An EVT primer for credit risk

von Chavez-Demoulin, Valérie
Veröffentlicht in The Oxford handbook of credit derivatives (2011)

A note on the statistical robustness of risk measures

von Zhelonkin, Mikhail
Veröffentlicht in The journal of operational risk (2017)

Extreme quantile estimation for β-mixing time series and applications

von Chavez-Demoulin, Valérie
Veröffentlicht in Insurance / Mathematics & economics (2018)

High-frequency financial data modeling using Hawkes processes

von Chavez-Demoulin, Valerie
Veröffentlicht in Journal of banking & finance (2012)

Measuring and comparing risks of different types

von Aigner, Maximilian
Veröffentlicht in Insurance / Mathematics & economics (2022)

DISTINGUISHING CAUSE FROM EFFECT USING QUANTILES: BIVARIATE QUANTILE CAUSAL DISCOVERY

von Tagasovska, Natasa
Veröffentlicht in International Conference on Machine Learning (37. : 2020 : Online) 37th International Conference on Machine Learning (ICML 2020) ; Part 12 of 15 (2021)

An extreme value approach for modeling operational risk losses depending on covariates

von Chavez-Demoulin, Valérie
Veröffentlicht in The journal of risk and insurance (2016)

Weather and supply chain performance in sport goods distribution

von Appelqvist, Patrik
Veröffentlicht in International journal of retail & distribution management (2016)

Turnaround across diverse global supply chains using shared metrics and change methodology : the case of Amer sports corporation

Veröffentlicht in International journal of operations & production management (2013)

Valuing lead time

Veröffentlicht in Journal of operations management (2014)

Using weather data to improve demand forecasting for seasonal products

von Babongo, Flora
Veröffentlicht in International journal of services and operations management (2018)