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Charles M. Goldie | Researchclopedia

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Charles M. Goldie

University of Sussex

95

Works

6,090

Citations

27

h-index

40

i10-index

Research Topics

Probability and Risk Models Stochastic processes and statistical mechanics Stochastic processes and financial applications

Affiliations

University of London1980–1980

University of Sussex1977–2021

Queen Mary University of London1980–1996

University of Western Australia2000–2000

Physical Sciences (United States)1984–1984

Top Works

Regular Variation

Ν. H. Bingham,Charles M. Goldie,et al.

19872,308 citations

Bayesian Methods and Mixture Models

Financial Risk and Volatility Modeling

Implicit Renewal Theory and Tails of Solutions of Random Equations

Charles M. Goldie

1991558 citations

REAL ANALYSIS AND PROBABILITY

Charles M. Goldie

1990548 citations

Subexponentiality and infinite divisibility

Paul Embrechts,Charles M. Goldie,et al.

1979338 citations

On closure and factorization properties of subexponential and related distributions

Paul Embrechts,Charles M. Goldie

1980307 citations

On convolution tails

Paul Embrechts,Charles M. Goldie

1982233 citations

SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS

Charles M. Goldie,Richard L. Smith

1987224 citations

Stability of perpetuities

Charles M. Goldie,Ross Maller

2000152 citations

Perpetuities with thin tails

Charles M. Goldie,Rudolf Grübel

1996114 citations