Narrow search
Showing 1 - 10 of 25
Cover Image
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi; Dionne, Georges - 2023
Persistent link: https://www.econbiz.de/10014232280
Cover Image
The new international regulation of market risk : roles of VaR and CVaR in model validation
Hassani, Samir Saissi; Dionne, Georges - 2021
Persistent link: https://www.econbiz.de/10012423037
Cover Image
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi; Dionne, Georges - 2022
Persistent link: https://www.econbiz.de/10013273453
Cover Image
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi - 2022
Persistent link: https://www.econbiz.de/10012886096
Cover Image
Causality in empirical analyses with emphasis on asymmetric information and risk management
Dionne, Georges - 2023
Persistent link: https://www.econbiz.de/10014416174
Cover Image
Consolidation of the US property and casualty insurance industry : is climate risk a causal factor for mergers and acquisitions?
Dionne, Georges; Fenou, Akouété; Mnasri, Mohamed - 2023
Persistent link: https://www.econbiz.de/10013549867
Cover Image
Adverse selection in insurance
Dionne, Georges; Fombaron, Nathalie; Mimra, Wanda - 2023
Persistent link: https://www.econbiz.de/10014437445
Cover Image
The effect of inflation on US insurance markets : a Markov-switching model analysis
Dionne, Georges; Fenou, Akouété-Tognikin; Mnasri, Mohamed - 2025
Persistent link: https://www.econbiz.de/10015325854
Cover Image
The effect of inflation on US insurance markets
Dionne, Georges; Fenou, Akouété-Tognikin; Mnasri, Mohamed - 2025
Persistent link: https://www.econbiz.de/10015211445
Cover Image
Sécurité routière des flottes et des conducteurs de véhicules lourds
Dionne, Georges; Desjardins, Denise; Angers, Jean-François - 2020
Persistent link: https://www.econbiz.de/10012267391