Edit Profile (opens in new tab) Wirch, Julia Lynn Compute Distance To: Compute Author ID: wirch.julia-lynn Published as: Wirch, Julia Lynn; Wirch, Julia L. External Links: MGP Documents Indexed: 3 Publications since 1999 Co-Authors: 1 Co-Author with 2 Joint Publications 24 Co-Co-Authors Co-Authors 1 single-authored 2 Hardy, Mary Rosalyn Serials 2 North American Actuarial Journal 1 Insurance Mathematics & Economics Fields 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 3 Publications have been cited 76 times in 68 Documents Cited by ▼ Year ▼ A synthesis of risk measures for capital adequacy. Zbl 0951.91032Wirch, Julia Lynn; Hardy, Mary R. 57 1999 The iterated CTE: a dynamic risk measure. Zbl 1085.91524Hardy, Mary R.; Wirch, Julia L. 16 2004 Raising value at risk. SOA Seminar: Integrated Approaches to Risk Measurement in the Financial Services Industry (Atlanta, GA, 1997). Zbl 1082.91546Wirch, Julia Lynn 3 1999 The iterated CTE: a dynamic risk measure. Zbl 1085.91524Hardy, Mary R.; Wirch, Julia L. 16 2004 A synthesis of risk measures for capital adequacy. Zbl 0951.91032Wirch, Julia Lynn; Hardy, Mary R. 57 1999 Raising value at risk. SOA Seminar: Integrated Approaches to Risk Measurement in the Financial Services Industry (Atlanta, GA, 1997). Zbl 1082.91546Wirch, Julia Lynn 3 1999 all cited Publications top 5 cited Publications all top 5 Cited by 121 Authors 7 Hardy, Mary Rosalyn 6 Zitikis, Ričardas 5 Devolder, Pierre 4 Jones, Bruce L. 3 Siu, Tak Kuen 2 Brahimi, Brahim 2 Brazauskas, Vytaras 2 Dang, Ou 2 Daouia, Abdelaati 2 Feng, Mingbin 2 Gatzert, Nadine 2 Hürlimann, Werner 2 Necir, Abdelhakim 2 Puri, Madan Lal 2 Rassoul, Abdelaziz 2 Stadje, Mitja 2 Stupfler, Gilles 2 Tan, Ken Seng 2 Tian, Weizhong 2 Wang, Tonghui 2 Wirch, Julia Lynn 1 Abdelli, Jihane 1 Allaya, Mouhamad Mounirou 1 Barbarin, Jérome 1 Brahim, Brahimi 1 Charpentier, Arthur 1 Chen, Yu 1 Ching, Wai-Ki 1 Choo, Weihao 1 Chu, Shanyun 1 Cornilly, Dries 1 Cossette, Hélène 1 Dabye, Ali Souleyman 1 Dayan, Peter 1 de Jong, Piet 1 Deme, El Hadji 1 Deme, Siradhi 1 Dhaker, Hamza 1 Djabrane, Yahia 1 Duchesne, Thierry 1 El Ghourabi, Mohamed 1 Eling, Martin 1 Fan, Qingquan 1 Fatah, Benatia 1 Forsyth, Peter A. 1 Francq, Christian 1 Fung, S. Eric 1 Gagne, Chris 1 Gaillardetz, Patrice 1 Gijbels, Irène 1 Girard, Stéphane 1 Godin, Frédéric 1 Gzyl, Henryk 1 Hu, Jie 1 Hu, Liangjian 1 Iancu, Dan Andrei 1 Iyengar, Garud N. 1 Jang, Jiwook 1 Jonathan J. 1 Kałuszka, Marek 1 Kim, Bara 1 Kim, Jeongsim 1 Komelj, Janez 1 Lai, Van Son 1 Lau, John Wei 1 le Roux, Martin 1 Lebègue, Adrien 1 Leitner, Johannes 1 Li, Baokun 1 Li, Haijun 1 Li, Jackie 1 Ma, Alfred Ka Chun 1 Ma, Xiaojing 1 Madan, D. 1 Marceau, Étienne 1 Marshall, Claymore 1 Mayoral, Silvia 1 Mazzoleni, Piera 1 Meraghni, Djamel 1 Moghtadai, Mehran 1 Ng, Michael Kwok-Po 1 Nwogugu, Michael C. I. 1 Oulidi, Abder 1 Pelessoni, Renato 1 Pelsser, Antoon A. J. 1 Peng, Liang 1 Perman, Mihael 1 Petrik, Marek 1 Piscopo, Gabriella 1 Pistorius, Martijn R. 1 Porth, Lysa 1 Qi, Yongcheng 1 Rüschendorf, Ludger 1 Saunders, David Claude 1 Schmeiser, Hato 1 Schumacher, Johannes M. 1 Shiu, Elias S. W. 1 Subramanian, Dharmashankar 1 Tan, Keqi 1 Tang, Qihe ...and 21 more Authors all top 5 Cited in 27 Serials 19 Insurance Mathematics & Economics 14 North American Actuarial Journal 5 Scandinavian Actuarial Journal 2 Quantitative Finance 2 ASTIN Bulletin 2 European Actuarial Journal 1 International Journal of Control 1 Applied Mathematics and Computation 1 Journal of the American Statistical Association 1 Journal of Mathematical Economics 1 Journal of Mathematical Psychology 1 Journal of Statistical Planning and Inference 1 Mathematics of Operations Research 1 Journal of Time Series Analysis 1 Annals of Operations Research 1 European Journal of Operational Research 1 Bernoulli 1 Arab Journal of Mathematical Sciences 1 Mathematical Problems in Engineering 1 Finance and Stochastics 1 Mathematical Finance 1 Mathematical Methods of Operations Research 1 Far East Journal of Theoretical Statistics 1 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 1 Frontiers of Mathematics in China 1 Journal of Probability and Statistics 1 Statistics & Risk Modeling all top 5 Cited in 10 Fields 63 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 32 Statistics (62-XX) 5 Probability theory and stochastic processes (60-XX) 3 Operations research, mathematical programming (90-XX) 2 Systems theory; control (93-XX) 1 Measure and integration (28-XX) 1 Integral transforms, operational calculus (44-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Convex and discrete geometry (52-XX) 1 Global analysis, analysis on manifolds (58-XX) Citations by Year