1. Recherche
174 résultats  enregistrer la recherche
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hal-00450167v1  Pré-publication, Document de travail
Rahim Bah. The impact of leverage reduction on the equity risk level of the firm : an exploratory study of French firms
Working paper serie RMT (WPS 00-03), 16 p. 2000
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hal-01169220v1  Article dans une revue
Frédéric Planchet, Quentin Guibert, Marc Juillard. Measuring Uncertainty of Solvency Coverage Ratio in ORSA for Non-Life Insurance
European Actuarial Journal, 2012, 2 (2), pp.205-226. <http://www.springer.com/mathematics/quantitative+finance/journal/13385>. <10.1007/s13385-012-0051-7>
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tel-00655896v1  Thèse
Pierre-Emmanuel Thérond. Mesure et gestion des risques d'assurance : analyse critique des futurs référentiels prudentiel et d'information financière
Gestion des risques [q-fin.RM]. Université Claude Bernard - Lyon I, 2007. Français
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hal-00756387v1  Pré-publication, Document de travail
Elena Di Bernardino, Didier Rullière. Distortions of multivariate risk measures: a level-sets based approach
2012
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hal-00955590v1  Pré-publication, Document de travail
Dominique Pepin. Asset Prices and Risk Aversion
2014
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hal-00804861v1  Pré-publication, Document de travail
Aneta Hutta, Michal Pilecki. A. Hutta, M. Pilecki, Uniwersytet Ekonomiczny we Wrocławiu, Zarzadzanie wartoscia przedsiebiorstwa na przykładzie przedsiebiorstw z branzy spozywczej
2013
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hal-00705056v1  Pré-publication, Document de travail
Mauricio Labadie, Charles-Albert Lehalle. Optimal starting times, stopping times and risk measures for algorithmic trading
2012
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hal-00638382v3  Pré-publication, Document de travail
Areski Cousin, Elena Di Bernadino. On Multivariate Extensions of Value-at-Risk
2013
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inria-00425077v1  Communication dans un congrès
Michel Fliess, Cédric Join. Systematic risk analysis: first steps towards a new definition of beta
Cognitive Systems with Interactive Sensors (COGIS'09), Nov 2009, PARIS, France. 2009
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hal-00825018v1  Rapport
Sofiane Aboura, Emmanuel Lépinette. An Alternative Model to Basel Regulation
2013
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hal-01169169v3  Pré-publication, Document de travail
Yannick Armenti, Stéphane Crépey. Central Clearing Valuation Adjustment
2017
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hal-01455424v1  Pré-publication, Document de travail
Stéphane Crépey, Shiqi Song. Invariance properties in the dynamic gaussian copula model *
2017
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hal-00848492v2  Pré-publication, Document de travail
Yannick Appert-Raullin, Laurent Devineau, Hinarii Pichevin, Philippe Tann. One-Year Volatility of Reserve Risk in a Multivariate Framework
Under consideration for submission to ASTIN Bulletin. 2013
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hal-00847887v1  Pré-publication, Document de travail
Mohamed Majri, François-Xavier De Lauzon. An effective equity model allowing long term investments within the framework of Solvency II
2013
hal-01478930v1  Article dans une revue
Véronique Maume-Deschamps, Didier Rullière, Khalil Said. Multivariate extensions of expectiles risk measures
Dependence Modeling, 2017, Special Issue: Recent Developments in Quantitative Risk Management, 5, https://doi.org/10.1515/demo-2017-0002. <10.1515/demo-2017-0002>
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hal-00851860v1  Article dans une revue
Olaf Posch. Risk premia in general equilibrium
Journal of Economic Dynamics & Control, Elsevier, 2011, 35 (9), pp.1557. <10.1016/j.jedc.2010.12.017>
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hal-00433883v1  Pré-publication, Document de travail
Nathalie Rey. Credit derivatives: instruments of hedging and factors of instability. The example of “Credit Default Swaps” on French reference entities.
27. 2009
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hal-00966006v1  Rapport
Dominika Nowicka. Wykorzystanie oceny zdrowia finansowego podmiotu do planowania finansowego.
2014
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hal-00814702v1  Pré-publication, Document de travail
Irina Penner, Anthony Reveillac. Risk measures for processes and BSDEs
2013
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hal-00937071v1  Article dans une revue
Romain Biard, Christophette Blanchet-Scalliet, Anne Eyraud-Loisel, Stéphane Loisel. Impact of Climate Change on HeatWave Risk
Risks, 2013, 1, pp.176-191. <10.3390/risks1030176>
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hal-01088941v1  Pré-publication, Document de travail
Stéphane Crépey, Shiqi Song. BSDEs of Counterparty Risk
2014
hal-01152097v1  Communication dans un congrès
Pierre-Emmanuel Thérond. Alarm System for Credit Losses Impairment under IFRS 9
Colloque IFRS – Bâle – Solvency, Oct 2014, Poitiers, France. 2014
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hal-01252493v1  Pré-publication, Document de travail
Assienin Kouakou. L'IMPACT DE LA GESTION DES RISQUES OPERATIONNELS SUR LA PERFORMANCE DES ENTREPRISES NON FINANCIERES
2016
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hal-01103025v1  Pré-publication, Document de travail
Lee Dinetan. Stochastic processes governed by Markovian processes
2014
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hal-00753042v1  Article dans une revue
Julio Carmona, Angel León, Antoni Vaello-Sebastià. Pricing executive stock options under employment shocks
Journal of Economic Dynamics & Control, Elsevier, 2010, 35 (1), pp.97. <10.1016/j.jedc.2010.08.002>
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hal-00996622v1  Pré-publication, Document de travail
Florina-Cristina Badarau, Florence Huart, Ibrahima Sangaré. Indebtedness and macroeconomic imbalances in a monetary-union DSGE model
2013
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hal-01293720v1  Chapitre d'ouvrage
Stefano Ugolini. Foreign Exchange Reserve Management in the 19 th Century: The National Bank of Belgium in the 1850s
Anders Ögren, Lars Fredrik Øksendal. The Gold Standard Peripheries: Monetary Policy, Adjustment and Flexibility in a Global Setting, Palgrave Macmillan, 2012, 978-0-230-36231-4. <http://www.palgrave.com/jp/book/9780230343177>

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