S. Pugin

Finance · 2007

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

• Finance — 19 citations into it; #4,420 of 10,518 by trust here, #3,592 by citations
• Statistics and Probability — 6 citations into it
• Economics and Econometrics — 5 citations into it
• Management Science and Operations Research — 5 citations into it

Whom S. Pugin trusts overall

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

1. G. Salvadori

Who trusts S. Pugin overall

1. Vijay P. Singh
2. Mojca Šraj
3. Nejc Bezak
4. F. Serinaldi
5. Subhankar Karmakar
6. M. Janga Reddy
7. Poulomi Ganguli
8. Slobodan P. Simonovic
9. András Bárdossy

Papers from S. Pugin's perspective

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

1. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
2. Fonctions de repartition a n dimensions et leurs marges
3. Copula convergence theorems for tail events
4. Bivariate return periods via 2-Copulas
5. The Meta-elliptical Distributions with Given Marginals
6. Dependence Properties of Meta-Elliptical Distributions
7. Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask
8. Non‐parametric Estimation of Tail Dependence
9. The bivariate lognormal distribution to model a multivariate flood episode
10. Bivariate Statistical Approach to Check Adequacy of Dam Spillway

Their papers

• Importance of Tail Dependence in Bivariate Frequency Analysis (2007) — 185 citations