Carole Bernard
Grenoble École de Management
H-index: 30
Europe-France
Top articles of Carole Bernard
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Lp-norm spherical copulas | Journal of Multivariate Analysis | Carole Bernard Alfred Müller Marco Oesting | 2024/5/1 |
Robust assessment of life insurance products | Available at SSRN 4087173 | Carole Bernard Corrado De Vecchi Steven Vanduffel | 2022/4/19 |
Robust Risk Management | Carole Bernard | 2024/1 | |
Can an Actuarially Unfair Tontine Be Optimal? | Steven, Can an Actuarially Unfair Tontine Be Optimal | Carole Bernard Steven Vanduffel | 2023 |
Model Risk Management: Risk Bounds Under Uncertainty | Ludger Rüschendorf Steven Vanduffel Carole Bernard | 2023/12/31 | |
Option-implied dependence and correlation risk premium | https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3618705 | Oleg Bondarenko Carole Bernard | 2020/5/30 |
Model uncertainty assessment for symmetric and right-skewed distributions | Available at SSRN 4468467 | Carole Bernard Rodrigue Kazzi Steven Vanduffel | 2023/6/3 |
Impact of Model Misspecification on the Value-at-Risk of Unimodal T-Symmetric Distributions | Available at SSRN 4665735 | Carole Bernard Rodrigue Kazzi Steven Vanduffel | 2023/12/13 |
Optimal multivariate financial decision making | European Journal of Operational Research | Carole Bernard Luca De Gennaro Aquino Steven Vanduffel | 2023/5/16 |
Coskewness under dependence uncertainty | Statistics & Probability Letters | Carole Bernard Jinghui Chen Ludger Rüschendorf Steven Vanduffel | 2023/8/1 |
Valuation of reverse mortgages with default risk models | The Journal of Real Estate Finance and Economics | Carole Bernard Adam Kolkiewicz Junsen Tang | 2023/5 |
Improved block rearrangement algorithm | Available at SSRN 4564108 | Carole Bernard Jinghui Chen Ludger Rüschendorf Steven Vanduffel | 2023/9/6 |
Omega Compatibility: A Meta-analysis | Computational Economics | Carole Bernard Massimiliano Caporin Bertrand Maillet Xiang Zhang | 2023/8 |
Smart contract tontines | Available at SSRN 4389391 | Mohamad Hassan Abou Daya Carole Bernard | 2023/3/15 |
Incorporating Information on Robust Quantities into Model Uncertainty Assessment | Carole Bernard Rodrigue Kazzi Steven Vanduffel | 2023/7/26 | |
Corrigendum and addendum to “Range Value-at-Risk bounds for unimodal distributions under partial information”[Insurance: Math. Econ. 94 (2020) 9–24] | Insurance: Mathematics and Economics | Carole Bernard Rodrigue Kazzi Steven Vanduffel | 2023/9/1 |
Robust distortion risk measures | Mathematical Finance | Carole Bernard Silvana M Pesenti Steven Vanduffel | 2023/2/3 |
The impact of correlation on (Range) Value-at-Risk | Scandinavian Actuarial Journal | Carole Bernard Corrado De Vecchi Steven Vanduffel | 2023/7/3 |
Impact of systemic risk regulation on optimal policies and asset prices | Journal of Banking & Finance | Carole Bernard Xuecan Cui | 2023/9/1 |
What matters in the annuitization decision? | Swiss Journal of Economics and Statistics | Mohamad Hassan Abou Daya Carole Bernard | 2022/6/21 |
Co-Authors
