P. D. Fontnouvelle

2003–2006

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 1 researcher here, as inferred from the citation graph.

Whom P. D. Fontnouvelle trusts overall

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

  1. Jem N. Corcoran
  2. Paul Embrechts

Who trusts P. D. Fontnouvelle overall

  1. Paul Embrechts
  2. Terrence Hendershott
  3. Amit Goyal

Papers from P. D. Fontnouvelle's perspective

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

  1. An academic response to Basel II
  2. Modelling Extremal Events for Insurance and Finance
  3. Ruin theory revisited: stochastic models for operational risk
  4. Variance Minimization and Random Variables with Constant Sum
  5. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  6. Systemic Risk: A Survey (Social Science Research Network)
  7. Probabilistic Risk Analysis
  8. Procyclicality of the financial system and financial stability: issues and policy options
  9. Order Flow, Transaction Clock, and Normality of Asset Returns
  10. The supremum of a negative drift random walk with dependent heavy-tailed steps

Their papers