Bertrand K. Hassani
From MaRDI portal
Person:3119652
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A multivariate quantile based on Kendall ordering | 2024-01-22 | Paper |
| Risk Measurement | 2019-07-31 | Paper |
| Measuring risks in the tail: The extreme VaR and its confidence interval Risk and Decision Analysis | 2019-03-12 | Paper |
| Uncertainty in historical value-at-risk: an alternative quantile-based risk measure Mathematical and Statistical Methods for Actuarial Sciences and Finance | 2018-03-26 | Paper |
Research outcomes over time
This page was built for person: Bertrand K. Hassani
