Carole Bernard

activity

20142024

most citedQuantile of a Mixture

1 citations · 1 across the 3 of their papers we have counts for

collaborators

3 papers

cs.GT2024

Examples and Counterexamples of Cost-efficiency in Incomplete Markets

Carole Bernard, Stephan Sturm

We present a number of examples and counterexamples to illustrate the results on cost-efficiency in an incomplete market obtained in [BS24]. These examples and counterexamples do n…

math.ST2023

Coskewness under dependence uncertainty

Carole Bernard, Jinghui Chen, Ludger Ruschendorf +1

We study the impact of dependence uncertainty on the expectation of the product of $d$ random variables, $E (X_{1} X_{2} \dots X_{d})$ when $X_{i} \sim F_{i}$ for all~ $i$ . Under some…

stat.OT2014★ 1 cited

Quantile of a Mixture

Carole Bernard, Steven Vanduffel

In this note, we give an explicit expression for the quantile of a mixture of two random variables. We carefully examine all possible cases of discrete and continuous variables wit…