28 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Laboratoire de Mathématiques Blaise PascalFR35 papers
- Laboratoire de Mathématiques et Modélisation d'ÉvryFR35 papers
- LAM FoundationUS14 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR11 papers
- Centre National de la Recherche ScientifiqueFR11 papers
- École PolytechniqueFR10 papers
- Université d'Évry Val-d'EssonneFR9 papers
- National Research University Higher School of EconomicsRU6 papers
- Université Paris-SaclayFR6 papers
- École Nationale Supérieure d’Informatique pour l’Industrie et l’EntrepriseFR5 papers
- Laboratoire de Probabilités, Statistique et ModélisationFR5 papers
- Chimie de la Matière Condensée de ParisFR4 papers
3 papers · 1 filter
Nonparametric estimation of the stationary density for Hawkes-diffusion systems with known and unknown intensity
Chiara Amorino, Charlotte Dion-Blanc, Arnaud Gloter +1
We investigate the nonparametric estimation problem of the density , representing the stationary distribution of a two-dimensional system $\left(Z_t\right)_{t \in[0, T]}=\left(X…
Capillary processes in extraterrestrial contexts
Daniel Cordier, Gerard Liger-Belair, David A. Bonhommeau +3
The Earth is no longer the only known celestial body containing one or more liquid phases. The Cassini spacecraft has discovered seas of hydrocarbons at the surface of Titan, while…
Provisions and Economic Capital for Credit Losses
Dorinel Bastide, Stéphane Crépey
Based on supermodularity ordering properties, we show that convex risk measures of credit losses are nondecreasing w.r.t. credit-credit and, in a wrong-way risk setup, credit-marke…