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Some multivariate risk indicators ; estimation and application to optimal reserve allocation

Véronique Maume-Deschamps 1 Peggy Cenac 2 Clémentine Prieur 3
3 MOISE - Modelling, Observations, Identification for Environmental Sciences
Grenoble INP [2007-2019] - Institut polytechnique de Grenoble - Grenoble Institute of Technology [2007-2019], LJK [2007-2015] - Laboratoire Jean Kuntzmann [2007-2015], Inria Grenoble - Rhône-Alpes
Abstract : We consider a vectorial risk process ...
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https://hal.inria.fr/inria-00510320
Contributor : Conférence Mas2010 <>
Submitted on : Wednesday, August 18, 2010 - 9:29:30 AM
Last modification on : Friday, July 17, 2020 - 11:38:57 AM
Long-term archiving on: : Friday, November 19, 2010 - 2:28:09 AM

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Véronique Maume-Deschamps, Peggy Cenac, Clémentine Prieur. Some multivariate risk indicators ; estimation and application to optimal reserve allocation. Journées MAS et Journée en l'honneur de Jacques Neveu, Aug 2010, Talence, France. ⟨inria-00510320⟩

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