Edit Profile (opens in new tab) Bargès, Mathieu Co-Author Distance Author ID: barges.mathieu Published as: Bargès, Mathieu Documents Indexed: 3 Publications since 2009 Co-Authors: 4 Co-Authors with 3 Joint Publications 125 Co-Co-Authors Co-Authors 0 single-authored 2 Cossette, Hélène 2 Loisel, Stéphane 2 Marceau, Étienne 1 Venel, Xavier Serials 1 Insurance Mathematics & Economics 1 Scandinavian Actuarial Journal 1 ASTIN Bulletin Fields 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Probability theory and stochastic processes (60-XX) 2 Statistics (62-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 3 Publications have been cited 56 times in 53 Documents Cited by ▼ Year ▼ TVaR-based capital allocation with copulas. Zbl 1231.91141 Bargès, Mathieu; Cossette, Hélène; Marceau, Étienne 38 2009 On the moments of aggregate discounted claims with dependence introduced by a FGM copula. Zbl 1214.91050 Bargès, Mathieu; Cossette, Hélène; Loisel, Stéphane; Marceau, Étienne 15 2011 On finite-time ruin probabilities with reinsurance cycles influenced by large claims. Zbl 1292.91089 Bargès, Mathieu; Loisel, Stéphane; Venel, Xavier 3 2013 On finite-time ruin probabilities with reinsurance cycles influenced by large claims. Zbl 1292.91089 Bargès, Mathieu; Loisel, Stéphane; Venel, Xavier 3 2013 On the moments of aggregate discounted claims with dependence introduced by a FGM copula. Zbl 1214.91050 Bargès, Mathieu; Cossette, Hélène; Loisel, Stéphane; Marceau, Étienne 15 2011 TVaR-based capital allocation with copulas. Zbl 1231.91141 Bargès, Mathieu; Cossette, Hélène; Marceau, Étienne 38 2009 all cited Publications top 5 cited Publications all top 5 Cited by 80 Authors 11 Cossette, Hélène 11 Marceau, Étienne 5 Woo, Jae-Kyung 4 Vernic, Raluca 3 Blier-Wong, Christopher 3 Cheung, Eric C. K. 3 Côté, Marie-Pier 3 Hu, Xiang 3 Zhang, Lianzeng 2 Di Bernardino, Elena 2 Gijbels, Irène 2 Li, Jinzhu 2 Mailhot, Mélina 2 Moutanabbir, Khouzeima 2 Mtalai, Itre 2 Sun, Weiwei 2 Trufin, Julien 2 Willmot, Gordon E. 1 Abdallah, Anas 1 Adékambi, Franck 1 Albrecher, Hansjörg 1 Bielecki, Tomasz R. 1 Chen, Gemai 1 Cheng, Jianhua 1 Cheung, Ka Chun 1 Chu, Jeffrey 1 Cousin, Areski 1 Das, Bikramjit 1 Fasen-Hartmann, Vicky 1 Furman, Edward 1 Genest, Christian 1 Guillen, Montserrat 1 Hamel, Emmanuel 1 Herrmann, Klaus 1 Hürlimann, Werner 1 Jeanblanc, Monique 1 Ji, Liuyan 1 Jiang, Xiao 1 Kang, Yao 1 Landriault, David 1 Lefèvre, Claude 1 Léveillé, Ghislain 1 Lin, Feng 1 Lin, X. Sheldon 1 Liu, Haibo 1 Loisel, Stéphane 1 Marri, Fouad 1 Maume-Deschamps, Véronique 1 Nadarajah, Saralees 1 Pelican, Elena 1 Perreault, Samuel 1 Picard, Philippe 1 Prieto, Faustino 1 Prieur, Clémentine 1 Ren, Jiandong 1 Rullière, Didier 1 Said, Khalil 1 Sarabia, José María 1 Sezer, Ali Devin 1 Sznajder, Dominik 1 Tan, Ken Seng 1 Usseglio-Carleve, Antoine 1 Veilleux, Déry 1 Wang, Dehui 1 Wang, Min 1 Xiao, Qingxian 1 Xie, Siyuan 1 Yam, Sheung Chi Phillip 1 Yang, Fan 1 Yang, Jingping 1 Yin, Cuihong 1 Yuen, Fei Lung 1 Zhang, Jiesong 1 Zhang, Yiying 1 Zhang, Zhehao 1 Zhang, Zhimin 1 Zhao, Xiaobing 1 Zhou, Xian 1 Zitikis, Ričardas 1 Zuyderhoff, Pierre all top 5 Cited in 23 Serials 23 Insurance Mathematics & Economics 4 ASTIN Bulletin 3 Scandinavian Actuarial Journal 2 Advances in Applied Probability 2 Journal of Computational and Applied Mathematics 2 Methodology and Computing in Applied Probability 1 Journal of Multivariate Analysis 1 Acta Mathematicae Applicatae Sinica. English Series 1 Journal of Theoretical Probability 1 Communications in Statistics. Theory and Methods 1 International Journal of Computer Mathematics 1 Computational Statistics and Data Analysis 1 Turkish Journal of Mathematics 1 Applied Mathematical Finance 1 Journal of Nonparametric Statistics 1 Journal of Inequalities and Applications 1 Probability in the Engineering and Informational Sciences 1 Electronic Journal of Statistics 1 Risk and Decision Analysis 1 European Actuarial Journal 1 Statistics & Risk Modeling 1 Dependence Modeling 1 Results in Applied Mathematics Cited in 5 Fields 44 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 38 Statistics (62-XX) 23 Probability theory and stochastic processes (60-XX) 2 Numerical analysis (65-XX) 1 Integral equations (45-XX) Citations by Year