1. Recherche
24 résultats  enregistrer la recherche
hal-01350104v1  Communication dans un congrès
Jonathan El Methni, Laurent Gardes, Stéphane Girard. Estimation of risk measures for extreme pluviometrical measurements
26th Annual Conference of The International Environmetrics Society, Jul 2016, Edimbourg, United Kingdom. <http://www.ed.ac.uk/maths/international-environmetrics-society>
...
hal-01424285v1  Pré-publication, Document de travail
Rosnan Chotard, Michel Dacorogna, Marie Kratz. Risk Measure Estimates in Quiet and Turbulent Times:An Empirical Study
ESSEC Working paper. Document de Recherche ESSEC / Centre de recherche de l’ESSEC. ISSN : 1291-9616. WP 1618. 2016
...
hal-01393519v2  Pré-publication, Document de travail
Jonathan El Methni, Laurent Gardes, Stéphane Girard. Kernel estimation of extreme regression risk measures
2017
hal-01312846v1  Communication dans un congrès
Jonathan El Methni, Stéphane Girard, Laurent Gardes. Kernel estimation of extreme risk measures for all domains of attraction
Extremes, Copulas and Actuarial Sciences, Feb 2016, Marseille, France. 2016
...
hal-01313675v1  Communication dans un congrès
Jonathan El Methni, Gilles Stupfler. Extreme versions of Wang risk measures and their estimation for heavy-tailed distributions
12th International Conference on Operations Research, Mar 2016, La Havane, Cuba
...
hal-00914844v1  Pré-publication, Document de travail
Marc Busse, Michel Dacorogna, Marie Kratz. The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio
ESSEC Working paper. Document de Recherche ESSEC / Centre de recherche de l’ESSEC. ISSN : 1291-9616. WP 1321. Publié in Risks 2, 260-276 (2014). DOI : https://doi.org/10.3390/risks2030260. 2013
...
hal-00690448v1  Pré-publication, Document de travail
Holger Capa Santos, Marie Kratz, Franklin Mosquera Munoz. Modelling macroeconomic effects and expert judgements in operational risk : a Bayesian approach
ESSEC Working paper. Document de Recherche ESSEC / Centre de recherche de l’ESSEC. ISSN : 1291-9616. WP 1206. Publié in J. Operational Risk 7, 3-23 (Winter 2013) DOI : https://doi.org/10.21314/jop.2012.113 2012
...
hal-01424279v1  Pré-publication, Document de travail
Marie Kratz, Yen Lok, Alexander Mcneil. Multinomial var backtests: A simple implicit approach to backtesting expected shortfall
ESSEC Working paper. Document de Recherche ESSEC / Centre de recherche de l’ESSEC. ISSN : 1291-9616. WP 1617. 2016
...
hal-01373071v1  Pré-publication, Document de travail
Michel Dacorogna, Juan-José Francisco Miguelez, Marie Kratz. Risk neutral versus real-world distribution on puclicly listed bank corporations
ESSEC Working paper. Document de Recherche ESSEC / Centre de recherche de l’ESSEC. ISSN : 1291-9616. WP 1614. 2016
...
hal-01145417v3  Pré-publication, Document de travail
Jonathan El Methni, Gilles Stupfler. Extreme versions of Wang risk measures and their estimation for heavy-tailed distributions
2016
...
hal-00880258v1  Pré-publication, Document de travail
Marie Kratz. There is a VaR Beyond Usual Approximations
ESSEC Working paper. Document de Recherche ESSEC / Centre de recherche de l'ESSEC. ISSN : 1291-9616. WP 1317. 2013
hal-01169904v1  Communication dans un congrès
Gilles Stupfler, Jonathan El Methni. Extreme versions of Wang risk measures and their estimation
The 9th international conference on Extreme Value Analysis, Jun 2015, Ann Arbor, United States. 2015
...
hal-00921283v1  Pré-publication, Document de travail
Suzanne Emmer, Marie Kratz, Dirk Tasche. What Is the Best Risk Measure in Practice? A Comparison of Standard Measures
ESSEC Working paper. Document de Recherche ESSEC / Centre de recherche de l’ESSEC. ISSN : 1291-9616. WP 1322. Publié in Journal of Risk 18:2, 31-60 (2015). DOI : https://doi.org/10.21314/jor.2015.318 2013
...
hal-00572546v1  Autre publication
Marie Kratz, Shubhabrata Das. On Devising Various Alarm Systems for Insurance Companies
ESSEC Working paper. Document de Recherche ESSEC / Centre de Recherche de l'ESSEC ISSN ; 1291-961.. 2010
...
hal-00079007v1  Pré-publication, Document de travail
Marie-Laure Martin-Magniette, Marie-Luce Taupin. Semi-parametric estimation of the hazard function in a model with covariate measurement error
2006
...
hal-01076927v3  Pré-publication, Document de travail
Gwennaëlle Mabon. Adaptive deconvolution on the nonnegative real line
MAP5 2014-33. 2016
...
hal-01406342v2  Pré-publication, Document de travail
Jonathan El Methni, Gilles Stupfler. Improved estimators of extreme Wang distortion risk measures for very heavy-tailed distributions
2016
hal-00300771v1  Ouvrage (y compris édition critique et traduction)
Mikhail Nikulin, Filia Vonta, Nikolaos Limnios, Catherine Huber-Carol. Statistical Models and Methods for Biomedical and Technical Systems
F.Vonta, M.Nikulin, N.Limnios, C.Huber. Birkhauser, pp.555, 2008, Statistics for Industry and Technology, N.Balakrishnan, <10.1007/978-0-8176-4619-6>
...
hal-01212105v1  Article dans une revue
Jonathan El Methni, Laurent Gardes, Stéphane Girard. Estimation de mesures de risque pour des pluies extrêmes dans la région Cévennes-Vivarais
La Houille Blanche - Revue internationale de l'eau, EDP Sciences, 2015, pp.46-51. <http://www.shf-lhb.org/fr/>. <10.1051/lhb/20150045>
...
hal-00362281v5  Article dans une revue
Servane Gey. Risk Bounds for CART Classifiers under a Margin Condition
Pattern Recognition, Elsevier, 2012, 45, pp.3523-3534. <10.1016/j.patcog.2012.02.021>
...
hal-00588235v3  Article dans une revue
Fabienne Comte, Adeline Samson, Julien Stirnemann. Deconvolution estimation of onset of pregnancy with replicate observations
Scandinavian Journal of Statistics, Wiley, 2014, 41 (2), pp.325-345. <10.1111/sjos.12029>
...
hal-00958905v4  Article dans une revue
Gwennaëlle Mabon. Adaptive estimation of marginal random-effects densities in linear mixed-effects models
Mathematical Methods of Statistics, Allerton Press, Springer (link), 2015, 24 (2), pp.81-102. <10.3103/S1066530715020015>
...
hal-00317447v2  Article dans une revue
Fabienne Comte, Claire Lacour. Data driven density estimation in presence of unknown convolution operator
Journal of the Royal Statistical Society: Series B, Royal Statistical Society, 2011, 73 (4), pp.601-627. <10.1111/j.1467-9868.2011.00775.x>
...
hal-00679799v1  Article dans une revue
Elodie Brunel, Fabienne Comte, Agathe Guilloux. Nonparametric estimation for survival data with censoring indicators missing at random
Journal of Statistical Planning and Inference, Elsevier, 2013, 143 (10), pp.1653-1671. <10.1016/j.jspi.2013.04.010>

Contact

support.ccsd.cnrs.fr
hal.support@ccsd.cnrs.fr
Logo CCSD