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researcher

V. Maume-Deschamps

24 papers hereh-index 14756 citations85 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author5
  • middle author9
  • last author9

Across the 24 of 24 papers where every author was matched, so the position is known.

fields
  • math.ST10
  • stat.ME5
  • math.DS3
  • math.PR3
  • q-fin.RM2
  • q-fin.GN1

identity via Semantic Scholar / OpenAlex

activity
20042026
most citedMultivariate extensions of expectiles risk measures

34 citations · 64 across the 23 of their papers we have counts for

collaborators
Showing q-fin.GNShow all

1 paper · 1 filter

q-fin.GN2020

Pricing foreseeable and unforeseeable risks in insurance portfolios

Weihong Ni, Corina Constantinescu, Alfredo Egídio dos Reis +1

In this manuscript we propose a method for pricing insurance products that cover not only traditional risks, but also unforeseen ones. By considering the Poisson process parameter…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.