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
Showing 2015Show all
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econ.GN2015★ 3 cited
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…
q-fin.RM2015★ 2 cited
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…