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hal-01305032v1 Rapport
Nicolas Champagnat, Madalina Deaconu, Antoine Lejay. Méthodes de calcul de la Value-at-Risk et de la Conditional Value-at-Risk
[Contrat] Inria Nancy - Grand Est (Villers-lès-Nancy, France). 2016

tel-01430343v1 Thèse
Khaled Salhi. Risques extrêmes en finance : analyse et modélisation
Mathématiques [math]. Université de Lorraine (Nancy), 2016. Français

hal-01095299v2 Article dans une revue
Khaled Salhi, Madalina Deaconu, Antoine Lejay, Nicolas Champagnat, Nicolas Navet. Regime switching model for financial data: empirical risk analysis
Physica A, Elsevier, 2016, 461, pp.148-157. <10.1016/j.physa.2016.05.002>

hal-00851429v1 Pré-publication, Document de travail
Nicolas Champagnat, Madalina Deaconu, Antoine Lejay, Nicolas Navet, Souhail Boukherouaa. An empirical analysis of heavy-tails behavior of financial data: The case for power laws
2013

hal-00823646v1 Article dans une revue
Alexandre Kubicki, Geoffroy Petrement, François Bonnetblanc, Yves Ballay, France Mourey. Practice-Related Improvements in Postural Control During Rapid Arm Movement in Older Adults: A Preliminary Study
Journals of Gerontology Series A: Biological Sciences and Medical Sciences, The Gerontological Society of America, 2012, 67, pp.196-203. <10.1093/gerona/glr148>

hal-01322698v2 Article dans une revue
Khaled Salhi. Pricing European options and risk measurement under Exponential Lévy models - a practical guide
International Journal of Financial Engineering, World Scientific, 2017

inria-00072259v1 Rapport
Denis Talay, Ziyu Zheng. Worst Case Management of the Model Risk in Option Hedging
[Research Report] RR-4328, INRIA. 2002, pp.24

hal-00780460v1 Rapport
Souhail Boukherouaa, Nicolas Champagnat, Madalina Deaconu, Antoine Lejay. Mesure de risques : calcul de la Value-at-Risk et application à la gestion de portefeuilles
[Contrat] 2013, pp.77

hal-00905636v1 Rapport
Eugenio Della Vecchia, Silvia C. Di Marco, Alain Jean-Marie. Approximations on Risk-Averse Markov Decision Processes
[Research Report] RR-8393, INRIA. 2013

hal-00686179v1 Rapport
Eitan Altman. Bio-inspired paradigms in Network Engineering Games
[Research Report] 2012

hal-00942009v1 Rapport
Nicolas Champagnat, Madalina Deaconu, Antoine Lejay, Khaled Salhi. Mesure de risque : détection du régime de crise et calcul de la Value-at-Risk
[Contrat] 2013, pp.67

hal-01132216v1 Article dans une revue
Jean-Claude Bermond, David Coudert, Gianlorenzo D 'Angelo, Fatima Zahra Moataz. Finding disjoint paths in networks with star shared risk link groups
Journal of Theoretical Computer Science (TCS), Elsevier, 2015, 579, pp.74-87. <10.1016/j.tcs.2015.02.012>

inria-00175813v1 Rapport
David Coudert, Florian Huc, Fabrice Peix, Marie-Emilie Voge. On Minimizing the Average Reliability of Connections in Multilayer Networks under Shared Risk Groups and Costs Constraints
[Research Report] 2007, pp.12

hal-00733869v1 Rapport
Jean-Claude Bermond, David Coudert, Gianlorenzo D'Angelo, Fatima Zahra Moataz. Diverse Routing with the star property
[Research Report] RR-8071, INRIA. 2012

inria-00070167v1 Rapport
David Coudert, Pallab Datta, Stéphane Pérennes, Hervé Rivano, Marie-Emilie Voge. Complexity and approximability issues of Shared Risk Resource Group
[Research Report] RR-5859, INRIA. 2006, pp.20

inria-00175143v1 Rapport
David Coudert, Stéphane Pérennes, Hervé Rivano, Marie-Emilie Voge. Shared Risk Resource Groups and Colored Graph: Polynomial Cases and Transformation Issues
[Research Report] 2007, pp.17

hal-01461215v1 Article dans une revue
Madalina Deaconu, Antoine Lejay, Khaled Salhi. Approximation of CVaR minimization for hedging under exponential-Lévy models
Journal of Computational and Applied Mathematics, Elsevier, 2017, 326, pp.171-182

lirmm-00835177v1 Article dans une revue
Jean-Rémi Bourguet, Rallou Thomopoulos, Marie-Laure Mugnier, Joël Abécassis. An artificial intelligence-based approach to deal with argumentation applied to food quality in a public health policy
Expert Systems with Applications, Elsevier, 2013, 40 (11), pp.4539-4546. <10.1016/j.eswa.2013.01.059>

tel-01263512v1 Thèse
Fatima Zahra Moataz. Towards efficient and fault-tolerant optical networks : complexity and algorithms
Other [cs.OH]. Université Nice Sophia Antipolis, 2015. English. < NNT : 2015NICE4077 >

tel-01204580v1 Thèse
Michaël Benguigui. Valorisation d’options américaines et Value At Risk de portefeuille sur cluster de GPUs/CPUs hétérogène
Autre [cs.OH]. Université Nice Sophia Antipolis, 2015. Français. < NNT : 2015NICE4053 >

hal-01053859v4 Article dans une revue
David Coudert, Stéphane Pérennes, Hervé Rivano, Marie-Emilie Voge. Combinatorial optimization in networks with Shared Risk Link Groups
Discrete Mathematics and Theoretical Computer Science, DMTCS, 2016, Vol. 18, no 3, pp.25

hal-00591746v1 Article dans une revue
Pierre Vallois, Charles Tapiero. A Claims Persistence Process and Insurance
Insurance: Mathematics and Economics, Elsevier, 2009, 44 (3), pp.367-373. <10.1016/j.insmatheco.2008.11.009>

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