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Bikramjit Das · Study

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Bikramjit Das

5 works· latest 2021· 2 institutionscluster: provisionalORCID 0000-0002-6172-8228

h-index5

i105

Citations204

Works here5

11

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Most cited in this library

Conditioning on an extreme component: Model consistency with regular variation on cones2011 · 51 citations
Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation2013 · 44 citations
On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor2021 · 43 citations
Risk contagion under regular variation and asymptotic tail independence2017 · 42 citations
Four theorems and a financial crisis2012 · 24 citations

Works

5 shown

On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor

Operations Research·2021·3 authors·Open access

43citations

Risk contagion under regular variation and asymptotic tail independence

Journal of Multivariate Analysis·2017·2 authors·Open access

42citations

Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation

Advances in Applied Probability·2013·3 authors

44citations

Four theorems and a financial crisis

International Journal of Approximate Reasoning·2012·3 authors·Open access

24citations

Conditioning on an extreme component: Model consistency with regular variation on cones

Bernoulli·2011·2 authors·Open access

51citations