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Vladimir Belitsky

About Vladimir Belitsky

Vladimir Belitsky, With an exceptional h-index of 13 and a recent h-index of 9 (since 2020), a distinguished researcher at Universidade de São Paulo, specializes in the field of Probability Theory, Statistics, Applications..

His recent articles reflect a diverse array of research interests and contributions to the field:

The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing

The Implications of Tail Dependency Measures for Counterparty Credit Risk Pricing

Vladimir Belitsky Information

University

Position

Associate Professor Department of Statistics Institute of Math and Stat.

Citations(all)

583

Citations(since 2020)

243

Cited By

462

hIndex(all)

13

hIndex(since 2020)

9

i10Index(all)

16

i10Index(since 2020)

9

Email

University Profile Page

Google Scholar

Vladimir Belitsky Skills & Research Interests

Probability Theory

Statistics

Applications.

Top articles of Vladimir Belitsky

Title

Journal

Author(s)

Publication Date

The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing

Journal of Financial Stability

Juan Arismendi-Zambrano

Vladimir Belitsky

Vinicius Amorim Sobreiro

Herbert Kimura

2022/2/1

The Implications of Tail Dependency Measures for Counterparty Credit Risk Pricing

Journal of Financial Stability,(Preprint) Forthcoming

Juan Arismendi-Zambrano

Vladimir Belitsky

Vinicius Amorim Sobreiro

Herbert Kimura

2020/7/4

See List of Professors in Vladimir Belitsky University(Universidade de São Paulo)