乐胖代购免代理版

{"id":"https://openalex.org/W2585322953","doi":"https://doi.org/10.3233/mas-170405","title":"Correlated multivariate Poisson processes and extreme measures","display_name":"Correlated multivariate Poisson processes and extreme measures","publication_year":2017,"publication_date":"2017-12-07","ids":{"openalex":"https://openalex.org/W2585322953","doi":"https://doi.org/10.3233/mas-170405","mag":"2585322953"},"language":"en","primary_location":{"is_oa":false,"landing_page_url":"https://doi.org/10.3233/mas-170405","pdf_url":null,"source":{"id":"https://openalex.org/S2765066696","display_name":"Model Assisted Statistics and Applications","issn_l":"1574-1699","issn":["1574-1699","1875-9068"],"is_oa":false,"is_in_doaj":false,"is_indexed_in_scopus":true,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false},"type":"article","type_crossref":"journal-article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1702.00376","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5103068071","display_name":"Michael Chiu","orcid":null},"institutions":[{"id":"https://openalex.org/I185261750","display_name":"University of Toronto","ror":"https://ror.org/03dbr7087","country_code":"CA","type":"funder","lineage":["https://openalex.org/I185261750"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Michael Chiu","raw_affiliation_strings":["Department of Computer Science, University of Toronto, Toronto, ON, Canada"],"affiliations":[{"raw_affiliation_string":"Department of Computer Science, University of Toronto, Toronto, ON, Canada","institution_ids":["https://openalex.org/I185261750"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5002351708","display_name":"Kenneth R. Jackson","orcid":"https://orcid.org/0000-0003-0645-1948"},"institutions":[{"id":"https://openalex.org/I185261750","display_name":"University of Toronto","ror":"https://ror.org/03dbr7087","country_code":"CA","type":"funder","lineage":["https://openalex.org/I185261750"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"K.R. Jackson","raw_affiliation_strings":["Department of Computer Science, University of Toronto, Toronto, ON, Canada"],"affiliations":[{"raw_affiliation_string":"Department of Computer Science, University of Toronto, Toronto, ON, Canada","institution_ids":["https://openalex.org/I185261750"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5110250986","display_name":"Alexander Kreinin","orcid":null},"institutions":[{"id":"https://openalex.org/I4210113654","display_name":"IBM (Canada)","ror":"https://ror.org/025sxka56","country_code":"CA","type":"funder","lineage":["https://openalex.org/I1341412227","https://openalex.org/I4210113654"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Alexander Kreinin","raw_affiliation_strings":["Quantitative Research, Risk Analytics, IBM Canada, Toronto, ON, Canada"],"affiliations":[{"raw_affiliation_string":"Quantitative Research, Risk Analytics, IBM Canada, Toronto, ON, Canada","institution_ids":["https://openalex.org/I4210113654"]}]}],"institution_assertions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.615,"has_fulltext":true,"fulltext_origin":"ngrams","cited_by_count":5,"citation_normalized_percentile":{"value":0.712108,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":79,"max":81},"biblio":{"volume":"12","issue":"4","first_page":"369","last_page":"385"},"is_retracted":false,"is_paratext":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9949,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9949,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9906,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9869,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[],"concepts":[{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.78601813},{"id":"https://openalex.org/C100906024","wikidata":"https://www.wikidata.org/wiki/Q205692","display_name":"Poisson distribution","level":2,"score":0.5540789},{"id":"https://openalex.org/C38180746","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate analysis","level":2,"score":0.5147679},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.5034167},{"id":"https://openalex.org/C73269764","wikidata":"https://www.wikidata.org/wiki/Q954529","display_name":"Poisson regression","level":3,"score":0.47318363},{"id":"https://openalex.org/C192424360","wikidata":"https://www.wikidata.org/wiki/Q929408","display_name":"Multivariate analysis of variance","level":2,"score":0.43436804},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.42101544},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.35084048},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.19027781},{"id":"https://openalex.org/C99454951","wikidata":"https://www.wikidata.org/wiki/Q932068","display_name":"Environmental health","level":1,"score":0.0673953},{"id":"https://openalex.org/C2908647359","wikidata":"https://www.wikidata.org/wiki/Q2625603","display_name":"Population","level":2,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"is_oa":false,"landing_page_url":"https://doi.org/10.3233/mas-170405","pdf_url":null,"source":{"id":"https://openalex.org/S2765066696","display_name":"Model Assisted Statistics and Applications","issn_l":"1574-1699","issn":["1574-1699","1875-9068"],"is_oa":false,"is_in_doaj":false,"is_indexed_in_scopus":true,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false},{"is_oa":true,"landing_page_url":"https://arxiv.org/abs/1702.00376","pdf_url":"https://arxiv.org/pdf/1702.00376","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_indexed_in_scopus":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":["Cornell University"],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false}],"best_oa_location":{"is_oa":true,"landing_page_url":"https://arxiv.org/abs/1702.00376","pdf_url":"https://arxiv.org/pdf/1702.00376","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_indexed_in_scopus":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":["Cornell University"],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false},"sustainable_development_goals":[{"score":0.65,"id":"https://metadata.un.org/sdg/8","display_name":"Decent work and economic growth"}],"grants":[],"datasets":[],"versions":[],"referenced_works_count":14,"referenced_works":["https://openalex.org/W168539394","https://openalex.org/W1972190329","https://openalex.org/W1987037458","https://openalex.org/W2002491679","https://openalex.org/W2131863035","https://openalex.org/W2184667386","https://openalex.org/W2321715497","https://openalex.org/W2541697207","https://openalex.org/W2547989465","https://openalex.org/W2571051305","https://openalex.org/W2795504540","https://openalex.org/W3029645440","https://openalex.org/W4214487329","https://openalex.org/W4235326379"],"related_works":["https://openalex.org/W4246053207","https://openalex.org/W4238920775","https://openalex.org/W4211087022","https://openalex.org/W40745829","https://openalex.org/W2503331259","https://openalex.org/W2406638334","https://openalex.org/W1978357124","https://openalex.org/W1630858317","https://openalex.org/W1590941618","https://openalex.org/W1578824628"],"abstract_inverted_index":{"Multivariate":[0,52],"Poisson":[1,29,53,81],"processes":[2,30,46,54,82,97],"have":[3,55],"many":[4,11,56,63],"important":[5,57],"applications":[6,58],"in":[7,59],"Insurance,":[8,60],"Finance,":[9,61],"and":[10,31,62,83],"other":[12,64],"areas":[13,65],"of":[14,44,66,95],"Applied":[15,67],"Probability.":[16,68],"In":[17,69],"this":[18,70],"paper":[19,71],"we":[20,72],"study":[21,73],"the":[22,33,36,40,45,48,74,85,88,92,96,99],"backward":[23,75],"simulation":[24,50,76,101],"approach":[25,77],"to":[26,35,78,87],"modelling":[27,79],"multivariate":[28,80],"analyze":[32,84],"connection":[34,86],"extreme":[37,89],"measures":[38,90],"describing":[39,91],"j":[41],"oint":[42],"distribution":[43,94],"at":[47,98],"terminal":[49,100],"time.":[51,102],"joint":[93]},"abstract_inverted_index_v3":null,"cited_by_api_url":"https://api.openalex.org/works?filter=cites:W2585322953","counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":2}],"updated_date":"2025-03-22T21:17:09.768638","created_date":"2017-02-10"}