output
20052026
most citedOperational Research: Methods and Applications

120 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 2010Show all

2 papers · 1 filter

q-fin.RM2010

Alarm System for Insurance Companies: A Strategy for Capital Allocation

Shubhabrata Das, Marie Kratz

One possible way of risk management for an insurance company is to develop an early and appropriate alarm system before the possible ruin. The ruin is defined through the status of…

stat.AP2010★ 3 cited

An Extreme Value Theory approach for the early detection of time clusters with application to the surveillance of Salmonella

Armelle Guillou, Marie Kratz, Yann Le Strat

We propose a method to generate a warning system for the early detection of time clusters applied to public health surveillance data. This new method relies on the evaluation of a…