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~person:"Hurlin, Christophe"
~person:"Puccetti, Giovanni"
~person:"Wu, Desheng Dash"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Risiko des Betriebs"
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Hurlin, Christophe
Puccetti, Giovanni
Wu, Desheng Dash
Broll, Udo
16
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15
Embrechts, Paul
11
Tan, Ken Seng
11
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9
Mao, Tiantian
8
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7
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7
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7
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6
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6
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6
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6
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6
Chi, Yichun
6
Furman, Edward
6
Righi, Marcelo Brutti
6
Tang, Qihe
6
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5
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5
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5
Feng, Runhuan
5
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5
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5
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5
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5
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5
Yang, Fan
5
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4
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ECONIS (ZBW)
13
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1
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects
Dumitrescu, Elena
;
Hué, Sullivan
;
Hurlin, Christophe
; …
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1178-1192
Persistent link: https://www.econbiz.de/10013263050
Saved in:
2
Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Leymarie, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
Saved in:
3
Pitfalls in systemic-risk scoring
Benoit, Sylvain
;
Hurlin, Christophe
;
Pérignon, Christophe
- In:
Journal of financial intermediation
38
(
2019
),
pp. 19-44
Persistent link: https://www.econbiz.de/10012269638
Saved in:
4
Finance-operations interface mechanism and models
Wu, Desheng Dash
;
Olson, David L.
;
Wang, Shouyang
- In:
Omega : the international journal of management science
88
(
2019
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012118644
Saved in:
5
An enhanced decision support approach for learning and tracking derivative index
Wu, Dexiang
;
Wu, Desheng Dash
- In:
Omega : the international journal of management science
88
(
2019
),
pp. 63-76
Persistent link: https://www.econbiz.de/10012118649
Saved in:
6
Loss functions for Loss Given Default model comparison
Hurlin, Christophe
;
Leymarie, Jérémy
;
Patin, Antoine
- In:
European journal of operational research : EJOR
268
(
2018
)
1
,
pp. 348-360
Persistent link: https://www.econbiz.de/10011813102
Saved in:
7
A clustering approach and a rule of thumb for risk aggregation
Di Lascio, F. Marta L.
;
Giammusso, Davide
;
Puccetti, …
- In:
Journal of banking & finance
96
(
2018
),
pp. 236-248
Persistent link: https://www.econbiz.de/10011967212
Saved in:
8
Reduction of Value-at-Risk bounds via independence and variance information
Puccetti, Giovanni
;
Rüschendorf, Ludger
;
Small, Daniel
; …
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10011772119
Saved in:
9
Forecasting high-frequency risk measures
Banulescu, Denisa
;
Colletaz, Gilbert
;
Hurlin, Christophe
; …
- In:
Journal of forecasting
35
(
2016
)
3
,
pp. 224-249
Persistent link: https://www.econbiz.de/10011580273
Saved in:
10
Reducing model risk via positive and negative dependence assumptions
Bignozzi, Valeria
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 17-26
Persistent link: https://www.econbiz.de/10010515943
Saved in:
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