper G. 1 1996 Tail behaviour of credit loss distributions for general latent factor models. Zbl 1070.91032Lucas, André; Klaassen, Pieter; Spreij, Peter; Straetmans, Stefan 2 2003 Fat tail distributions and local thin tail alternatives. Zbl 0875.62105Gielens, Geert; Straetmans, Stefan; de Vries, Casper G. 1 1996 all top 5 Cited by 7 Authors 1 Bauckhage, Christian 1 de Haan, Laurens 1 Kersting, Kristian 1 Pereira, T. Themido 1 Sak, Halis 1 Thurau, Christian 1 Wahabzada, Mirwaes Cited in 3 Serials 1 Statistics & Probability Letters 1 Monte Carlo Methods and Applications 1 Data Mining and Knowledge Discovery Cited in 5 Fields 2 Statistics (62-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Probability theory and stochastic processes (60-XX) 1 Numerical analysis (65-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Citations by Year