Mathieu Bargès
Management Science and Operations Research · 2009–2011
A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 19 citations into it
- Finance — 14 citations into it; #8,065 of 10,518 by trust here, #9,725 by citations
- Demography — 11 citations into it; #2,822 of 4,236 by trust here, #3,835 by citations
- Economics and Econometrics — 7 citations into it; #17,535 of 23,481 by trust here, #22,128 by citations
Whom Mathieu Bargès trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Roger B. Nelsen
- Qihe Tang
- Alfred Müller
- Paul Embrechts
- Alexandru V. Asimit
- Hélène Cossette
- Hansjörg Albrecher *
- Dietrich Stoyan
- Dimitrios G. Konstantinides
- Andrei L. Badescu
Who trusts Mathieu Bargès overall
Papers from Mathieu Bargès's perspective
Ordered by how strongly the researchers Mathieu Bargès trusts endorse each paper. Same corpus, a different order for every researcher.
- Exponential behavior in the presence of dependence in risk theory
- A ruin model with dependence between claim sizes and claim intervals
- THE FINITE-TIME RUIN PROBABILITY OF THE COMPOUND POISSON MODEL WITH CONSTANT INTEREST FORCE
- Extremes on the discounted aggregate claims in a time dependent risk model
- Ruin under interest force and subexponential claims: a simple treatment
- On a risk model with dependence between interclaim arrivals and claim sizes
- Stochastic processes in insurance and finance
- An Introduction to Copulas (Springer Series in Statistics)
- Comparison Methods for Stochastic Models and Risks
- Recursive Moments of Compound Renewal Sums with Discounted Claims
Their papers
- TVaR-based capital allocation with copulas (2009) — 98 citations
- On the Moments of Aggregate Discounted Claims with Dependence Introduced by a FGM Copula (2011) — 53 citations