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Preferencing, internalization and inventory position

Lescourret, Laurence; Robert, Christian Yann - 2006

Persistent link: https://www.econbiz.de/10003444328

How large is the jump discontinuity in the diffusion coefficient of a time-homogeneous diffusion?

Robert, Christian Yann - In: Econometric theory 39 (2023) 4, pp. 848-880

Persistent link: https://www.econbiz.de/10014342267

Market Value Margin calculations under the cost of capital approach within a Bayesian chain ladder framework

Robert, Christian Yann - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 216-229

Persistent link: https://www.econbiz.de/10009785404

Tails and extremal behaviour of stochastic unit root models

Gouriéroux, Christian; Robert, Christian Yann - 2001

Persistent link: https://www.econbiz.de/10001626924

From risk reduction to risk elimination by conditional mean risk sharing of independent losses

Denuit, Michel; Robert, Christian Yann - In: Insurance / Mathematics & economics 108 (2023), pp. 46-59

Persistent link: https://www.econbiz.de/10013534509

Graph-based learning for stock movement prediction with textual and relational data

Chen, Qinkai; Robert, Christian Yann - In: The journal of financial data science 4 (2022) 4, pp. 152-166

Persistent link: https://www.econbiz.de/10014232783

A new approach for the dynamics of ultra-high-frequency data : the model with uncertainty zones

Robert, Christian Yann; Rosenbaum, Mathieu - In: Journal of financial econometrics : official journal of … 9 (2011) 2, pp. 344-366

Persistent link: https://www.econbiz.de/10009125119

The model with uncertainty zones for ultra high frequency prices and durations : applications to statistical estimation and mathematical finance

Robert, Christian Yann; Rosenbaum, Mathieu - In: Econophysics of Order-driven Markets : proceedings of …, (pp. 203-224). 2011

Persistent link: https://www.econbiz.de/10009349684

Distortion risk measures, ambiguity aversion and optimal effort

Robert, Christian Yann; Therond, Pierre-E. - In: Astin bulletin : the journal of the International … 44 (2014) 2, pp. 277-302

Persistent link: https://www.econbiz.de/10010393955

Joint asymptotic distributions of smallest and largest insurance claims

Albrecher, Hansjörg; Robert, Christian Yann; Teugels, … - In: Risks : open access journal 2 (2014) 3, pp. 289-314

Assume that claims in a portfolio of insurance contracts are described by independent and identically distributed random variables with regularly varying tails and occur according to a near mixed Poisson process. We provide a collection of results pertaining to the joint asymptotic Laplace...

Persistent link: https://www.econbiz.de/10010400269