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On devising various alarm systems for insurance companies
Das, Shubhabrata; Kratz, Marie - 2010
Persistent link: https://www.econbiz.de/10009317825
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Explicit diversification benefit for dependent risks
Dacorogna, Michel M.; Elbahtouri, Laila; Kratz, Marie - 2015
Persistent link: https://www.econbiz.de/10011453763
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What is the best risk measure in practice? : a comparsion of standard measures
Emmer, Susanne; Kratz, Marie; Tasche, Dirk - In: Journal of risk 18 (2015/2016) 2, pp. 31-60
Persistent link: https://www.econbiz.de/10011438976
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An extension of the class of regularly varying functions
Cadena, Meitner; Kratz, Marie - 2014
Persistent link: https://www.econbiz.de/10011338456
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On the capacity functional of excursion sets of Gaussian random fields on R²
Kratz, Marie; Nagel, Werner - 2014
Persistent link: https://www.econbiz.de/10011338458
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Living in a stochastic world and managing complex risks
Dacorogna, Michel M.; Kratz, Marie - 2015
Persistent link: https://www.econbiz.de/10011408289
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CLT for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields
Kratz, Marie; Vadlamani, Sreekar - 2016
Persistent link: https://www.econbiz.de/10011890812
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Diversification benefits under multivariate second order regular variation
Das, Bikramjit; Kratz, Marie - 2017
Persistent link: https://www.econbiz.de/10011891244
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New results on the order of functions at infinity
Cadena, Meitner; Kratz, Marie; Omey, Edward - 2017
Persistent link: https://www.econbiz.de/10011891247
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Multinomial var backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie; Lok, Yen; McNeil, Alexander J. - 2016
Persistent link: https://www.econbiz.de/10011892794