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Managing cyber risk, a science...
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Dacorogna, Michel M.
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ECONIS (ZBW)
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1
Explicit diversification benefit for dependent risks
Dacorogna, Michel M.
;
Elbahtouri, Laila
;
Kratz, Marie
-
2015
Persistent link: https://www.econbiz.de/10011453763
Saved in:
2
Risk measure estimates in quiet and turbulent times : an empirical study
Chotard, Rosnan
;
Dacorogna, Michel M.
;
Kratz, Marie
-
2016
Persistent link: https://www.econbiz.de/10011657646
Saved in:
3
Predicting risk with risk measures : an empirical study
Bräutigam, Marcel
;
Dacorogna, Michel M.
;
Kratz, Marie
-
2018
Persistent link: https://www.econbiz.de/10011893272
Saved in:
4
Managing cyber risk, a science in the making
Dacorogna, Michel M.
;
Kratz, Marie
-
2023
Persistent link: https://www.econbiz.de/10014412455
Saved in:
5
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
- In:
European journal of operational research : EJOR
311
(
2023
)
2
,
pp. 708-729
Persistent link: https://www.econbiz.de/10014336745
Saved in:
6
Risk neutral versus real-world distribution on puclicly listed bank corporations
Dacorogna, Michel M.
;
Miguelez, Juan-José Francisco
; …
-
2016
Persistent link: https://www.econbiz.de/10011734785
Saved in:
7
Living in a stochastic world and managing complex risks
Dacorogna, Michel M.
;
Kratz, Marie
-
2015
Persistent link: https://www.econbiz.de/10011408289
Saved in:
8
Pro-cyclicality beyond business cycle
Bräutigam, Marcel
;
Dacorogna, Michel M.
;
Kratz, Marie
- In:
Mathematical finance : an international journal of …
33
(
2023
)
2
,
pp. 308-341
Persistent link: https://www.econbiz.de/10014278671
Saved in:
9
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
-
2022
Persistent link: https://www.econbiz.de/10013500692
Saved in:
10
Special Issue "Cyber risk and security”
Dacorogna, Michel M.
;
Kratz, Marie
- In:
Risks : open access journal
10
(
2022
)
6
,
pp. 1-4
Persistent link: https://www.econbiz.de/10013363134
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