Régis Lebrun

2009

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 14 researchers here, as inferred from the citation graph.

Whom Régis Lebrun trusts overall

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

1. Roger B. Nelsen

Who trusts Régis Lebrun overall

1. Dianqing Li
2. Xiao-Song Tang
3. Heyrim Cho
4. Kok-Kwang Phoon
5. Chuangbing Zhou
6. R. Montes-Iturrizaga
7. Daniele Venturi
8. Bruno Sudret
9. Dong Zheng
10. E. Heredia‐Zavoni

Papers from Régis Lebrun's perspective

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

1. A new class of bivariate copulas
2. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
3. Estimating the tail-dependence coefficient: Properties and pitfalls
4. Dependence Structure and Risk Measure
5. Worst VaR scenarios
6. Best-possible bounds on sets of bivariate distribution functions
7. Elliptical copulas: applicability and limitations
8. BOUNDS ON BIVARIATE DISTRIBUTION FUNCTIONS WITH GIVEN MARGINS AND MEASURES OF ASSOCIATION
9. The concept of comonotonicity in actuarial science and finance: theory (Insurance, Mathematics & Economics)
10. Actuarial Theory for Dependent Risks: Measures, Orders and Models

Their papers

• Do Rosenblatt and Nataf isoprobabilistic transformations really differ (2009) — 167 citations
• An innovating analysis of the Nataf transformation from the copula viewpoint (2009) — 295 citations
• A generalization of the Nataf transformation to distributions with elliptical copula (2009) — 170 citations