Marco Scarsini

Economics and Econometrics · 2000–2006

A researcher in the Science corpus: 4 papers; trusts 1 researcher and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 6 citations into it

Whom Marco Scarsini trusts overall

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

1. Massimo Marinacci
2. Alfred Müller

Who trusts Marco Scarsini overall

1. X. Burtschell
2. Rui Fang
3. Michel Denuit
4. Chen Li
5. A. Colangelo
6. Alfred Müller

Papers from Marco Scarsini's perspective

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

1. An Introduction to Copulas
2. Using copulae to bound the Value-at-Risk for functions of dependent risks (Finance and Stochastics)
3. The Use of Archimedean Copulas to Model Portfolio Allocations
4. Comparison Methods for Stochastic Models and Risks
5. Some positive dependence stochastic orders
6. Fonctions de repartition a n dimensions et leurs marges
7. On law invariant coherent risk measures
8. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
9. Robust Control and Model Uncertainty
10. Making and Evaluating Point Forecasts

Their papers

• Archimedean copulae and positive dependence (2005) — 156 citations
• Some Remarks on the Supermodular Order (2000) — 165 citations
• Some positive dependence stochastic orders (2006) — 49 citations
• Some notions of multivariate positive dependence (2005) — 66 citations