JOR 16 3 Authors

The Journal of Risk

Volume 16, Issue 3


Giovanni Puccetti

Giovanni Puccetti is Assistant Professor at the School of Economics and Management of the University of Firenze, Italy, and Editor of "Dependence Modeling". His interests include: Dependence Modeling; Model uncertainty in Quantitative Risk Management; Mathematical models for risk aggregation and diversification; Complete mixability; Monge-Kantorovich mass transportation problems applied to insurance and finance; Comonotonicity in risk management and risk theory; Copula methods, risk measures and stochastic ordering of risks; Quantitative modeling of Operational Risk.
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Ludger Rüschendorf

Ludger Rüschendorf has held a chair position at the Mathematics Institute of the University of Freiburg since 1993. His major fields of interest are Probability and Statistics, and more specifically are in dependence modelling, financial mathematics, risk analysis, asymptotic statistics and analysis of algorithms. He has published about 190 research papers and several books in particular on Mass-transportation, Asymptotic Statistics and a recent book on Mathematical Risk Analysis,
which appeared in the Springer Series in OR and Financial Engineering in 2013.
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Jimmy Skoglund

Jimmy Skoglund is a principal risk product manager with SAS and has more than ten years' experience developing and implementing risk methodologies. He is a regular contributor to publications in international risk journals. Prior to joining SAS he worked in Swedbank in the group risk methodology team. Jimmy holds a Ph.D. from Stockholm School of Economics.


Wei Chen

Wei Chen is a Principal Product Manager of global risk products at SAS Institute Inc. He has extensive experience in risk analytics and risk technology. He is also active in risk methodology and technology research. Wei received his PhD with primary research area in models of fixed income securities and credit risk. He is also a certified Financial Risk Manager and a director of the North Carolina chapter of Global Association of Risk Professionals.


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