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~person:"Bernard, Carole"
~subject:"Credit risk"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
~subject:"Risikomanagement"
~type_genre:"Article in journal"
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Credit risk
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10
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8
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8
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7
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3
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Factor models
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Bernard, Carole
Wang, Ruodu
18
Embrechts, Paul
11
Hammoudeh, Shawkat
11
McAleer, Michael
11
Righi, Marcelo Brutti
11
Weiß, Gregor
11
Gerlach, Richard
10
Mao, Tiantian
10
Mensi, Walid
10
Tiwari, Aviral Kumar
10
Gupta, Rangan
9
Karmakar, Madhusudan
9
Rüschendorf, Ludger
9
Cai, Jun
8
Ji, Qiang
8
Puccetti, Giovanni
8
Allen, David E.
7
Chen, Cathy W. S.
7
Degiannakis, Stavros
7
Janabi, Mazin A. M. al
7
Li, Jianping
7
Müller, Fernanda Maria
7
Paul, Samit
7
Stoja, Evarist
7
Taylor, James W.
7
Wied, Dominik
7
Al-Yahyaee, Khamis Hamed
6
Balbás de la Corte, Alejandro
6
Bee, Marco
6
Boonen, Tim J.
6
Chlebus, Marcin
6
Furman, Edward
6
Ghorbel, Ahmed
6
Grundke, Peter
6
Guillén, Montserrat
6
Herrera, Rodrigo
6
Hoga, Yannick
6
Härdle, Wolfgang
6
Jiang, Cuixia
6
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Journal of banking & finance
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
Finance and stochastics
1
Insurance / Mathematics & economics
1
The European journal of finance
1
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ECONIS (ZBW)
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1
Impact of systemic risk regulation on optimal policies and asset prices
Bernard, Carole
;
Cui, Xuecan
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491945
Saved in:
2
Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
Saved in:
3
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
4
How robust is the value-at-risk of credit risk portfolios?
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 507-534
Persistent link: https://www.econbiz.de/10011736292
Saved in:
5
Value-at-risk bounds with variance constraints
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 923-959
Persistent link: https://www.econbiz.de/10011749149
Saved in:
6
A new approach to assessing model risk in high dimensions
Bernard, Carole
;
Vanduffel, Steven
- In:
Journal of banking & finance
58
(
2015
),
pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
Saved in:
7
Optimal reinsurance arrangements under tail risk measures
Bernard, Carole
;
Tian, Weidong
- In:
The journal of risk and insurance : the journal of the …
76
(
2009
)
3
,
pp. 709-725
Persistent link: https://www.econbiz.de/10003877877
Saved in:
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