Bertrand Hassani

Discipline

Economies et finances (33)

Type de document

Autres (35) Articles (14) Livres et chapitres d'ouvrages (2)

Co-auteur

Date

Source

Mot-clé

Finance (51) Risk (43) Paper (41) Administration (40) Finance (35) Diplomatics (35) Statistics (31) Capital (31) Methodology (30) statistiques (29) risque (29) Statistics (29) Statistics (29) méthodologie (28) Methods (28) Methodology (28) Methods (28) papier (27) Financial institutions (27) administration (26) State, The (26) Political science (26) Management (26) Administrative law (26) Administration of estates (26) Administration (26) Models (26) abords (agglomération) (24) Statistical methods (24) Statistical methods (24)

Documents écrit par Bertrand Hassani (51) | parle de Bertrand Hassani (0)

Regulatory learning: How to supervise machine learning models? An application to credit scoring
Dominique Guegan et al. (1 sept. 2018)
A novel multivariate risk measure: the Kendall VaR
Matthieu Garcin et al.
A novel multivariate risk measure: the Kendall VaR
Matthieu Garcin et al.
Credit Risk Analysis using Machine and Deep Learning models
Peter Martey Addo et al.
Credit Risk Analysis Using Machine and Deep Learning Models
Dominique Guegan et al. (2018)
Regulatory Learning: how to supervise machine learning models? An application to credit scoring
Dominique Guegan et al.
Regulatory Learning: how to supervise machine learning models? An application to credit scoring
Dominique Guegan et al.
Measuring risks in the tail: The extreme VaR and its confidence interval
Dominique Guegan et al. (28 août 2017)
Measuring risks in the tail: The extreme VaR and its confidence interval
Dominique Guegan et al. (28 août 2017)
An alternative class of distortion operators : alternative tools to generate asymmetrical multimodal distributions
Dominique Guegan et al.
Impact of multimodality of distributions on VaR and ES calculations
Dominique Guegan et al.
Measuring risks in the extreme tail: The extreme VaR and its confidence interval
Dominique Guegan et al.
Measuring risks in the extreme tail: The extreme VaR and its confidence interval
Dominique Guegan et al.
More Accurate Measurement for Enhanced Controls: VaR vs ES?
Dominique Guegan et al.
Risk or Regulatory Capital? Bringing distributions back in the foreground
Dominique Guegan et al.
Risk or Regulatory Capital? Bringing distributions back in the foreground
Dominique Guegan et al.
Distorsion Risk Measure or the Transformation of Unimodal Distributions into Multimodal Functions
Dominique Guegan et al. (2015)
Stress Testing Engineering: The Real Risk Measurement?
Dominique Guegan et al. (2015)
Reconsidering Corporate Ratings
Bertrand Hassani et al.
Reconsidering Corporate Ratings
Bertrand Hassani et al.
Stress Testing Engineering: the real risk measurement?
Dominique Guegan et al.
Distortion Risk Measures or the Transformation of Unimodal Distributions into Multimodal Functions
Dominique Guegan et al.
Stress Testing Engineering: the real risk measurement?
Dominique Guegan et al.
Distortion Risk Measures or the Transformation of Unimodal Distributions into Multimodal Functions
Dominique Guegan et al.
Using a time series approach to correct serial correlation in operational risk capital calculation
Dominique Guegan et al.

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