output
20032020
most citedThe enzyme-like catalytic activity of cerium oxide nanoparticles and its dependency on Ce3+ surface area concentration

330 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2013 · stat.MEShow all

2 papers · 2 filters

stat.ME2013★ 4 cited

There is a VaR beyond usual approximations

Marie Kratz

Basel II and Solvency 2 both use the Value-at-Risk (VaR) as the risk measure to compute the Capital Requirements. In practice, to calibrate the VaR, a normal approximation is often…

stat.ME2013★ 3 cited

New sensitivity analysis subordinated to a contrast

Jean-Claude Fort, Thierry Klein, Nabil Rachdi

In a model of the form where the goal is to estimate a parameter of the probability distribution of , we define new sensitivity indices which quantify the…