Concepedia

Ostap Okhrin

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Publications

38

Citations

1.1K

H-Index

19

Active since

2010

Affiliations

Technische Universität Dresden(Current)

Humboldt-Universität zu Berlin

Center for Scalable Data Analytics and Artificial Intelligence

German Research Centre for Artificial Intelligence

University of St.Gallen

Ostap Okhrin is an author at Technische Universität Dresden specializing in engineering, statistics, and business.

Top concepts

EngineeringStatisticsBusinessCopulasStatistical InferenceFinanceEconomicsEconomic AnalysisData ScienceRisk Management

Publications per year

2010–2024

38

Publications

38

On the structure and estimation of hierarchical Archimedean copulas

Ostap Okhrin, Yarema Okhrin, Wolfgang Schmid · Journal of Econometrics · 2012 · 169 citations · Full text

Density Estimation, Hierarchical Archimedean Copulas, Statistical Inference +3

Systemic Weather Risk and Crop Insurance: The Case of China

Ostap Okhrin, Martin Odening, Wei Xu · Journal of Risk & Insurance · 2012 · 91 citations

Land Use, Agricultural Economics, Buffer Load +18

Hierarchical Archimedean Copulae: The <b>HAC</b> Package

Ostap Okhrin, Alexander Ristig · Journal of Statistical Software · 2014 · 75 citations · Full text

Properties of hierarchical Archimedean copulas

Ostap Okhrin, Yarema Okhrin, Wolfgang Schmid · Statistics & Risk Modeling · 2013 · 61 citations

Tail Dependencies, Engineering, Data Science +12

On the systemic nature of weather risk

Wei Xu, Guenther Filler, Martin Odening et al. · Agricultural Finance Review · 2010 · 53 citations · Full text

Engineering, Risk Analysis, Copulas +18

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