Carole Bernard
Grenoble École de Management
H-index: 30
Europe-France
Top articles of Carole Bernard
Lp-norm spherical copulas
Journal of Multivariate Analysis
2024/5/1
Robust assessment of life insurance products
Available at SSRN 4087173
2022/4/19
Carole Bernard
H-Index: 19
Robust Risk Management
2024/1
Carole Bernard
H-Index: 19
Model Risk Management: Risk Bounds Under Uncertainty
2023/12/31
Carole Bernard
H-Index: 19
Impact of Model Misspecification on the Value-at-Risk of Unimodal T-Symmetric Distributions
Available at SSRN 4665735
2023/12/13
Carole Bernard
H-Index: 19
Improved block rearrangement algorithm
Available at SSRN 4564108
2023/9/6
Carole Bernard
H-Index: 19
Jinghui Chen
H-Index: 10
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
2023/9/1
Carole Bernard
H-Index: 19
Impact of systemic risk regulation on optimal policies and asset prices
Journal of Banking & Finance
2023/9/1
Carole Bernard
H-Index: 19
Option-implied dependence and correlation risk premium
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3618705
2020/5/30
Oleg Bondarenko
H-Index: 14
Carole Bernard
H-Index: 19
Coskewness under dependence uncertainty
Statistics & Probability Letters
2023/8/1
Carole Bernard
H-Index: 19
Jinghui Chen
H-Index: 10
Omega Compatibility: A Meta-analysis
Computational Economics
2023/8
Incorporating Information on Robust Quantities into Model Uncertainty Assessment
2023/7/26
Carole Bernard
H-Index: 19
The impact of correlation on (Range) Value-at-Risk
Scandinavian Actuarial Journal
2023/7/3
Carole Bernard
H-Index: 19
Model uncertainty assessment for symmetric and right-skewed distributions
Available at SSRN 4468467
2023/6/3
Carole Bernard
H-Index: 19
Optimal multivariate financial decision making
European Journal of Operational Research
2023/5/16
Carole Bernard
H-Index: 19
Luca De Gennaro Aquino
H-Index: 2
Valuation of reverse mortgages with default risk models
The Journal of Real Estate Finance and Economics
2023/5
Carole Bernard
H-Index: 19
Adam Kolkiewicz
H-Index: 7
Smart contract tontines
Available at SSRN 4389391
2023/3/15
Mohamad Hassan Abou Daya
H-Index: 1
Carole Bernard
H-Index: 19
Robust distortion risk measures
Mathematical Finance
2023/2/3
Carole Bernard
H-Index: 19
Can an Actuarially Unfair Tontine Be Optimal?
Steven, Can an Actuarially Unfair Tontine Be Optimal
2023
Carole Bernard
H-Index: 19
Implied value-at-risk and model-free simulation
Annals of Operations Research
2022/11/5
Carole Bernard
H-Index: 19
Co-Authors
