Dr. Jonathan Ansari
Research Interests
- dependence modeling
- risk analysis
- factor models
- machine learning
Publications
Ansari, Jonathan, and Rüschendorf, Ludger. "Ordering results for elliptical distributions with application to risk bounds." J. Multivariate Anal. (2020), PDF
Ansari, Jonathan, and Rüschendorf, Ludger. "Upper risk bounds in internal factor models with constrained specification sets." Probab Uncertain Quant Risk 5, 3 (2020)
Ansari, Jonathan. "Ordering risk bounds in partially specified factor models." Dissertation: Univ. Freiburg, Fakultät für Mathematik und Physik (2019)
Ansari, Jonathan, and Ludger Rüschendorf. "Ordering risk bounds in factor models." Dependence Modeling 6.1 (2018): 259-287.
Ansari, Jonathan, and Rüschendorf, Ludger. "Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models." Methodol. Comput. Appl. Probab. 20, No. 3 (2018): 817-838