most citedRisk assessment using suprema data

4 citations · 4 across the 1 of their papers we have counts for

collaborators

1 paper

math.PR2017★ 4 cited

Risk assessment using suprema data

Christophette Blanchet-Scalliet, Diana Dorobantu, Laura Gay +2

This paper proposes a stochastic approach to model temperature dynamic and study related risk measures. The dynamic of temperatures can be modelled by a mean-reverting process such…