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Hidden Markov regimes in operational loss data : application to the recent financial crisis
Dionne, Georges; Hassani, Samir Saissi - In: The journal of operational risk 12 (2017) 1, pp. 23-51
Persistent link: https://www.econbiz.de/10011639714
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Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi; Dionne, Georges - In: Journal of risk 25 (2023) 6, pp. 73-103
Persistent link: https://www.econbiz.de/10014546368
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Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi; Dionne, Georges - In: Journal of risk : JOR 25 (2023) 6, pp. 73-103
Persistent link: https://www.econbiz.de/10014487244
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Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi - 2022
Persistent link: https://www.econbiz.de/10012886096
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Causality in empirical analyses with emphasis on asymmetric information and risk management
Dionne, Georges - 2023
Persistent link: https://www.econbiz.de/10014416174
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Causality in empirical analyses with emphasis on asymmetric information and risk management
Dionne, Georges - 2023
Persistent link: https://www.econbiz.de/10014417876
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Risk management : history, definition, and critique
Dionne, Georges - In: Risk management and insurance review 16 (2013) 2, pp. 147-166
Persistent link: https://www.econbiz.de/10011657842
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Corporate risk management : theories and applications
Dionne, Georges - 2019
Persistent link: https://www.econbiz.de/10012033305
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Causality in empirical analyses with emphasis on asymmetric information and risk management
Dionne, Georges - In: Handbook of Insurance : Volume I, (pp. 361-400). 2025
Persistent link: https://www.econbiz.de/10015185049
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Book review of risk management
Dahen, Hela (contributor); Dionne, Georges (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760368