Meitner Cadena

ESSEC Business School

3 Avenue Bernard Hirsch

CS 50105 CERGY

CERGY, CERGY PONTOISE CEDEX 95021

France

SCHOLARLY PAPERS

3

DOWNLOADS

198

SSRN CITATIONS

0

CROSSREF CITATIONS

6

Scholarly Papers (3)

1.

Exploring the Dependence between Mortality and Market Risks

Number of pages: 32 Posted: 11 Feb 2016 Last Revised: 12 Feb 2016
Michel M. Dacorogna and Meitner Cadena
DEAR-Consulting and ESSEC Business School
Downloads 151 (208,238)
Citation 7

Abstract:

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Dependence, Tail Dependence, Mortality Risk, Market Risk, Bootstrap

2.

An Extension of the Class of Regularly Varying Functions

Number of pages: 37 Posted: 22 Dec 2014 Last Revised: 13 Jul 2017
Meitner Cadena and Marie Kratz
ESSEC Business School and ESSEC Business School - Information & Decision Sciences Department
Downloads 33 (483,746)
Citation 5

Abstract:

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asymptotic behavior, domains of attraction, extreme value theory, Karamata’s representation theorem, Karamata’s theorem, Karamata’s tauberian theorem, measurable functions, von Mises’ conditions, Peter and Paul distribution, regularly varying function

3.

New Results on the Order of Functions at Infinity

ESSEC Working Paper 1708
Number of pages: 21 Posted: 17 Jul 2017
Meitner Cadena, Marie Kratz and Edward Omey
ESSEC Business School, ESSEC Business School - Information & Decision Sciences Department and KU Leuven
Downloads 14 (594,893)
Citation 1

Abstract:

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