É. Marceau

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; #4,238 of 11,946 by trust here, #2,957 by citations
• Finance — 38 citations into it; #5,362 of 10,518 by trust here, #5,165 by citations
• Demography — 31 citations into it; #1,104 of 4,236 by trust here, #1,200 by citations
• Economics and Econometrics — 24 citations into it; #13,103 of 23,481 by trust here, #13,596 by citations
• Statistics and Probability — 17 citations into it
• Artificial Intelligence — 9 citations into it

Whom É. Marceau 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. Hélène Cossette
6. Hansjörg Albrecher *
7. José Garrido
8. Christian Hipp
9. Qihe Tang
10. Zinoviy Landsman

Who trusts É. Marceau overall

1. Yiqing Chen
2. Hélène Cossette
3. Mathieu Bargès
4. Michel Denuit
5. Kam Chuen Yuen

Papers from É. Marceau's perspective

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

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

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