184 citations
- ETH ZurichCH2 papers
- Université Jean MonnetFR2 papers
- Bureau d'Economie Théorique et AppliquéeFR1 paper
- École de management de LyonFR1 paper
- Exact Sciences (United States)US1 paper
- Institut Camille JordanFR1 paper
- Institute of Earthquake Prediction Theory and Mathematical GeophysicsRU1 paper
- International Center for Transitional JusticeUS1 paper
- Laboratoire de Sciences Actuarielle et FinancièreFR1 paper
- Lyon 1 UniversitéFR1 paper
- Russian Academy of SciencesRU1 paper
- Society of American ForestersUS1 paper
4 papers
Scientific knowledge production of blockchain: A bibliometric and lexicometric review
Wilfrid Azan, Yuan Li
While recent reviews of blockchain technology have focused on the latest developments in cryptocurrency and their derivative impacts, less attention has been given to analysing the…
Macroeconomic Dynamics of Assets, Leverage and Trust
Jeroen Rozendaal, Yannick Malevergne, Didier Sornette
A macroeconomic model based on the economic variables (i) assets, (ii) leverage (defined as debt over asset) and (iii) trust (defined as the maximum sustainable leverage) is propos…
A risk management approach to capital allocation
Véronique Maume-Deschamps, Didier Rullière, Khalil Said
The European insurance sector will soon be faced with the application of Solvency 2 regulation norms. It will create a real change in risk management practices. The ORSA approach o…
Gibrat's law for cities: uniformly most powerful unbiased test of the Pareto against the lognormal
Y. Malevergne, V. Pisarenko, D. Sornette
We address the general problem of testing a power law distribution versus a log-normal distribution in statistical data. This general problem is illustrated on the distribution of…