| Wang’s capital allocation formula for elliptically contoured distributions EA Valdez, A Chernih Insurance: Mathematics and Economics 33 (3), 517-532, 2003 | 109 | 2003 |
| Wendland functions with increasing smoothness converge to a Gaussian A Chernih, IH Sloan, RS Womersley Advances in Computational Mathematics 40, 185-200, 2014 | 52 | 2014 |
| Asset correlations: a literature review and analysis of the impact of dependent loss given defaults A Chernih, S Vanduffel, L Henrard Katholieke University Leuven 48 (17), 1-15, 2006 | 45 | 2006 |
| A note on the suboptimality of path-dependent pay-offs in Lévy markets S Vanduffel, A Chernih, M Maj, W Schoutens Applied Mathematical Finance 16 (4), 315-330, 2009 | 42 | 2009 |
| Closed form representations and properties of the generalised Wendland functions A Chernih, S Hubbert Journal of Approximation Theory 177, 17-33, 2014 | 37 | 2014 |
| Reconciling credit correlations A Chernih, L Henrard, S Vanduffel Journal of Risk Model Validation 4 (2), 2010 | 28 | 2010 |
| Multiscale methods with compactly supported radial basis functions for Galerkin approximation of elliptic PDEs A Chernih, QT Le Gia IMA Journal of Numerical Analysis 34 (2), 569-591, 2014 | 19 | 2014 |
| Multiscale methods with compactly supported radial basis functions for the Stokes problem on bounded domains A Chernih, QT Le Gia Advances in Computational Mathematics 42 (5), 1187-1208, 2016 | 17* | 2016 |
| Beyond correlations: The use and abuse of copulas in economic capital calculations A Chernih, M Maj, S Vanduffel Belgian Actuarial Bulletin 7 (1), 2007 | 6 | 2007 |
| Multiscale Wendland radial basis functions and applications to solving partial differential equations A Chernih UNSW Sydney, 2013 | 5 | 2013 |
| Impact of Proximate Public Assets and Infrastructure on Private Real Property Values: Stage 2 Report A Chernih, M Sherris University of New South Wales, 2003 | 5 | 2003 |
| L Hernard (2006)‘Asset correlation: a literature review and analysis of the impact of dependent loss given defaults’ A Chernih, S Vanduffel Catholic University of Leuven, 2006 | 4 | 2006 |
| Geoadditive hedonic pricing models A Chernih, M Sherris UNSW Australian School of Business Working Paper, 2004 | 4 | 2004 |
| Stress-testing the Impact of Group Dependence on Credit Portfolio Risk S Vanduffel, B Aver, A Chernih, L Henrard, C Ribas STRESS-TESTING FOR FINANCIAL INSTITUTIONS, Harald Scheule, Daniel Rösch, eds …, 2009 | 2 | 2009 |
| On retirement income replacement ratios EA Valdez, A Chernih Faculty of Commerce & Economics, School of Actuarial Studies, The University …, 2003 | 2 | 2003 |
| Empirical Estimation of Dependence in a Portfolio of Insurance Claims-Preliminaries EA Valdez, A Chernih Mathematics and Economics 33, 517-532, 2003 | 2 | 2003 |
| The inefficiency of Constant Proportion Portfolio Insurance A Chernih, M Maj, W Schoutens, S Vanduffel | 1 | 2008 |
| Asset correlations: shifting tides A Chernih, S Vanduffel, L Henrard Open Access publications from Katholieke Universiteit Leuven, 2006 | 1 | 2006 |
| On the suboptimality of path-dependent pay-offs in Lévy markets S Vanduffel, A Chernih, W Schoutens Open Access publications from Katholieke Universiteit Leuven, 2007 | | 2007 |
| On the sub-optimality of path-dependent pay-offs in general Lévy markets S Vanduffel, W Schoutens, A Chernih International Actuarial Meeting on Risk Measurement and Solvency, Location …, 2007 | | 2007 |
