Anne-Laure Fougères

Finance · 2000–2007

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Finance — 12 citations into it; #4,161 of 10,518 by trust here, #3,208 by citations
• Global and Planetary Change — 6 citations into it; #9,029 of 10,225 by trust here, #8,787 by citations

Whom Anne-Laure Fougères trusts overall

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

1. Alec Stephenson
2. Janet E. Heffernan
3. R. Smith

Who trusts Anne-Laure Fougères overall

1. Christian Genest
2. Johan Segers
3. Gordon Gudendorf
4. Friedrich Schmid
5. Anne-Catherine Favre

Papers from Anne-Laure Fougères's perspective

Ordered by how strongly the researchers Anne-Laure Fougères trusts endorse each paper. Same corpus, a different order for every researcher.

1. A conditional approach for multivariate extreme values (with discussion)
2. Characterizations and Examples of Hidden Regular Variation
3. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
4. Fonctions de repartition a n dimensions et leurs marges
5. Statistics of Extremes, with Applications in Environment, Insurance, and Finance
6. Simulating Multivariate Extreme Value Distributions of Logistic Type
7. Modelling Extremal Events for Insurance and Finance
8. Statistical Inference Using Extreme Order Statistics
9. An Introduction to Statistical Modeling of Extreme Values
10. Extreme behaviour for bivariate elliptical distributions

Their papers

• Bivariate Distributions with Given Extreme Value Attractor (2000) — 170 citations
• Extreme behaviour for bivariate elliptical distributions (2005) — 66 citations
• Models for Dependent Extremes Using Stable Mixtures (2007) — 61 citations