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~person:"Kratz, Marie"
~person:"Wilkens, Sascha"
~subject:"IT-Kriminalität"
~subject:"Measurement"
~subject:"Modellierung"
~type_genre:"Working Paper"
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Kratz, Marie
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Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data
Dacorogna, Michel M.
;
Debbabi, Nehla
;
Kratz, Marie
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2022
Persistent link: https://www.econbiz.de/10013500692
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Multinomial var backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen
;
McNeil, Alexander J.
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2016
Persistent link: https://www.econbiz.de/10011892794
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