Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Combining risk measures to overcome their limitations - spectrum representation of the sub-additivity issue, distortion requirement and added-value of the Spatial VaR solution: An application to Regulatory Requirement for Financial Institutions.
Distortion, Distributions, Financial regulation, Level of confidence, Risk measures, Spectral measure, Spectrum, Sub-additivity
Risk Measures At Risk- Are we missing the point? Discussions around sub-additivity and distortion.
Distortion, Distributions, Financial regulation, Level of confidence, Risk measures, Spectral measure, Sub-additivity
Risk Measures at Risk- Are we missing the point? Discussions around sub-additivity and distortion.
Distortion, Distributions, Financial regulation, Level of confidence, Risk and Financial Management, Risk measures, Spatial measure, Spectral measure, Spectrum, Sub-additivity