M Andrea Arias-Serna | DeepAI

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Featured Co-authors

Jean-Michel Loubes
47 publications
Francisco J. Caro-Lopera
5 publications
Francisco Caro-Lopera
1 publication

research

∙ 08/13/2020

Risk Measures Estimation Under Wasserstein Barycenter

Randomness in financial markets requires modern and robust multivariate ...

0 M Andrea Arias-Serna, et al. ∙

research

∙ 06/28/2018

Risk Measures and Credit Risk Under the Beta-Kotz Distribution

This paper considers the use for Value-at-Risk computations of the so-ca...

0 Jean-Michel Loubes, et al. ∙