Hélène Dufour
top of page
Rechercher
Posts récents
Voir toutNew estimators for generalized tail distortion (GTD) risk measures are proposed, based on first-order asymptotic expansions, offering simplicity and comparable or better performance than existing meth
00
Cyber risk presents significant challenges to society, yet its statistical behavior remains insufficiently understood. This paper analyzes three databases to study cyber risk dynamics. It identifies i
00
Effective transition to a sustainable economy requires robust emission reduction plans from companies, crucial for capital allocation and risk management. Transition disclosures serve as a market comp
00
bottom of page