A. Colangelo

2005–2006

A researcher in the Science corpus: 2 papers; trusts 0 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom A. Colangelo trusts overall

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

1. Alfred Müller
2. Marco Scarsini

Who trusts A. Colangelo overall

1. Koen Decancq

Papers from A. Colangelo's perspective

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

1. Comparison Methods for Stochastic Models and Risks
2. Some positive dependence stochastic orders
3. Comparison Methods for Stochastic Models and Risks (Technometrics)
4. Using copulae to bound the Value-at-Risk for functions of dependent risks (Finance and Stochastics)
5. An Introduction to Copulas
6. The Use of Archimedean Copulas to Model Portfolio Allocations
7. Generalized deviations in risk analysis (Finance and Stochastics)
8. Making and Evaluating Point Forecasts
9. Quantiles, expectiles and splines
10. On law invariant coherent risk measures

Their papers

• Some positive dependence stochastic orders (2006) — 49 citations
• Some notions of multivariate positive dependence (2005) — 66 citations