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Sabyasachi Guharay
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2010 – 2019
- 2019
- [c7]Sabyasachi Guharay, KC Chang, Jie Xu:
Flexible Expected Shortfall Estimation Using Parametric & Non-Parametric Methods with Applications in Finance, Insurance & Climatology. FUSION 2019: 1-8 - [c6]Jiayang Yu, Tuan Le, KC Chang, Sabyasachi Guharay:
Fusing Economic Indicators for Portfolio Optimization - A Simulation-Based Approach. FUSION 2019: 1-8 - 2018
- [c5]Sabyasachi Guharay, KC Chang, Jie Xu:
Estimation of Value-at-Risk Using Mixture Copula Model for Heavy-Tailed Operational Risk Losses in Financial, Insurance & Climatological Data. FUSION 2018: 2330-2337 - 2017
- [c4]Sabyasachi Guharay, KC Chang, Jie Xu:
Flexible estimation of risk metric using copula model for the joint severity-frequency loss framework. FUSION 2017: 1-6 - 2016
- [c3]Sabyasachi Guharay, KC Chang, Jie Xu:
Robust estimation of value-at-risk through correlated frequency and severity model. FUSION 2016: 995-1002 - 2015
- [c2]Sabyasachi Guharay, KC Chang:
An application of data fusion techniques in quantitative operational risk management. FUSION 2015: 1914-1921 - [c1]Sabyasachi Guharay, KC Chang:
Application of bayesian simulation framework in quantitatively measuring presence of competition in living species. WSC 2015: 4033-4044
2000 – 2009
- 2003
- [j1]Katherine A. Bold, Chantal Edwards, John Guckenheimer, Sabyasachi Guharay, Kathleen Hoffman, Judith Hubbard, Ricardo A. Oliva, Warren Weckesser:
The Forced van der Pol Equation II: Canards in the Reduced System. SIAM J. Appl. Dyn. Syst. 2(4): 570-608 (2003)
Coauthor Index
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