M. Kratz
发表
S. Resnick,
M. Kratz,
1996
.
M. Kratz,
ESSEC Business School Submitter,
2013,
1311.0270.
M. Kratz,
D. Tasche,
S. Emmer,
2013,
1312.1645.
Sidney I. Resnick,
Paul D. Feigin,
Marie Kratz,
1996
.
M. Kratz,
Shubhabrata Das,
2010,
1006.5473.
M. Kratz,
M. Dacorogna,
Laila Elbahtouri,
2017,
Annals of Actuarial Science.
M. Kratz,
G. Samorodnitsky,
A. Estrade,
2011,
Advances in Applied Probability.
M. Kratz,
B. Das,
Bikramjit Das,
2017,
1704.02609.
M. Kratz,
M. Mboup,
Nehla Debbabi,
2017
.
M. Kratz,
M. Dacorogna,
M. Bräutigam,
2018
.
M. Kratz,
M. Dacorogna,
R. Chotard,
2016
.
M. Kratz,
M. Dacorogna,
Juan-José Francisco Miguelez,
2016
.
M. Kratz,
P. Picco,
2004,
math/0405283.
M. Kratz,
M. Dacorogna,
Nehla Debbabi,
2022,
SSRN Electronic Journal.
Pro-Cyclicality of Traditional Risk Measurements: Quantifying and Highlighting Factors at its Source
M. Kratz,
M. Dacorogna,
M. Brautigam,
2019,
1903.03969.
M. Kratz,
2006,
math/0612577.
M. Kratz,
Jos'e R. Le'on,
2006,
math/0609682.
M. Kratz,
H. Rootzén,
1997,
Journal of Applied Probability.
M. Kratz,
M. Dacorogna,
2022,
Risks.
M. Kratz,
B. Das,
Bikramjit Das,
2020,
Extremes.
M. Kratz,
2014,
Extremes.
M. Kratz,
A. Estrade,
Ileana Iribarren,
2011,
Extremes.
M. Kratz,
S. Vadlamani,
2017,
Journal of Theoretical Probability.
M. Kratz,
M. Dacorogna,
M. Bräutigam,
2022,
Mathematical Finance.
M. Kratz,
M. Brautigam,
2020,
2001.00529.
Alexander J. McNeil,
Marie Kratz,
M. Kratz,
2016,
1611.04851.
On the Estimation of the Distribution of Aggregated Heavy‐Tailed Risks: Application to Risk Measures
M. Kratz,
2016
.
M. Kratz,
E. Omey,
M. Cadena,
2017
.
Marie Kratz,
Michel M. Dacorogna,
M. Kratz,
2015
.
M. Kratz,
M. Cadena,
2014,
1411.5276.
M. Kratz,
2014
.
Mamadou Mboup,
Marie Kratz,
Nehla Debbabi,
2016,
1612.03974.
M. Kratz,
S. Vadlamani,
2018
.
M. Kratz,
S. Vadlamani,
2016
.
M. Kratz,
S. Vadlamani,
2016,
1607.07507.
M. Kratz,
M. Bräutigam,
2023,
Annals of Actuarial Science.
A Guillou,
M Kratz,
Y Le Strat,
2014,
Statistics in medicine.
Sadok El Asmi,
Marie Kratz,
Nehla Debbabi,
2015,
2015 5th International Conference on Communications and Networking (COMNET).
Marie Kratz,
Nehla Debbabi,
M. Kratz,
2014,
2014 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).
M. Kratz,
2019,
2017 MATRIX Annals.
M. Kratz,
A. Banerjee,
Guillaume Chevillon,
2020
.
M. Kratz,
M. Dacorogna,
Marc Busse,
2013
.
Marie Kratz,
Evgeny Prokopenko,
M. Kratz,
2021,
SSRN Electronic Journal.
M. Kratz,
B. Das,
Bikramjit Das,
2017
.
M. Kratz,
M. Cadena,
2016
.
M. Kratz,
S. Vadlamani,
Sibsankar Singha,
2023,
SSRN Electronic Journal.
M. Kratz,
A. K. Chokami,
2023,
SSRN Electronic Journal.
M. Kratz,
M. Dacorogna,
2015
.
M. Kratz,
M. Dacorogna,
Marc Busse,
2013,
1312.0506.
M. Kratz,
J. León,
2001
.
Mamadou Mboup,
Sadok El Asmi,
Marie Kratz,
2012,
2012 Proceedings of the 20th European Signal Processing Conference (EUSIPCO).
M. Kratz,
A. Usseglio‐Carleve,
J. Hambuckers,
2023,
Social Science Research Network.
M. Kratz,
M. Dacorogna,
2023,
SSRN Electronic Journal.
M. Kratz,
M. Brautigam,
2019,
1904.11871.
M. Kratz,
M. Brautigam,
2021,
2111.07650.