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subject:"Risikomaß"
type_genre:"Working Paper"
~isPartOf:"Documents de recherche / ESSEC Centre de Recherche"
~source:"econis"
~subject:"Basel Accord"
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Efficient estimation in extreme value regression models of hedge fund tail risks
Hambuckers, Julien
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Kratz, Marie
;
Usseglio-Carleve, Antoine
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2023
Persistent link: https://www.econbiz.de/10014412457
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Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data
Dacorogna, Michel M.
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Debbabi, Nehla
;
Kratz, Marie
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2022
Persistent link: https://www.econbiz.de/10013500692
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On devising various alarm systems for insurance companies
Das, Shubhabrata
;
Kratz, Marie
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2010
Persistent link: https://www.econbiz.de/10009317825
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