Marie-Pier Côté

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 Marie-Pier Côté trusts overall

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

1. Michel Denault

Papers from Marie-Pier Côté's perspective

Ordered by how strongly the researchers Marie-Pier Côté 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