3 citations · 6 across the 7 of their papers we have counts for
Showing 2019Show all
2 papers · 1 filter
econ.EM2019
Pareto models for risk management
Arthur Charpentier, Emmanuel Flachaire
The Pareto model is very popular in risk management, since simple analytical formulas can be derived for financial downside risk measures (Value-at-Risk, Expected Shortfall) or rei…
cs.SI2019
Extended Scale-Free Networks
Arthur Charpentier, Emmanuel Flachaire
Recently, Broido & Clauset (2019) mentioned that (strict) Scale-Free networks were rare, in real life. This might be related to the statement of Stumpf, Wiuf & May (2005), that sub…