desirable properties of risk measures like coherence, comonotonic additivity, robustness and elicitability. We check VaR, ES and …

) conflicting issues of production and preservation and iii) robustness with respect to dynamics uncertainties. More specifically …

is a compound measure of publications and citations. We show the robustness of this index. This means that h …

We consider the classical risk model and carry out a sensitivity and robustness analysis of finite-time ruin …

The aim of this article is to study the vulnerability of the New-Caledonian economy from the analysis of the historical …-Caledonian economy doesn't show vulnerability signs insofar as the appreciation of assets linked to physical and human capital more than …

propose a method to estimate an index of ex ante vulnerability to poverty, defined as the probability of being poor in the … generates a vulnerability index, or predicted probability of future poverty, which performs well in predicting future poverty …, including out of sample. About 80% of households with a 2000 vulnerability index of 100% are actually poor in 2007. This …

of the paper is the use of an ex ante food vulnerability estimate. Vulnerability is defined as the probability of falling … below a given threshold in the future. After constructing a vulnerability variable for each household, we run three separate …-employment), in order to evaluate the impact of vulnerability on participation to the non-agricultural sector. We take into account …