Stéphane Crépey
- Finance top 1%
- Economics and Econometrics top 5%
- Management Science and Operations Research top 5%
- Demography top 5%
- Mathematical Physics top 10%
- Co-authors
- Tomasz R. BieleckiMonique JeanblancAreski CousinShiqi SongDamiano BrigoMarek RutkowskiDavid HobsonJean‐Michel Lasry
- Topics
- Stochastic processes and financial applications (46 papers)Credit Risk and Financial Regulations (44 papers)Banking stability, regulation, efficiency (17 papers)
- Journals
- SHILAP Revista de lepidopterologíaLecture notes in mathematicsThe Annals of Probability
- Partner nations
- FranceUnited StatesSweden
In The Last Decade
Stéphane Crépey
59 papers receiving 958 citations
Peers
Comparison fields: 5 of 53
- Finance 891
- Economics and Econometrics 191
- Management Science and Operations Research 185
- Demography 139
- Mathematical Physics 63
Countries citing papers authored by Stéphane Crépey
This map shows the geographic impact of Stéphane Crépey'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 Stéphane Crépey with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Stéphane Crépey more than expected).
Fields of papers citing papers by Stéphane Crépey
This network shows the impact of papers produced by Stéphane Crépey. 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 Stéphane Crépey. The network helps show where Stéphane Crépey may publish in the future.
Co-authorship network of co-authors of Stéphane Crépey
This figure shows the co-authorship network connecting the top 25 collaborators of Stéphane Crépey. A scholar is included among the top collaborators of Stéphane Crépey 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 Stéphane Crépey. Stéphane Crépey is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 0 | |
| 2 | 0 | |
| 3 | 0 | |
| 4 | 0 | |
| 5 | 15 | |
| 6 | 4 | |
| 7 | 3 | |
| 8 | 4 | |
| 9 | 2 | |
| 10 | Multivariate Shortfall Risk Allocation | 3 |
| 11 | 14 | |
| 12 | Counterparty Risk Modeling: Beyond Immersion | 3 |
| 13 | 7 | |
| 14 | 5 | |
| 15 | Counterparty Risk and Funding: A Tale of Two Puzzles | 37 |
| 16 | 25 | |
| 17 | 1 | |
| 18 | 35 | |
| 19 | 34 | |
| 20 | 9 |
About Stéphane Crépey
Stéphane Crépey is a scholar working on Finance, Management Science and Operations Research and Demography, having authored 67 papers that have together received 1.0k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (46 papers), Credit Risk and Financial Regulations (44 papers) and Banking stability, regulation, efficiency (17 papers). The work is most often cited by research in Finance (891 citations), Management Science and Operations Research (185 citations) and Demography (139 citations). Stéphane Crépey has collaborated with scholars based in France, United States and Sweden. Frequent co-authors include Tomasz R. Bielecki, Monique Jeanblanc, Areski Cousin, Shiqi Song, Damiano Brigo, Marek Rutkowski, David Hobson, Jean‐Michel Lasry, Jean‐Paul Laurent and Pierre‐Louis Lions. Their work appears in journals such as SHILAP Revista de lepidopterología, Lecture notes in mathematics and The Annals of Probability.
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.