Concepedia

Bikramjit Das

BD

Statistics

Publications

9

Citations

190

H-Index

9

Active since

2008

Affiliations

ETH Zurich(Current)

Singapore University of Technology and Design

Cornell University

Bikramjit Das is an author at ETH Zurich specializing in stochastic processes, natural sciences, and finance.

Publications per year

2008–2018

9

Publications

9

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

Bikramjit Das, Abhimanyu Mitra, Sidney I. Resnick · Advances in Applied Probability · 2013 · 49 citations

Business, Finance, Insurance +15

QQ Plots, Random Sets and Data from a Heavy Tailed Distribution

Bikramjit Das, Sidney I. Resnick · Stochastic Models · 2008 · 46 citations

Natural Sciences, Mathematics, Probability Theory +10

Four theorems and a financial crisis

Bikramjit Das, Paul Embrechts, Vicky Fasen · International Journal of Approximate Reasoning · 2012 · 24 citations

Social Sciences, Economics, Finance +10

Weak limits for exploratory plots in the analysis of extremes

Bikramjit Das, Souvik Ghosh · Bernoulli · 2013 · 14 citations · Full text

Natural Sciences, Economics, Econometrics +16

Models with hidden regular variation: Generation and detection

Bikramjit Das, Sidney I. Resnick · Stochastic Systems · 2015 · 13 citations · Full text

Computing, Computer Science, Machine Learning +4

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