83 citations · 127 across the 25 of their papers we have counts for
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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…