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Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian; Robert, Christian Yann - 2001
Persistent link: https://www.econbiz.de/10001626924
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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
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Systemic tail risk distribution
Bienvenüe, Alexis; Robert, Christian Yann - In: Annals of economics and statistics 123/124 (2016), pp. 29-52
Persistent link: https://www.econbiz.de/10011592732