Khouzeima Moutanabbir

Management Science and Operations Research · 2013

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 10 citations into it

Whom Khouzeima Moutanabbir trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Michel Denault

Papers from Khouzeima Moutanabbir's perspective

Ordered by how strongly the researchers Khouzeima Moutanabbir trusts endorse each paper. Same corpus, a different order for every researcher.

1. Coherent allocation of risk capital
2. Coherent Risk Measures on General Probability Spaces
3. Risk contributions and performance measurement
4. A Value for n-person Games
5. The Core of an N Person Game
6. Values of Non-Atomic Games
7. Actuarial Theory for Dependent Risks: Measures, Orders and Models
8. Risk Measures and Comonotonicity: A Review
9. On law invariant coherent risk measures
10. Stochastic processes in insurance and finance

Their papers

• Multivariate distribution defined with Farlie–Gumbel–Morgenstern copula and mixed Erlang marginals: Aggregation and capital allocation (2013) — 69 citations