C. Robert

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Tails of random sums of a heavy-tailed number of light-tailed terms

J. Segers, C. Robert, 2007, math/0703022.

Rejoinder on: Subsampling weakly dependent time series and application to extremes

Paul Doukhan, Christian Y. Robert, P. Doukhan, 2011 .

Joint Asymptotic Distributions of Smallest and Largest Insurance Claims

C. Robert, Hansjoerg Albrecher, J. Teugels, 2014, 1402.6128.

VOLATILITY AND COVARIATION ESTIMATION WHEN MICROSTRUCTURE NOISE AND TRADING TIMES ARE ENDOGENOUS

Mathieu Rosenbaum, M. Rosenbaum, C. Robert, 2012 .

A New Approach for the Dynamics of Ultra-High-Frequency Data: The Model with Uncertainty Zones

Mathieu Rosenbaum, Christian Y. Robert, M. Rosenbaum, 2011 .

The Model with Uncertainty Zones for Ultra High Frequency Prices and Durations: Applications to Statistical Estimation and Mathematical Finance

M. Rosenbaum, C. Robert, 2011 .

Infinitesimal perturbation analysis for risk measures based on the Smith max-stable random field

C. Robert, Erwan Koch, 2018, 1812.05893.

Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions

Christian Y. Robert, C. Robert, Alexis Bienvenüe, 2017 .

Transparency Matters: Price Formation in Presence of Order Preferencing

C. Robert, Laurence Daures-Lescourret, 2011 .

Preferencing, internalization and inventory position

C. Robert, L. Lescourret, 2006 .

Credit Risk Valuation with Rating Transitions and Partial Information

C. Robert, Donatien Hainaut, 2013 .

Subsampling weakly dependent time series and application to extremes

P. Doukhan, C. Robert, Silika Prohl, 2011 .

Tail Approximations for Sums of Dependent Regularly Varying Random Variables Under Archimedean Copula Models

C. Robert, É. Marceau, Hélène Cossette, 2017, 1708.09028.

Likelihood based inference for high-dimensional extreme value distributions

C. Robert, A. Bienvenue, 2014, 1403.0065.

Comprehensive flood economic losses: review of the potential damage and implementation of an agricultural impact model

C. Robert, D. Moncoulon, T. Onfroy, 2016 .

Series expansions for convolutions of Pareto distributions

C. Robert, Q. Nguyen, 2015 .

Testing the type of a semi-martingale: Itō against multifractal

M. Rosenbaum, C. Robert, L. Duvernet, 2010 .

Tails and Extremal Behaviour of Stochastic Unit Root Models

C. Robert, C. Gouriéroux, 2001 .

Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses

C. Robert, M. Denuit, 2021, Methodology and Computing in Applied Probability.

HOW LARGE IS THE JUMP DISCONTINUITY IN THE DIFFUSION COEFFICIENT OF A TIME-HOMOGENEOUS DIFFUSION?

C. Robert, 2022, Econometric Theory.

Fixed-domain asymptotic properties of maximum composite likelihood estimators for max-stable Brown-Resnick random fields

C. Robert, Nicolas Chenavier, 2022, 2209.09296.

Multivariate Realized Volatility Forecasting with Graph Neural Network

C. Robert, Qinkai Chen, 2021, ICAIF.

Graph-Based Learning for Stock Movement Prediction with Textual and Relational Data

C. Robert, Qinkai Chen, 2021, ICAIF.

Testing for changes in the tail behavior of Brown–Resnick Pareto processes

C. Robert, 2021, Stochastic Processes and their Applications.

Rare-event asymptotics for the number of exceedances of multiplicative factor models

C. Robert, 2015, Extremes.

Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses

C. Robert, M. Denuit, 2021, Methodology and Computing in Applied Probability.

Power variations for a class of Brown-Resnick processes

C. Robert, 2020, Extremes.

STOCHASTIC UNIT ROOT MODELS

C. Robert, C. Gouriéroux, 2006, Econometric Theory.

From risk reduction to risk elimination by conditional mean risk sharing of independent losses

C. Robert, M. Denuit, 2022, Insurance: Mathematics and Economics.

Risk sharing under the dominant peer‐to‐peer property and casualty insurance business models

C. Robert, M. Denuit, 2021, Risk Management and Insurance Review.

From risk sharing to pure premium for a large number of heterogeneous losses

Michel Denuit, Christian Y. Robert, C. Robert, 2021, Insurance: Mathematics and Economics.

Extreme dependence of multivariate catastrophic losses

Christian Y. Robert, C. Robert, Laurence Lescourret, 2006 .

Polynomial Series Expansions and Moment Approximations for Conditional Mean Risk Sharing of Insurance Losses

Michel Denuit, Christian Y. Robert, C. Robert, 2021, Methodology and Computing in Applied Probability.

NEO: Non Equilibrium Sampling on the Orbit of a Deterministic Transform

Sylvain Le Corff, A. Doucet, É. Moulines, 2021, 2103.10943.

Stochastic stability of some state-dependent growth-collapse processes

C. Robert, 2007, Advances in Applied Probability.

de Recherche en Economie et Statistique ) n ° 2002-54 Preferencing and Dealer Inventory 1 L . LESCOURRET

C. Robert, L. Lescourret, 2003 .

Stop-loss protection for a large P2P insurance pool

Michel Denuit, Christian Y. Robert, C. Robert, 2021 .

On the Microstructural Hedging Error

Mathieu Rosenbaum, Christian Y. Robert, M. Rosenbaum, 2010, SIAM J. Financial Math..

Tail index partition-based rules extraction with application to tornado damage insurance

C. Robert, Arthur Maillart, 2023, ASTIN Bulletin.

Power variations for a class of Brown-Resnick processes

C. Robert, 2018, Extremes.

Tail Approximations for Sums of Dependent Regularly Varying Random Variables Under Archimedean Copula Models

C. Robert, É. Marceau, Hélène Cossette, 2018, Methodology and Computing in Applied Probability.

On the limiting spectral distribution of the covariance matrices of time-lagged processes

Mathieu Rosenbaum, Christian Y. Robert, M. Rosenbaum, 2010, J. Multivar. Anal..

Inference for the limiting cluster size distribution of extreme values

C. Robert, 2008, 0810.1150.

Infill asymptotics for estimators of the integral of the extreme value index function of the Brown-Resnick processes

C. Robert, 2018 .

On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring

C. Robert, 2010 .

Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities

C. Robert, 2009 .

A sliding blocks estimator for the extremal index

J. Segers, C. Robert, C. Ferro, 2008, 0812.4233.

Conditional mean risk sharing in the individual model with graphical dependencies

Michel Denuit, Christian Y. Robert, C. Robert, 2021, Annals of Actuarial Science.

Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions

Hélène Cossette, Etienne Marceau, Christian Y. Robert, 2019, J. Multivar. Anal..

Estimating the multivariate extremal index function

C. Robert, 2008, 0810.1164.

Rare-event asymptotics for the number of exceedances of multiplicative factor models

C. Robert, 2015 .

MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS

C. Robert, M. Denuit, P. Hieber, 2022, ASTIN Bulletin.

Risk‐sharing rules and their properties, with applications to peer‐to‐peer insurance

Jan Dhaene, C. Robert, M. Denuit, 2022, Journal of Risk and Insurance.

LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING

C. Robert, M. Denuit, 2020 .

Automatic declustering of rare events

C. Robert, 2013 .

Preferencing and Dealer Inventory

C. Robert, L. Lescourret, 2002 .

A machine learning approach for individual claims reserving in insurance

Christian Y. Robert, Maximilien Baudry, C. Robert, 2019, Applied Stochastic Models in Business and Industry.

Non parametric individual claim reserving in insurance

C. Robert, Maximilien Baudry, 2017 .

Optimal Asset Allocation Subject to Withdrawal Risk and Solvency Constraints

C. Robert, Y. Jiao, O. Zerbib, 2022, Risks.

Optimal Asset Allocation Subject to Liquidity and Withdrawal Risks

C. Robert, Y. Jiao, O. Zerbib, 2020 .

VOLATILITY ESTIMATION UNDER ENDOGENOUS MICROSTRUCTURE NOISE

M. Rosenbaum, C. Robert, Crest-Ensae Paris Tech, 2009 .

VOLATILITY ESTIMATION UNDER ENDOGENOUS

M. Rosenbaum, C. Robert, Microstructure Noise, 2009 .

Extremes of alpha-ARCH Models

C. Robert, 2000 .

Asset allocation strategies in the presence of liability constraints

Areski Cousin, Christian Y. Robert, Ying Jiao, 2016 .

DISTORTION RISK MEASURES, AMBIGUITY AVERSION AND OPTIMAL EFFORT

C. Robert, Pierre-E. Thérond, 2014, ASTIN Bulletin.