Denis‐Alexandre Trottier

421 total citations
20 papers, 273 citations indexed

About

Denis‐Alexandre Trottier is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Denis‐Alexandre Trottier has authored 20 papers receiving a total of 273 indexed citations (citations by other indexed papers that have themselves been cited), including 17 papers in Finance, 14 papers in Economics and Econometrics and 4 papers in Demography. Recurrent topics in Denis‐Alexandre Trottier's work include Financial Risk and Volatility Modeling (8 papers), Insurance and Financial Risk Management (7 papers) and Stochastic processes and financial applications (7 papers). Denis‐Alexandre Trottier is often cited by papers focused on Financial Risk and Volatility Modeling (8 papers), Insurance and Financial Risk Management (7 papers) and Stochastic processes and financial applications (7 papers). Denis‐Alexandre Trottier collaborates with scholars based in Canada, France and United States. Denis‐Alexandre Trottier's co-authors include David Ardia, Raymond Laflamme, Osama Moussa, Gina Passante, Van Son Lai, Shohini Ghose, Kris Boudt, Vaibhav Madhok, Keven Bluteau and Ahmad Ghavami and has published in prestigious journals such as Physical Review Letters, Physical Review A and Finance research letters.

In The Last Decade

Denis‐Alexandre Trottier

19 papers receiving 266 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Denis‐Alexandre Trottier Canada 9 120 118 105 91 43 20 273
Tiziano De Angelis United Kingdom 11 75 0.6× 73 0.6× 194 1.8× 129 1.4× 25 0.6× 39 345
Kanak Patel United Kingdom 11 135 1.1× 107 0.9× 179 1.7× 220 2.4× 9 0.2× 31 415
Thomas Breuer Austria 9 38 0.3× 40 0.3× 178 1.7× 126 1.4× 19 0.4× 33 372
Andrea Macrina United Kingdom 8 13 0.1× 14 0.1× 162 1.5× 64 0.7× 27 0.6× 33 210
Tomer Shushi Israel 9 31 0.3× 35 0.3× 115 1.1× 53 0.6× 18 0.4× 49 251
Antoine Jacquier United Kingdom 15 22 0.2× 12 0.1× 615 5.9× 185 2.0× 112 2.6× 65 674
Carolina Alves United Kingdom 9 518 4.3× 503 4.3× 74 0.7× 31 0.3× 3 0.1× 24 717
Matheus R. Grasselli Canada 12 15 0.1× 19 0.2× 141 1.3× 181 2.0× 5 0.1× 28 325
Rafael Rigão Souza Brazil 6 20 0.2× 17 0.1× 117 1.1× 72 0.8× 11 0.3× 16 294
Leo Krippner New Zealand 15 54 0.5× 65 0.6× 371 3.5× 326 3.6× 8 0.2× 30 599

Countries citing papers authored by Denis‐Alexandre Trottier

Since Specialization
Citations

This map shows the geographic impact of Denis‐Alexandre Trottier's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Denis‐Alexandre Trottier with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Denis‐Alexandre Trottier more than expected).

Fields of papers citing papers by Denis‐Alexandre Trottier

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Denis‐Alexandre Trottier. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Denis‐Alexandre Trottier. The network helps show where Denis‐Alexandre Trottier may publish in the future.

Co-authorship network of co-authors of Denis‐Alexandre Trottier

This figure shows the co-authorship network connecting the top 25 collaborators of Denis‐Alexandre Trottier. A scholar is included among the top collaborators of Denis‐Alexandre Trottier based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Denis‐Alexandre Trottier. Denis‐Alexandre Trottier is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Trottier, Denis‐Alexandre, et al.. (2021). Option pricing in regime-switching frameworks with the Extended Girsanov Principle. Insurance Mathematics and Economics. 99. 116–129. 4 indexed citations
2.
Lai, Van Son, et al.. (2019). Option pricing under regime-switching models: Novel approaches removing path-dependence. Insurance Mathematics and Economics. 87. 130–142. 15 indexed citations
3.
Lai, Van Son, et al.. (2019). A general class of distortion operators for pricing contingent claims with applications to CAT bonds. Scandinavian Actuarial Journal. 2019(7). 558–584. 4 indexed citations
4.
Trottier, Denis‐Alexandre, et al.. (2018). On Fund Mapping Regressions Applied to Segregated Funds Hedging Under Regime-Switching Dynamics. Risks. 6(3). 78–78. 4 indexed citations
5.
Trottier, Denis‐Alexandre, et al.. (2018). CAT Bond Spreads via HARA Utility and Nonparametric Tests. The Journal of Fixed Income. 28(1). 75–99. 4 indexed citations
6.
Trottier, Denis‐Alexandre, et al.. (2018). A Characterization of CAT Bond Performance Indices. SSRN Electronic Journal. 1 indexed citations
7.
Trottier, Denis‐Alexandre, et al.. (2018). A characterization of CAT bond performance indices. Finance research letters. 28. 431–437. 5 indexed citations
8.
Trottier, Denis‐Alexandre, et al.. (2018). LOCAL HEDGING OF VARIABLE ANNUITIES IN THE PRESENCE OF BASIS RISK. Astin Bulletin. 48(2). 611–646. 18 indexed citations
9.
Ardia, David, et al.. (2017). The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models. Journal of Forecasting. 36(7). 808–823. 13 indexed citations
10.
Trottier, Denis‐Alexandre & Van Son Lai. (2017). Reinsurance or CAT Bond? How to Optimally Combine Both. The Journal of Fixed Income. 27(2). 65–87. 9 indexed citations
11.
12.
Ardia, David, Keven Bluteau, Kris Boudt, & Denis‐Alexandre Trottier. (2016). Markov-Switching GARCH Models in R: The MSGARCH Package. SSRN Electronic Journal. 25 indexed citations
13.
Trottier, Denis‐Alexandre & Van Son Lai. (2016). Reinsurance or Cat Bond? How to Optimally Combine Both. SSRN Electronic Journal. 3 indexed citations
14.
Trottier, Denis‐Alexandre & David Ardia. (2016). Moments of standardized Fernandez–Steel skewed distributions: Applications to the estimation of GARCH-type models. Finance research letters. 18. 311–316. 25 indexed citations
15.
Trottier, Denis‐Alexandre, et al.. (2016). Cat Bond Spreads: A New Model with an Empirical Validation Using Nonparametric Tests. SSRN Electronic Journal. 1 indexed citations
16.
Lu, Dawei, Hang Li, Denis‐Alexandre Trottier, et al.. (2015). Experimental Estimation of Average Fidelity of a Clifford Gate on a 7-Qubit Quantum Processor. Physical Review Letters. 114(14). 140505–140505. 38 indexed citations
17.
Madhok, Vaibhav, et al.. (2015). Signatures of chaos in the dynamics of quantum discord. Physical Review E. 91(3). 32906–32906. 23 indexed citations
18.
Trottier, Denis‐Alexandre & David Ardia. (2015). Moments of Standardized Fernandez-Steel Skewed Distributions: Applications to the Estimation of GARCH-Type Models. SSRN Electronic Journal. 2 indexed citations
19.
Ardia, David, et al.. (2015). Predicting Market Risk with Combinations of GARCH-Type Models. SSRN Electronic Journal. 1 indexed citations
20.
Passante, Gina, Osama Moussa, Denis‐Alexandre Trottier, & Raymond Laflamme. (2011). Experimental detection of nonclassical correlations in mixed-state quantum computation. Physical Review A. 84(4). 78 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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