Avenue Bernard Hirsch
BP 50105 CERGY
CERGY, CERGY PONTOISE CEDEX 95021
France
ESSEC Business School, CREAR
SSRN RANKINGS
in Total Papers Citations
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backtesting, capital allocation, coherence, diversification, conditional elicitability, risk measures
extreme risk, risk management
Diversification, Insurance Risk
Bubbles, Random Coefficient Autoregressive Model, Local asymptotics, Asset Prices
Aggregation of risks, Archimedean copula, Clayton, Diversification (benefit), Gaussian, Gumbel, Heavy tail, Mixing technique, Pareto, Risk measure, TVaR, VaR, Weibull
alarm system, capital accumulation function, efficiency, quantitative risk management, risk process, ruin probability
