Hélène Cossette

Management Science and Operations Research · 2000–2013

A researcher in the Science corpus: 10 papers; trusts 28 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 58 citations into it; #4,237 of 11,946 by trust here, #2,957 by citations
• Finance — 38 citations into it; #5,361 of 10,518 by trust here, #5,165 by citations
• Demography — 31 citations into it; #1,103 of 4,236 by trust here, #1,200 by citations
• Economics and Econometrics — 24 citations into it; #13,102 of 23,481 by trust here, #13,596 by citations
• Statistics and Probability — 17 citations into it
• Artificial Intelligence — 9 citations into it

Whom Hélène Cossette trusts overall

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

1. Roger B. Nelsen
2. Shuanming Li
3. D. Dickson
4. Paul Embrechts
5. Hansjörg Albrecher *
6. José Garrido
7. Zinoviy Landsman
8. Michel Denault
9. H. Panjer
10. Christian Hipp

Who trusts Hélène Cossette overall

1. Yiqing Chen
2. É. Marceau
3. Mathieu Bargès
4. Michel Denuit
5. Mélina Mailhot
6. Kam Chuen Yuen
7. David Landriault
8. Shuanming Li
9. Mathieu Boudreault
10. Andrei L. Badescu

Papers from Hélène Cossette's perspective

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

1. A ruin model with dependence between claim sizes and claim intervals
2. Actuarial Theory for Dependent Risks: Measures, Orders and Models
3. Coherent allocation of risk capital
4. Stochastic processes in insurance and finance
5. An Introduction to Copulas
6. Extremes on the discounted aggregate claims in a time dependent risk model
7. Correlation and dependence
8. Exponential behavior in the presence of dependence in risk theory
9. Risk capital decomposition for a multivariate dependent gamma portfolio
10. On a risk model with dependence between interclaim arrivals and claim sizes

Their papers

• The discrete-time risk model with correlated classes of business (2000) — 89 citations
• On two dependent individual risk models (2002) — 69 citations
• On a risk model with dependence between interclaim arrivals and claim sizes (2006) — 200 citations
• On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula (2008) — 143 citations
• Analysis of ruin measures for the classical compound Poisson risk model with dependence (2010) — 64 citations
• TVaR-based capital allocation with copulas (2009) — 98 citations
• Multivariate distribution defined with Farlie–Gumbel–Morgenstern copula and mixed Erlang marginals: Aggregation and capital allocation (2013) — 69 citations
• TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts (2012) — 46 citations
• On the Moments of Aggregate Discounted Claims with Dependence Introduced by a FGM Copula (2011) — 53 citations
• Ruin Probabilities in the Compound Markov Binomial Model (2003) — 70 citations