Roger B. Nelsen

Management Science and Operations Research · 1998–2020

A researcher in the Science corpus: 17 papers; trusts 5 researchers and is trusted by 37 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 9 citations into it; #918 of 11,946 by trust here, #1,867 by citations
• Economics and Econometrics — 8 citations into it; #8,003 of 23,481 by trust here, #19,308 by citations

Whom Roger B. Nelsen trusts overall

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

1. Michel Denuit
2. Rob Kaas
3. Jan Dhaene
4. Gabriel Frahm
5. Goovaerts Marc

Who trusts Roger B. Nelsen overall

1. Fabrizio Durante
2. Christian Genest
3. Manuel Úbeda-Flores
4. Ali Dolati
5. Friedrich Schmid
6. F. Serinaldi
7. Hélène Cossette
8. Xiao-Song Tang
9. Alexander J. McNeil
10. Juan Carlos Reboredo

Papers from Roger B. Nelsen's perspective

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

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

Their papers

• Best-possible bounds on sets of bivariate distribution functions (2004) — 103 citations
• Kendall distribution functions (2003) — 114 citations
• On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables (2007) — 226 citations
• BOUNDS ON BIVARIATE DISTRIBUTION FUNCTIONS WITH GIVEN MARGINS AND MEASURES OF ASSOCIATION (2001) — 69 citations
• The Bertino Family of Copulas (2002) — 62 citations
• Concordance and Copulas: A Survey (2002) — 81 citations
• Worst VaR scenarios with given marginals and measures of association (2009) — 54 citations
• Extremes of nonexchangeability (2007) — 72 citations
• The lattice-theoretic structure of sets of bivariate copulas and quasi-copulas (2005) — 67 citations
• Proofs Without Words: Exercises in Visual Thinking (2020) — 116 citations
• Charming Proofs: A Journey into Elegant Mathematics (2010) — 47 citations
• On the construction of copulas and quasi-copulas with given diagonal sections (2008) — 121 citations
• An Introduction to Copulas (Springer Series in Statistics) (2006) — 981 citations
• Math Made Visual: Creating Images for Understanding Mathematics (2006) — 49 citations
• Copulas with fractal supports (2005) — 51 citations
• Encyclopaedia of Mathematics, Supplement III (2002) — 57 citations
• An Introduction to Copulas (1998)