Essec\Faculty\Model\Profile {#6196
  #_id: "B00072305"
  #_source: array:38 [
    "bid" => "B00072305"
    "slug" => "kratz-marie"
    "fullName" => "Marie KRATZ"
    "lastName" => "KRATZ"
    "firstName" => "Marie"
    "title" => array:2 [
      "fr" => "Professeur"
      "en" => "Professor"
    ]
    "email" => "kratz@essec.edu"
    "status" => "ACTIF"
    "campus" => "Campus de Cergy"
    "departments" => []
    "phone" => "+33 (0)1 34 43 36 43"
    "sites" => []
    "facNumber" => "2051"
    "externalCvUrl" => "https://faculty.essec.edu/cv/kratz-marie/pdf"
    "googleScholarUrl" => null
    "facOrcId" => "https://orcid.org/0000-0001-5160-2042"
    "career" => array:15 [
      0 => Essec\Faculty\Model\CareerItem {#6266
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "2006-10-01"
          "endDate" => "2011-08-31"
          "isInternalPosition" => true
          "type" => array:2 [
            "fr" => "Positions académiques principales"
            "en" => "Full-time academic appointments"
          ]
          "label" => array:2 [
            "fr" => "Professeur associé"
            "en" => "Associate Professor"
          ]
          "institution" => array:2 [
            "fr" => "ESSEC Business School"
            "en" => "ESSEC Business School"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      1 => Essec\Faculty\Model\CareerItem {#6267
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "2011-09-01"
          "endDate" => null
          "isInternalPosition" => true
          "type" => array:2 [
            "fr" => "Positions académiques principales"
            "en" => "Full-time academic appointments"
          ]
          "label" => array:2 [
            "fr" => "Professeur"
            "en" => "Full Professor"
          ]
          "institution" => array:2 [
            "fr" => "ESSEC Business School"
            "en" => "ESSEC Business School"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      2 => Essec\Faculty\Model\CareerItem {#6268
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "1994-02-01"
          "endDate" => "2006-09-30"
          "isInternalPosition" => true
          "type" => array:2 [
            "en" => "Other Academic Appointments"
            "fr" => "Autres positions académiques"
          ]
          "label" => array:2 [
            "fr" => "Maître de Conférences"
            "en" => "Assistant, then associate professor"
          ]
          "institution" => array:2 [
            "fr" => "Université Paris Descartes (Paris V)"
            "en" => "Université Paris Descartes (Paris V)"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      3 => Essec\Faculty\Model\CareerItem {#6269
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "2017-07-01"
          "endDate" => "2020-07-31"
          "isInternalPosition" => true
          "type" => array:2 [
            "en" => "Other Academic Appointments"
            "fr" => "Autres positions académiques"
          ]
          "label" => array:2 [
            "fr" => "Professeure visitante à temps partiel"
            "en" => "Part-time Visiting Professor"
          ]
          "institution" => array:2 [
            "fr" => "Lund University. School of Economics and Management. Statistics Department"
            "en" => "Lund University. School of Economics and Management. Statistics Department"
          ]
          "country" => array:2 [
            "fr" => "Suède"
            "en" => "Sweden"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      4 => Essec\Faculty\Model\CareerItem {#6270
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "2012-07-01"
          "endDate" => "2012-12-31"
          "isInternalPosition" => true
          "type" => array:2 [
            "en" => "Other Academic Appointments"
            "fr" => "Autres positions académiques"
          ]
          "label" => array:2 [
            "fr" => "Stage à FINMA, Swiss Financial Market Supervisory Authority"
            "en" => "Internship at FINMA, Swiss Financial Market Supervisory Authority"
          ]
          "institution" => array:2 [
            "fr" => "Swiss Financial Market Supervisory Authority FINMA"
            "en" => "Swiss Financial Market Supervisory Authority FINMA"
          ]
          "country" => array:2 [
            "fr" => "Suisse"
            "en" => "Switzerland"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      5 => Essec\Faculty\Model\CareerItem {#6271
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "2013-01-01"
          "endDate" => null
          "isInternalPosition" => true
          "type" => array:2 [
            "en" => "Other appointments"
            "fr" => "Autres positions"
          ]
          "label" => array:2 [
            "fr" => "Directrice du CREAR - Center of Research in Econo-finance and Actuarial Science on Risk"
            "en" => "Director of CREAR - Center of Research in Econo-finance and Actuarial Science on Risk"
          ]
          "institution" => array:2 [
            "fr" => "ESSEC Business School"
            "en" => "ESSEC Business School"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      6 => Essec\Faculty\Model\CareerItem {#6272
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "2013-09-15"
          "endDate" => null
          "isInternalPosition" => true
          "type" => array:2 [
            "fr" => "Positions académiques principales"
            "en" => "Full-time academic appointments"
          ]
          "label" => array:2 [
            "fr" => "Actuaire agrégée"
            "en" => "Fellow of the French Institute of Actuaries"
          ]
          "institution" => array:2 [
            "fr" => "Institut des Actuaires"
            "en" => "Institut des Actuaires"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      7 => Essec\Faculty\Model\CareerItem {#6273
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "1999-10-01"
          "endDate" => "2000-09-30"
          "isInternalPosition" => true
          "type" => array:2 [
            "en" => "Other appointments"
            "fr" => "Autres positions"
          ]
          "label" => array:2 [
            "fr" => "Délégation C.N.R.S.  (SAMOS-MATISSE, UMR 8595)"
            "en" => "Delegation C.N.R.S.  (SAMOS-MATISSE, UMR 8595"
          ]
          "institution" => array:2 [
            "fr" => "CNRS - Centre national de la recherche scientifique"
            "en" => "CNRS - Centre national de la recherche scientifique"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      8 => Essec\Faculty\Model\CareerItem {#6274
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "2008-10-01"
          "endDate" => "2012-10-31"
          "isInternalPosition" => true
          "type" => array:2 [
            "en" => "Other Academic Appointments"
            "fr" => "Autres positions académiques"
          ]
          "label" => array:2 [
            "fr" => "Co-responsable de la filière actuariat ESSEC-ISUP"
            "en" => "Co-responsible of the ESSEC-ISUP actuarial track"
          ]
          "institution" => array:2 [
            "fr" => "ESSEC Business School"
            "en" => "ESSEC Business School"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      9 => Essec\Faculty\Model\CareerItem {#6275
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "2012-10-01"
          "endDate" => null
          "isInternalPosition" => true
          "type" => array:2 [
            "en" => "Other Academic Appointments"
            "fr" => "Autres positions académiques"
          ]
          "label" => array:2 [
            "fr" => "Directrice de la filière actuariat ESSEC-ISUP"
            "en" => "Director of the ESSEC-ISUP actuarial track"
          ]
          "institution" => array:2 [
            "fr" => "ESSEC Business School"
            "en" => "ESSEC Business School"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      10 => Essec\Faculty\Model\CareerItem {#6276
        #_index: null
        #_id: null
        #_source: array:7 [
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          "endDate" => "2016-12-01"
          "isInternalPosition" => true
          "type" => array:2 [
            "en" => "Other appointments"
            "fr" => "Autres positions"
          ]
          "label" => array:2 [
            "fr" => "Coordinatrice scientifique du projet européen ‘RARE’ - Risk Analysis, Ruin and Extremes - FP7-PEOPLE-2012-IRSES - Marie Curie Actions, qui vise à renforcer les partenariats de recherche à travers des échanges de professeurs et des activités de networking entre organisations de recherche européennes et organisations de recherche d'autres pays (12 partenaires)"
            "en" => "Scientific Coordinator of the European Project ‘RARE’ - Risk Analysis, Ruin and Extremes - FP7-PEOPLE-2012-IRSES - Marie Curie Actions, which aims to strengthen research partnerships through staff exchanges and networking activities between European research organizations and research organizations from other countries. (12 partners)"
          ]
          "institution" => array:2 [
            "fr" => "ESSEC Business School"
            "en" => "ESSEC Business School"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      11 => Essec\Faculty\Model\CareerItem {#6277
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "2011-12-01"
          "endDate" => "2014-12-01"
          "isInternalPosition" => true
          "type" => array:2 [
            "en" => "Other appointments"
            "fr" => "Autres positions"
          ]
          "label" => array:2 [
            "fr" => "Responsable d'une équipe de recherche"
            "en" => "Director of the Research program with SWISS LIFE on: Consequences of the population ageing on the insurances loss. Impacts on the automobile prevention"
          ]
          "institution" => array:2 [
            "fr" => "ESSEC Business School"
            "en" => "ESSEC Business School"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      12 => Essec\Faculty\Model\CareerItem {#6278
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "2013-10-01"
          "endDate" => null
          "isInternalPosition" => true
          "type" => array:2 [
            "en" => "Other appointments"
            "fr" => "Autres positions"
          ]
          "label" => array:2 [
            "fr" => "Membre affilié de RiskLab"
            "en" => "Affiliated member to RiskLab"
          ]
          "institution" => array:2 [
            "fr" => "ETH Zurich"
            "en" => "ETH Zurich"
          ]
          "country" => array:2 [
            "fr" => "Suisse"
            "en" => "Switzerland"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      13 => Essec\Faculty\Model\CareerItem {#6279
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "2004-10-01"
          "endDate" => "2009-09-30"
          "isInternalPosition" => true
          "type" => array:2 [
            "en" => "Other appointments"
            "fr" => "Autres positions"
          ]
          "label" => array:2 [
            "fr" => "Membre de MAP5 (Mathématiques Appliquées), UMR8145"
            "en" => "Member of MAP5 (Applied Mathematics), UMR8145"
          ]
          "institution" => array:2 [
            "fr" => "Université Paris Descartes (Paris V)"
            "en" => "Université Paris Descartes (Paris V)"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      14 => Essec\Faculty\Model\CareerItem {#6280
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "2011-12-01"
          "endDate" => "2015-09-01"
          "isInternalPosition" => true
          "type" => array:2 [
            "en" => "Other Academic Appointments"
            "fr" => "Autres positions académiques"
          ]
          "label" => array:2 [
            "fr" => "Directeur du programme de recherche ESSEC - SWISS LIFE "Conséquences de la population le vieillissement sur la perte d'assurance. Impacts sur la prévention automobile""
            "en" => "Director of the research program ESSEC - SWISS LIFE ”Consequences of the population ageing on the insurances loss. Impacts on the automobile prevention”"
          ]
          "institution" => array:2 [
            "fr" => "ESSEC Business School"
            "en" => "ESSEC Business School"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
    ]
    "diplomes" => array:3 [
      0 => Essec\Faculty\Model\Diplome {#6198
        #_index: null
        #_id: null
        #_source: array:5 [
          "diplome" => "DIPLOMA"
          "year" => "1993"
          "label" => array:2 [
            "fr" => "Doctorat en Mathématiques Appliquées"
            "en" => "Doctorat en Mathématiques Appliquées"
          ]
          "institution" => array:2 [
            "fr" => "Université Pierre et Marie Curie (UPMC)"
            "en" => "Université Pierre et Marie Curie (UPMC)"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      1 => Essec\Faculty\Model\Diplome {#6200
        #_index: null
        #_id: null
        #_source: array:5 [
          "diplome" => "DIPLOMA"
          "year" => "2005"
          "label" => array:2 [
            "fr" => "HDR"
            "en" => "HDR"
          ]
          "institution" => array:2 [
            "fr" => "Université Paris 1 Panthéon-Sorbonne"
            "en" => "Université Paris 1 Panthéon-Sorbonne"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      2 => Essec\Faculty\Model\Diplome {#6197
        #_index: null
        #_id: null
        #_source: array:5 [
          "diplome" => "CERT"
          "year" => "2010"
          "label" => array:2 [
            "fr" => "Global colloquium on participant-centered learning"
            "en" => "Global colloquium on participant-centered learning"
          ]
          "institution" => array:2 [
            "fr" => "Harvard Business School"
            "en" => "Harvard Business School"
          ]
          "country" => array:2 [
            "fr" => "États-Unis"
            "en" => "United States of America"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
    ]
    "bio" => array:2 [
      "fr" => """
        <p>Professeure, depuis Oct. 2011</p>\n
        \n
        <p>Professeure visitante &agrave; temps partiel (juillet 2017-juillet 2020), Department of Statistics, Lund University, Su&egrave;de</p>\n
        \n
        <p>Directrice de CREAR - <b>C</b>entre de <b>R</b>echerche en <b>E</b>cono-finance et <b>A</b>ctuariat sur le <b>R</b>isk - (<a href="http://crear.essec.edu/research/working-group-on-risk" target="_blank">http://crear.essec.edu</a>), depuis Jan. 2013</p>\n
        \n
        <p>Actuaire Agr&eacute;g&eacute;e de l&#39;Institut des Actuaires (IA 2013; qualification 2015; agr&eacute;gation 2016)</p>\n
        \n
        <p>Professeure Associ&eacute;e, Oct. 2006 - Sept. 2011</p>\n
        \n
        <p>Ma&icirc;tre de Conf&eacute;rences&agrave; l&#39;Universit&eacute; Paris Descartes (UFR Math&eacute;matiques &amp; Informatique) jusqu&#39;en Oct. 2006</p>\n
        \n
        <p>D&eacute;l&eacute;gation C.N.R.S. (SAMOS-MATISSE, UMR 8595, 1999-2000)</p>\n
        \n
        <p>Post-doctorat/d&eacute;l&eacute;gation, avec S. Resnick (Fall sem. 1993, 94, 95), Cornell University (O.R.I.E.), Ithaca, N.Y., USA</p>\n
        \n
        <p>Doctorat de Math&eacute;matiques Appliqu&eacute;es effectu&eacute; en grande partie au Center for Stochastic Processes, UNC Chapel Hill</p>
        """
      "en" => """
        <p>ESSEC Full Professor, from Oct. 2011</p>\n
        \n
        <p>Part time visting professor (July 2017-July 2020), Department of Statistics, Lund University, Sweden</p>\n
        \n
        <p>Director of CREAR - <b>C</b>enter of <b>R</b>esearch in <b>E</b>cono-finance and <b>A</b>ctuarial Science on <b>R</b>isk - (see<b> </b>http://crear.essec.edu), from Jan. 2013</p>\n
        \n
        <p>Fellow of the &quot;Institut des Actuaires&quot; (IA 2013; qualification 2015; certification 2015; fellow 2016)</p>\n
        \n
        <p>ESSEC Associate Professor, Oct. 2006 - Sept. 2011</p>\n
        \n
        <p>Ma&icirc;tre de Conf&eacute;rences at the University Ren&eacute; Descartes Paris V (UFR Math&eacute;matiques &amp; Informatique) until Oct. 2006</p>\n
        \n
        <p>Delegation C.N.R.S. (SAMOS-MATISSE, UMR 8595, 1999-2000)</p>\n
        \n
        <p>Post-doctorat/delegation with S. Resnick (Fall sem. 1993, 94, 95), Cornell University (O.R.I.E.), Ithaca, N.Y., USA</p>\n
        \n
        <p>PhD. in Applied Mathematics, made to a great extent at the Center for Stochastic Processes, UNC Chapel Hill, USA</p>\n
        \n
        <p>&nbsp;</p>\n
        \n
        <p>&nbsp;</p>
        """
    ]
    "department" => array:2 [
      "fr" => "Systèmes d’information, sciences de la décision et statistiques"
      "en" => "Information Systems, Decision Sciences and Statistics"
    ]
    "site" => array:2 [
      "fr" => null
      "en" => null
    ]
    "industrrySectors" => array:2 [
      "fr" => "Banques - Assurance"
      "en" => "Banks - Insurance"
    ]
    "researchFields" => array:2 [
      "fr" => "Théorie des probabilités et statistiques - Modélisation du risque et Actuariat - Probabilité Appliquée - Analyse des données statistiques - Science actuarielle - Modélisation du risque"
      "en" => "Probability Theory & Mathematical Statistics - Risk Modelling & Actuarial Science - Applied Probability - Statistical Data Analysis - Insurance Mathematics  - Risk Analysis and Management"
    ]
    "teachingFields" => array:2 [
      "fr" => "Mathématiques - Théorie des probabilités et statistiques - Modélisation du risque et Actuariat - Analyse des données statistiques - Marchés financiers et institutions financières"
      "en" => "Mathematics - Probability Theory & Mathematical Statistics - Risk Modelling & Actuarial Science - Statistical Data Analysis - Financial Markets & Institutions"
    ]
    "distinctions" => array:10 [
      0 => Essec\Faculty\Model\Distinction {#6281
        #_index: null
        #_id: null
        #_source: array:6 [
          "date" => "2013-09-15"
          "label" => array:2 [
            "fr" => "Actuaire Agrégée IA"
            "en" => "Fellow of the French Institute of Actuaries"
          ]
          "type" => array:2 [
            "fr" => "Prix"
            "en" => "Awards"
          ]
          "tri" => " 1 "
          "institution" => array:2 [
            "fr" => "Institut des Actuaires"
            "en" => "Institut des Actuaires"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      1 => Essec\Faculty\Model\Distinction {#6282
        #_index: null
        #_id: null
        #_source: array:6 [
          "date" => "2012-12-01"
          "label" => array:2 [
            "fr" => "FP7-PEOPLE-2012-IRSES - Marie Curie Actions"
            "en" => "FP7-PEOPLE-2012-IRSES - Marie Curie Actions"
          ]
          "type" => array:2 [
            "fr" => "Bourses"
            "en" => "Grants"
          ]
          "tri" => " 2 "
          "institution" => array:2 [
            "fr" => "Union Européenne"
            "en" => "Union Européenne"
          ]
          "country" => array:2 [
            "fr" => "Belgique"
            "en" => "Belgium"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      2 => Essec\Faculty\Model\Distinction {#6283
        #_index: null
        #_id: null
        #_source: array:6 [
          "date" => "2012-12-01"
          "label" => array:2 [
            "fr" => "European FP7-RARE project"
            "en" => "European FP7-RARE project"
          ]
          "type" => array:2 [
            "fr" => "Bourses"
            "en" => "Grants"
          ]
          "tri" => " 2 "
          "institution" => array:2 [
            "fr" => null
            "en" => null
          ]
          "country" => array:2 [
            "fr" => null
            "en" => null
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      3 => Essec\Faculty\Model\Distinction {#6284
        #_index: null
        #_id: null
        #_source: array:6 [
          "date" => "2016-01-01"
          "label" => array:2 [
            "fr" => "Visiting scholar and Member of the advisory board of QRFE"
            "en" => "Visiting scholar and Member of the advisory board of QRFE"
          ]
          "type" => array:2 [
            "fr" => "Bourses"
            "en" => "Grants"
          ]
          "tri" => " 2 "
          "institution" => array:2 [
            "fr" => "Durham University Business School"
            "en" => "Durham University Business School"
          ]
          "country" => array:2 [
            "fr" => "Royaume-Uni"
            "en" => "United Kingdom"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      4 => Essec\Faculty\Model\Distinction {#6285
        #_index: null
        #_id: null
        #_source: array:6 [
          "date" => "2014-01-01"
          "label" => array:2 [
            "fr" => "Tata Institute for Fundamental Research (TIFR, India), by a grant from the Indo-French Center for Applied Mathematics (IFCAM) for a research project between M. Kratz & S. Vadlamani"
            "en" => "Tata Institute for Fundamental Research (TIFR, India), by a grant from the Indo-French Center for Applied Mathematics (IFCAM) for a research project between M. Kratz & S. Vadlamani"
          ]
          "type" => array:2 [
            "fr" => "Bourses"
            "en" => "Grants"
          ]
          "tri" => " 2 "
          "institution" => array:2 [
            "fr" => "Tata Institute for Fundamental Research"
            "en" => "Tata Institute for Fundamental Research"
          ]
          "country" => array:2 [
            "fr" => null
            "en" => null
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      5 => Essec\Faculty\Model\Distinction {#6286
        #_index: null
        #_id: null
        #_source: array:6 [
          "date" => "2016-01-01"
          "label" => array:2 [
            "fr" => "Institute for Mathematical Research (FIM)"
            "en" => "Institute for Mathematical Research (FIM)"
          ]
          "type" => array:2 [
            "fr" => "Bourses"
            "en" => "Grants"
          ]
          "tri" => " 2 "
          "institution" => array:2 [
            "fr" => "ETH Zurich"
            "en" => "ETH Zurich"
          ]
          "country" => array:2 [
            "fr" => "Suisse"
            "en" => "Switzerland"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      6 => Essec\Faculty\Model\Distinction {#6287
        #_index: null
        #_id: null
        #_source: array:6 [
          "date" => "2017-01-01"
          "label" => array:2 [
            "fr" => "ETH Risk Center"
            "en" => "ETH Risk Center"
          ]
          "type" => array:2 [
            "fr" => "Bourses"
            "en" => "Grants"
          ]
          "tri" => " 2 "
          "institution" => array:2 [
            "fr" => "ETH Zurich"
            "en" => "ETH Zurich"
          ]
          "country" => array:2 [
            "fr" => "Suisse"
            "en" => "Switzerland"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      7 => Essec\Faculty\Model\Distinction {#6288
        #_index: null
        #_id: null
        #_source: array:6 [
          "date" => "2010-01-01"
          "label" => array:2 [
            "fr" => "Ceressec Research projects grants"
            "en" => "Ceressec Research projects grants"
          ]
          "type" => array:2 [
            "fr" => "Bourses"
            "en" => "Grants"
          ]
          "tri" => " 2 "
          "institution" => array:2 [
            "fr" => null
            "en" => null
          ]
          "country" => array:2 [
            "fr" => null
            "en" => null
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      8 => Essec\Faculty\Model\Distinction {#6289
        #_index: null
        #_id: null
        #_source: array:6 [
          "date" => "2014-09-01"
          "label" => array:2 [
            "fr" => "Labex MME-DII"
            "en" => "Labex MME-DII"
          ]
          "type" => array:2 [
            "fr" => "Bourses"
            "en" => "Grants"
          ]
          "tri" => " 2 "
          "institution" => array:2 [
            "fr" => "Labex MME-DII"
            "en" => "Labex MME-DII"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      9 => Essec\Faculty\Model\Distinction {#6290
        #_index: null
        #_id: null
        #_source: array:6 [
          "date" => "2018-04-01"
          "label" => array:2 [
            "fr" => "International chair labex MME-DII & ESSEC CREAR on"
            "en" => "International chair labex MME-DII & ESSEC CREAR on Risk Analysis & Management, held by Dr. Michel Dacorogna"
          ]
          "type" => array:2 [
            "fr" => "Bourses"
            "en" => "Grants"
          ]
          "tri" => " 2 "
          "institution" => array:2 [
            "fr" => "ESSEC CREAR"
            "en" => "ESSEC CREAR"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
    ]
    "teaching" => array:25 [
      0 => Essec\Faculty\Model\TeachingItem {#6241
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "2017"
          "endDate" => "2017"
          "program" => null
          "label" => array:2 [
            "fr" => "Atelier de travail de recherche du CFA France, 'A self-Calibrating Method for Heavy Tailed Data Modeling'"
            "en" => "CFA France Research Workshop, 'A self-Calibrating Method for Heavy Tailed Data Modeling'"
          ]
          "type" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "institution" => array:2 [
            "fr" => "CFA Society France"
            "en" => "CFA Society France"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
      }
      1 => Essec\Faculty\Model\TeachingItem {#6242
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "2017"
          "endDate" => "2017"
          "program" => null
          "label" => array:2 [
            "fr" => "Singapore Actuarial Society Forum sur 'Overview of Copulas for Actuaries in Management'"
            "en" => "Singapore Actuarial Society Forum on 'Overview of Copulas for Actuaries in Management'"
          ]
          "type" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "institution" => array:2 [
            "fr" => "Singapore Actuarial Society"
            "en" => "Singapore Actuarial Society"
          ]
          "country" => array:2 [
            "fr" => "Singapour"
            "en" => "Singapore"
          ]
        ]
        +lang: "fr"
      }
      2 => Essec\Faculty\Model\TeachingItem {#6243
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "2017"
          "endDate" => "2017"
          "program" => null
          "label" => array:2 [
            "fr" => "Atelier de travail d'1/2 journée 'EVT and its Application to finance and insurance',"
            "en" => "1/2 day workshop on 'EVT and its Application to finance and insurance',"
          ]
          "type" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "institution" => array:2 [
            "fr" => "ETH Risk Center"
            "en" => "ETH Risk Center"
          ]
          "country" => array:2 [
            "fr" => "Suisse"
            "en" => "Switzerland"
          ]
        ]
        +lang: "fr"
      }
      3 => Essec\Faculty\Model\TeachingItem {#6244
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "2017"
          "endDate" => "2017"
          "program" => null
          "label" => array:2 [
            "fr" => "Mini workshop sur 'Modeling and Backtesting Heavy Tailed Data'"
            "en" => "Mini-workshop on 'Modeling and Backtesting Heavy Tailed Data'"
          ]
          "type" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "institution" => array:2 [
            "fr" => "Durham University Business School"
            "en" => "Durham University Business School"
          ]
          "country" => array:2 [
            "fr" => "Royaume-Uni"
            "en" => "United Kingdom"
          ]
        ]
        +lang: "fr"
      }
      4 => Essec\Faculty\Model\TeachingItem {#6245
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "2016"
          "endDate" => "2016"
          "program" => null
          "label" => array:2 [
            "fr" => "'An implicit backtest for Expected Shortfall via a simple multinomial approach'"
            "en" => "'An implicit backtest for Expected Shortfall via a simple multinomial approach'"
          ]
          "type" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "institution" => array:2 [
            "fr" => "Bank of International Settlements"
            "en" => "Bank of International Settlements"
          ]
          "country" => array:2 [
            "fr" => "Suisse"
            "en" => "Switzerland"
          ]
        ]
        +lang: "fr"
      }
      5 => Essec\Faculty\Model\TeachingItem {#6246
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "2016"
          "endDate" => "2016"
          "program" => null
          "label" => array:2 [
            "fr" => "'A self-Calibrating Method for Heavy Tailed Data Modeling'"
            "en" => "'A self-Calibrating Method for Heavy Tailed Data Modeling'"
          ]
          "type" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "institution" => array:2 [
            "fr" => "Swiss Re"
            "en" => "Swiss Re"
          ]
          "country" => array:2 [
            "fr" => "Suisse"
            "en" => "Switzerland"
          ]
        ]
        +lang: "fr"
      }
      6 => Essec\Faculty\Model\TeachingItem {#6247
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "2016"
          "endDate" => "2016"
          "program" => null
          "label" => array:2 [
            "fr" => "Séminaire exécutif de deux jours sur la Gestion de Risques Quantitative (Quantitative Risk Management)"
            "en" => "Two days executive seminar on Quantitative Risk Management"
          ]
          "type" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "institution" => array:2 [
            "fr" => "National Institute of Securities Markets (NISM)"
            "en" => "National Institute of Securities Markets (NISM)"
          ]
          "country" => array:2 [
            "fr" => "Inde"
            "en" => "India"
          ]
        ]
        +lang: "fr"
      }
      7 => Essec\Faculty\Model\TeachingItem {#6248
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "2013"
          "endDate" => "2013"
          "program" => null
          "label" => array:2 [
            "fr" => "'An Introduction to Quantitative Risk Management' - cours enseigné durant l'Ecole d'été sur la Gestion des risques en Finance et en Assurance (Summer School on Risk Management in Finance and Insurance)"
            "en" => "'An Introduction to Quantitative Risk Management' - course given at the Summer School on Risk Management in Finance and Insurance"
          ]
          "type" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "institution" => array:2 [
            "fr" => "National Economics University"
            "en" => "National Economics University"
          ]
          "country" => array:2 [
            "fr" => "Viêt Nam"
            "en" => "Vietnam"
          ]
        ]
        +lang: "fr"
      }
      8 => Essec\Faculty\Model\TeachingItem {#6249
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "2019"
          "endDate" => "2021"
          "program" => null
          "label" => array:2 [
            "fr" => "Cyber risk"
            "en" => "Cyber risk"
          ]
          "type" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "institution" => array:2 [
            "fr" => "ETH Risk Center"
            "en" => "ETH Risk Center"
          ]
          "country" => array:2 [
            "fr" => "Suisse"
            "en" => "Switzerland"
          ]
        ]
        +lang: "fr"
      }
      9 => Essec\Faculty\Model\TeachingItem {#6250
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => null
          "endDate" => "2020"
          "program" => null
          "label" => array:2 [
            "fr" => "Pro-cyclicality of Risk Measurements : Empirical Quantification and Theoretical Confirmation"
            "en" => "Pro-cyclicality of Risk Measurements : Empirical Quantification and Theoretical Confirmation"
          ]
          "type" => array:2 [
            "fr" => "Directeur de thèse"
            "en" => "Thesis director"
          ]
          "institution" => array:2 [
            "fr" => "ESSEC Business School"
            "en" => "ESSEC Business School"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
      }
      10 => Essec\Faculty\Model\TeachingItem {#6251
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => null
          "endDate" => "2016"
          "program" => null
          "label" => array:2 [
            "fr" => "Contributions actuarielles et statistiques pour l'analyse de risques en assurance liés au vieillissement de la population, notamment en assurance automobile"
            "en" => "Contributions actuarielles et statistiques pour l'analyse de risques en assurance liés au vieillissement de la population, notamment en assurance automobile"
          ]
          "type" => array:2 [
            "fr" => "Directeur de thèse"
            "en" => "Thesis director"
          ]
          "institution" => array:2 [
            "fr" => "ESSEC Business School"
            "en" => "ESSEC Business School"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
      }
      11 => Essec\Faculty\Model\TeachingItem {#6252
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => null
          "endDate" => "2015"
          "program" => null
          "label" => array:2 [
            "fr" => "Approche algébrique et théorie des valeurs extrêmes pour la détection de ruptures: application aux signaux biomédicaux"
            "en" => "Approche algébrique et théorie des valeurs extrêmes pour la détection de ruptures: application aux signaux biomédicaux"
          ]
          "type" => array:2 [
            "fr" => "Co-directeur de thèse"
            "en" => "Thesis co-director"
          ]
          "institution" => array:2 [
            "fr" => "URCA"
            "en" => "URCA"
          ]
          "country" => array:2 [
            "fr" => null
            "en" => null
          ]
        ]
        +lang: "fr"
      }
      12 => Essec\Faculty\Model\TeachingItem {#6253
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => null
          "endDate" => "2017"
          "program" => null
          "label" => array:2 [
            "fr" => "Credit Valuation Adjustment of Credit Default Swaps by Lévy Structural Models"
            "en" => "Credit Valuation Adjustment of Credit Default Swaps by Lévy Structural Models"
          ]
          "type" => array:2 [
            "fr" => "Rapporteur"
            "en" => "Thesis referee"
          ]
          "institution" => array:2 [
            "fr" => "Monash University"
            "en" => "Monash University"
          ]
          "country" => array:2 [
            "fr" => "Australie"
            "en" => "Australia"
          ]
        ]
        +lang: "fr"
      }
      13 => Essec\Faculty\Model\TeachingItem {#6254
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => null
          "endDate" => "2019"
          "program" => null
          "label" => array:2 [
            "fr" => "Algorithmes de machine learning en assurance : solvabilité, textmining, anonymisation et transparence."
            "en" => "Algorithmes de machine learning en assurance : solvabilité, textmining, anonymisation et transparence."
          ]
          "type" => array:2 [
            "fr" => "Membre de jury"
            "en" => "Thesis jury member"
          ]
          "institution" => array:2 [
            "fr" => "Université Paris-Est Marne-la-Vallée (UPEM)"
            "en" => "Université Paris-Est Marne-la-Vallée (UPEM)"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
      }
      14 => Essec\Faculty\Model\TeachingItem {#6255
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => null
          "endDate" => "2015"
          "program" => null
          "label" => array:2 [
            "fr" => "Modélisation de la dépendance et estimation du risque agrégé"
            "en" => "Modélisation de la dépendance et estimation du risque agrégé"
          ]
          "type" => array:2 [
            "fr" => "Rapporteur"
            "en" => "Thesis referee"
          ]
          "institution" => array:2 [
            "fr" => " Université Claude Bernard Lyon 1"
            "en" => " Université Claude Bernard Lyon 1"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
      }
      15 => Essec\Faculty\Model\TeachingItem {#6256
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => null
          "endDate" => "2014"
          "program" => null
          "label" => array:2 [
            "fr" => "Modelado matemático de sistemas dinámicos en epidemiología"
            "en" => "Modelado matemático de sistemas dinámicos en epidemiología"
          ]
          "type" => array:2 [
            "fr" => "Membre de jury"
            "en" => "Thesis jury member"
          ]
          "institution" => array:2 [
            "fr" => "Universidad de Malaga"
            "en" => "Universidad de Malaga"
          ]
          "country" => array:2 [
            "fr" => "Espagne"
            "en" => "Spain"
          ]
        ]
        +lang: "fr"
      }
      16 => Essec\Faculty\Model\TeachingItem {#6257
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => null
          "endDate" => "2013"
          "program" => null
          "label" => array:2 [
            "fr" => "Valeurs extrêmes de mosaïques aléatoires"
            "en" => "Valeurs extrêmes de mosaïques aléatoires"
          ]
          "type" => array:2 [
            "fr" => "Président de jury"
            "en" => "Thesis jury president"
          ]
          "institution" => array:2 [
            "fr" => "Université de Rouen"
            "en" => "Université de Rouen"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
      }
      17 => Essec\Faculty\Model\TeachingItem {#6258
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => null
          "endDate" => "2008"
          "program" => null
          "label" => array:2 [
            "fr" => "Estimation et tests en théorie des valeurs extrêmes"
            "en" => "Estimation et tests en théorie des valeurs extrêmes"
          ]
          "type" => array:2 [
            "fr" => "Rapporteur"
            "en" => "Thesis referee"
          ]
          "institution" => array:2 [
            "fr" => "Université Pierre et Marie Curie (UPMC)"
            "en" => "Université Pierre et Marie Curie (UPMC)"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
      }
      18 => Essec\Faculty\Model\TeachingItem {#6259
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => null
          "endDate" => "2022"
          "program" => null
          "label" => array:2 [
            "fr" => "Assessing the time dependence of multivariate extremes"
            "en" => "Assessing the time dependence of multivariate extremes"
          ]
          "type" => array:2 [
            "fr" => "Président de jury"
            "en" => "Thesis jury president"
          ]
          "institution" => array:2 [
            "fr" => "Sorbonne Université"
            "en" => "Sorbonne Université"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
      }
      19 => Essec\Faculty\Model\TeachingItem {#6260
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => null
          "endDate" => "2004"
          "program" => null
          "label" => array:2 [
            "fr" => "Estabilidad en Sistemas Neuronales Realimentados. Aplicación al Control"
            "en" => "Estabilidad en Sistemas Neuronales Realimentados. Aplicación al Control"
          ]
          "type" => array:2 [
            "fr" => "Rapporteur"
            "en" => "Thesis referee"
          ]
          "institution" => array:2 [
            "fr" => "Universidad de Malaga"
            "en" => "Universidad de Malaga"
          ]
          "country" => array:2 [
            "fr" => "Espagne"
            "en" => "Spain"
          ]
        ]
        +lang: "fr"
      }
      20 => Essec\Faculty\Model\TeachingItem {#6261
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "1997"
          "endDate" => "2006"
          "program" => null
          "label" => array:2 [
            "fr" => "Paris Descartes Master students final professional trainings (MST2-ISASH, DESS MSB, Master 2 IMSV)"
            "en" => "Paris Descartes Master students final professional trainings (MST2-ISASH, DESS MSB, Master 2 IMSV)"
          ]
          "type" => array:2 [
            "fr" => "Coaching de groupe"
            "en" => "Coaching"
          ]
          "institution" => array:2 [
            "fr" => null
            "en" => null
          ]
          "country" => array:2 [
            "fr" => null
            "en" => null
          ]
        ]
        +lang: "fr"
      }
      21 => Essec\Faculty\Model\TeachingItem {#6262
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "2008"
          "endDate" => "2008"
          "program" => null
          "label" => array:2 [
            "fr" => "Research training at ESSEC: "Extreme Value Theory for discrete random variables, with applications in Epidemiology and in Finance""
            "en" => "Research training at ESSEC: "Extreme Value Theory for discrete random variables, with applications in Epidemiology and in Finance""
          ]
          "type" => array:2 [
            "fr" => "Coaching de groupe"
            "en" => "Coaching"
          ]
          "institution" => array:2 [
            "fr" => null
            "en" => null
          ]
          "country" => array:2 [
            "fr" => null
            "en" => null
          ]
        ]
        +lang: "fr"
      }
      22 => Essec\Faculty\Model\TeachingItem {#6263
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "2012"
          "endDate" => "2022"
          "program" => null
          "label" => array:2 [
            "fr" => ""
            "en" => "Supervision of Master Thesis"
          ]
          "type" => array:2 [
            "fr" => "Encadrement de mémoire"
            "en" => "Supervision of dissertation"
          ]
          "institution" => array:2 [
            "fr" => null
            "en" => null
          ]
          "country" => array:2 [
            "fr" => null
            "en" => null
          ]
        ]
        +lang: "fr"
      }
      23 => Essec\Faculty\Model\TeachingItem {#6264
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "2016"
          "endDate" => "2022"
          "program" => null
          "label" => array:2 [
            "fr" => "Risk analysis (3 grants from Labex MME-DII , from 2020)"
            "en" => "Risk analysis (3 grants from Labex MME-DII , from 2020)"
          ]
          "type" => array:2 [
            "fr" => "Encadrement UV de recherche"
            "en" => "Supervision of Research UV"
          ]
          "institution" => array:2 [
            "fr" => null
            "en" => null
          ]
          "country" => array:2 [
            "fr" => null
            "en" => null
          ]
        ]
        +lang: "fr"
      }
      24 => Essec\Faculty\Model\TeachingItem {#6265
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "2012"
          "endDate" => "2022"
          "program" => null
          "label" => array:2 [
            "fr" => "Banks, Insurance companies, Consulting companies"
            "en" => "Banks, Insurance companies, Consulting companies"
          ]
          "type" => array:2 [
            "fr" => "Tutorat apprentissage"
            "en" => "Apprenticeship tutoring"
          ]
          "institution" => array:2 [
            "fr" => null
            "en" => null
          ]
          "country" => array:2 [
            "fr" => null
            "en" => null
          ]
        ]
        +lang: "fr"
      }
    ]
    "otherActivities" => array:42 [
      0 => Essec\Faculty\Model\ExtraActivity {#6201
        #_index: null
        #_id: null
        #_source: array:9 [
          "startDate" => "2009-10-01"
          "endDate" => null
          "year" => null
          "uuid" => "201"
          "type" => array:2 [
            "fr" => "Activités de recherche"
            "en" => "Activités de recherche"
          ]
          "subType" => array:2 [
            "fr" => "Organisation d'une conférence ou d'un séminaire"
            "en" => "Organization of a conference or a seminar"
          ]
          "label" => array:2 [
            "fr" => "Organisatrice du Working-Group-on-Risk ( séries de séminaires bimensuels du CREAR)"
            "en" => "Organizer of the  Working-Group-on-Risk (CREAR series of fortnightly seminars)"
          ]
          "institution" => array:2 [
            "fr" => "ESSEC Business School"
            "en" => "ESSEC Business School"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      1 => Essec\Faculty\Model\ExtraActivity {#6195
        #_index: null
        #_id: null
        #_source: array:9 [
          "startDate" => "2018-07-26"
          "endDate" => "2018-07-27"
          "year" => null
          "uuid" => "201"
          "type" => array:2 [
            "fr" => "Activités de recherche"
            "en" => "Activités de recherche"
          ]
          "subType" => array:2 [
            "fr" => "Organisation d'une conférence ou d'un séminaire"
            "en" => "Organization of a conference or a seminar"
          ]
          "label" => array:2 [
            "fr" => "'Cyber risks – Threats and Opportunities for the Asia Pacific Insurance Industry', 4th SAS ERM - ESSEC CREAR Conference"
            "en" => "'Cyber risks – Threats and Opportunities for the Asia Pacific Insurance Industry', 4th SAS ERM - ESSEC CREAR Conference"
          ]
          "institution" => array:2 [
            "fr" => null
            "en" => null
          ]
          "country" => array:2 [
            "fr" => "Singapour"
            "en" => "Singapore"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      2 => Essec\Faculty\Model\ExtraActivity {#6199
        #_index: null
        #_id: null
        #_source: array:9 [
          "startDate" => "2016-12-01"
          "endDate" => "2016-12-01"
          "year" => null
          "uuid" => "201"
          "type" => array:2 [
            "fr" => "Activités de recherche"
            "en" => "Activités de recherche"
          ]
          "subType" => array:2 [
            "fr" => "Organisation d'une conférence ou d'un séminaire"
            "en" => "Organization of a conference or a seminar"
          ]
          "label" => array:2 [
            "fr" => "'Lois Scientifiques et Modèles Mathématiques: de la physique à l'actuariat', Colloque SCOR-IA, Paris"
            "en" => "'Lois Scientifiques et Modèles Mathématiques: de la physique à l'actuariat', Colloquium SCOR-IA, Paris"
          ]
          "institution" => array:2 [
            "fr" => null
            "en" => null
          ]
          "country" => array:2 [
            "fr" => null
            "en" => null
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      3 => Essec\Faculty\Model\ExtraActivity {#6202
        #_index: null
        #_id: null
        #_source: array:9 [
          "startDate" => "2016-10-20"
          "endDate" => "2016-10-20"
          "year" => null
          "uuid" => "201"
          "type" => array:2 [
            "fr" => "Activités de recherche"
            "en" => "Activités de recherche"
          ]
          "subType" => array:2 [
            "fr" => "Organisation d'une conférence ou d'un séminaire"
            "en" => "Organization of a conference or a seminar"
          ]
          "label" => array:2 [
            "fr" => "'Financial risk: Black Swan or Opportunities?'"
            "en" => "'Financial risk: Black Swan or Opportunities?'"
          ]
          "institution" => array:2 [
            "fr" => "ESSEC Business School"
            "en" => "ESSEC Business School"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      4 => Essec\Faculty\Model\ExtraActivity {#6203
        #_index: null
        #_id: null
        #_source: array:9 [
          "startDate" => "2016-07-03"
          "endDate" => "2016-07-08"
          "year" => null
          "uuid" => "201"
          "type" => array:2 [
            "fr" => "Activités de recherche"
            "en" => "Activités de recherche"
          ]
          "subType" => array:2 [
            "fr" => "Organisation d'une conférence ou d'un séminaire"
            "en" => "Organization of a conference or a seminar"
          ]
          "label" => array:2 [
            "fr" => "Conclusion de la Conférence Internationale 'RARE' sur le sujet Risk Analysis, Ruin theory, Extremes, La Baule (CREAR, avec le soutien de Swiss Re, Institut des Actuaires, SCOR science foundation, Bank of England, AMIES-IA, IFoA, BFA-SFdS)"
            "en" => "Concluding International 'RARE' Conference on Risk Analysis, Ruin theory, Extremes, La Baule (CREAR, with the support of Swiss Re, Institut des Actuaires, SCOR science foundation, Bank of England, AMIES-IA, IFoA, BFA-SFdS)"
          ]
          "institution" => array:2 [
            "fr" => null
            "en" => null
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      5 => Essec\Faculty\Model\ExtraActivity {#6204
        #_index: null
        #_id: null
        #_source: array:9 [
          "startDate" => "2015-06-10"
          "endDate" => "2015-06-10"
          "year" => null
          "uuid" => "201"
          "type" => array:2 [
            "fr" => "Activités de recherche"
            "en" => "Activités de recherche"
          ]
          "subType" => array:2 [
            "fr" => "Organisation d'une conférence ou d'un séminaire"
            "en" => "Organization of a conference or a seminar"
          ]
          "label" => array:2 [
            "fr" => "Table Ronde Internationale sur les nouvelles règles IFRS : Actuaries meet Accountants,  Paris La Défense (CREAR, avec le soutien de Labex MME-DII, Institut des Actuaires & BFA-SFdS)"
            "en" => "International Round Table on New IFRS rules : Actuaries meet Accountants, Paris La Défense (CREAR, with the support of Labex MME-DII, Institut des Actuaires & BFA-SFdS)"
          ]
          "institution" => array:2 [
            "fr" => null
            "en" => null
          ]
          "country" => array:2 [
            "fr" => null
            "en" => null
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      6 => Essec\Faculty\Model\ExtraActivity {#6205
        #_index: null
        #_id: null
        #_source: array:9 [
          "startDate" => "2014-06-20"
          "endDate" => "2014-06-20"
          "year" => null
          "uuid" => "201"
          "type" => array:2 [
            "fr" => "Activités de recherche"
            "en" => "Activités de recherche"
          ]
          "subType" => array:2 [
            "fr" => "Organisation d'une conférence ou d'un séminaire"
            "en" => "Organization of a conference or a seminar"
          ]
          "label" => array:2 [
            "fr" => "Mini workshop "Small data " (CREAR & BFA-SFdS), 13ème Congrès des Actuaires, Paris"
            "en" => "Mini-workshop "Small data " (CREAR & BFA-SFdS), 13ème Congrès des Actuaires, Paris"
          ]
          "institution" => array:2 [
            "fr" => null
            "en" => null
          ]
          "country" => array:2 [
            "fr" => null
            "en" => null
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      7 => Essec\Faculty\Model\ExtraActivity {#6206
        #_index: null
        #_id: null
        #_source: array:9 [
          "startDate" => "2012-11-19"
          "endDate" => "2012-11-19"
          "year" => null
          "uuid" => "201"
          "type" => array:2 [
            "fr" => "Activités de recherche"
            "en" => "Activités de recherche"
          ]
          "subType" => array:2 [
            "fr" => "Organisation d'une conférence ou d'un séminaire"
            "en" => "Organization of a conference or a seminar"
          ]
          "label" => array:2 [
            "fr" => "Conférence ESSEC CREAR - SWISS LIFE: 'Risk, Insurance and Longevity', ESSEC La Défense"
            "en" => "ESSEC CREAR - SWISS LIFE conference: 'Risk, Insurance and Longevity', ESSEC La Défense"
          ]
          "institution" => array:2 [
            "fr" => null
            "en" => null
          ]
          "country" => array:2 [
            "fr" => null
            "en" => null
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      8 => Essec\Faculty\Model\ExtraActivity {#6207
        #_index: null
        #_id: null
        #_source: array:9 [
          "startDate" => "2010-04-09"
          "endDate" => "2010-04-09"
          "year" => null
          "uuid" => "201"
          "type" => array:2 [
            "fr" => "Activités de recherche"
            "en" => "Activités de recherche"
          ]
          "subType" => array:2 [
            "fr" => "Organisation d'une conférence ou d'un séminaire"
            "en" => "Organization of a conference or a seminar"
          ]
          "label" => array:2 [
            "fr" => "Groupe BFA - SFdS & ESSEC WG Risk:  'Régulation financière' , Paris"
            "en" => "BFA - SFdS & ESSEC WG Risk: 'Financial Regulation' , Paris"
          ]
          "institution" => array:2 [
            "fr" => null
            "en" => null
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      9 => Essec\Faculty\Model\ExtraActivity {#6208
        #_index: null
        #_id: null
        #_source: array:9 [
          "startDate" => "2009-01-26"
          "endDate" => "2009-01-26"
          "year" => null
          "uuid" => "201"
          "type" => array:2 [
            "fr" => "Activités de recherche"
            "en" => "Activités de recherche"
          ]
          "subType" => array:2 [
            "fr" => "Organisation d'une conférence ou d'un séminaire"
            "en" => "Organization of a conference or a seminar"
          ]
          "label" => array:2 [
            "fr" => "Workshop européen EVT & Finance - Paris La défense"
            "en" => "European workshop on EVT & Finance - Paris La défense"
          ]
          "institution" => array:2 [
            "fr" => null
            "en" => null
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      10 => Essec\Faculty\Model\ExtraActivity {#6209
        #_index: null
        #_id: null
        #_source: array:9 [
          "startDate" => "1994-09-30"
          "endDate" => null
          "year" => null
          "uuid" => "501"
          "type" => array:2 [
            "fr" => "Activités professionnelles"
            "en" => "Activités professionnelles"
          ]
          "subType" => array:2 [
            "fr" => "Membre d'une association professionnelle, d'un groupe d'experts ou d'un conseil d'administration"
            "en" => "Member of a professional association, of an expert group or of a board of directors"
          ]
          "label" => array:2 [
            "fr" => "BERNOULLI SOCIETY (pour les statistiques mathématiques et les probabilités- section ISI)"
            "en" => "BERNOULLI SOCIETY (for Mathematical Statistics and Probability- ISI section)"
          ]
          "institution" => array:2 [
            "fr" => "International Statistical Institute"
            "en" => "International Statistical Institute"
          ]
          "country" => array:2 [
            "fr" => "Pays-Bas"
            "en" => "Netherlands"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      11 => Essec\Faculty\Model\ExtraActivity {#6210
        #_index: null
        #_id: null
        #_source: array:9 [
          "startDate" => "2007-09-01"
          "endDate" => null
          "year" => null
          "uuid" => "501"
          "type" => array:2 [
            "fr" => "Activités professionnelles"
            "en" => "Activités professionnelles"
          ]
          "subType" => array:2 [
            "fr" => "Membre d'une association professionnelle, d'un groupe d'experts ou d'un conseil d'administration"
            "en" => "Member of a professional association, of an expert group or of a board of directors"
          ]
          "label" => array:2 [
            "fr" => "SFdS - Société Française de Statistique"
            "en" => "SFdS - Société Française de Statistique"
          ]
          "institution" => array:2 [
            "fr" => null
            "en" => null
          ]
          "country" => array:2 [
            "fr" => null
            "en" => null
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      12 => Essec\Faculty\Model\ExtraActivity {#6211
        #_index: null
        #_id: null
        #_source: array:9 [
          "startDate" => "2014-01-01"
          "endDate" => null
          "year" => null
          "uuid" => "R1_101"
          "type" => array:2 [
            "fr" => "Activités de recherche"
            "en" => "Activités de recherche"
          ]
          "subType" => array:2 [
            "fr" => "Participation au comité scientifique d'une conférence ou reviewer pour une conférence"
            "en" => "Participation in scientific commissions or reviewer for a conference"
          ]
          "label" => array:2 [
            "fr" => "Membre du Comité Scientifique de la IRFRC Conference, NTU Singapore"
            "en" => "Member of the Scientific Committee of the IRFRC Conference, NTU Singapore"
          ]
          "institution" => array:2 [
            "fr" => null
            "en" => null
          ]
          "country" => array:2 [
            "fr" => null
            "en" => null
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      13 => Essec\Faculty\Model\ExtraActivity {#6212
        #_index: null
        #_id: null
        #_source: array:9 [
          "startDate" => "2015-01-01"
          "endDate" => null
          "year" => null
          "uuid" => "R1_101"
          "type" => array:2 [
            "fr" => "Activités de recherche"
            "en" => "Activités de recherche"
          ]
          "subType" => array:2 [
            "fr" => "Participation au comité scientifique d'une conférence ou reviewer pour une conférence"
            "en" => "Participation in scientific commissions or reviewer for a conference"
          ]
          "label" => array:2 [
            "fr" => "Membre du Comité Consultatif de QRFE, Durham Business School"
            "en" => "Member of the Advisory Board of QRFE, Durham Business School"
          ]
          "institution" => array:2 [
            "fr" => null
            "en" => null
          ]
          "country" => array:2 [
            "fr" => "Royaume-Uni"
            "en" => "United Kingdom"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      14 => Essec\Faculty\Model\ExtraActivity {#6213
        #_index: null
        #_id: null
        #_source: array:9 [
          "startDate" => "2010-10-01"
          "endDate" => null
          "year" => null
          "uuid" => "501"
          "type" => array:2 [
            "fr" => "Activités professionnelles"
            "en" => "Activités professionnelles"
          ]
          "subType" => array:2 [
            "fr" => "Membre d'une association professionnelle, d'un groupe d'experts ou d'un conseil d'administration"
            "en" => "Member of a professional association, of an expert group or of a board of directors"
          ]
          "label" => array:2 [
            "fr" => "Membre du Banque, Finance, Assurance - BFA group - SFdS (Présidente jusqu'en 2017)"
            "en" => "Member of the Banque, Finance, Assurance - BFA group - SFdS (President until 2017)"
          ]
          "institution" => array:2 [
            "fr" => "Société Française de Statistique (SFdS)"
            "en" => "Société Française de Statistique (SFdS)"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      15 => Essec\Faculty\Model\ExtraActivity {#6214
        #_index: null
        #_id: null
        #_source: array:9 [
          "startDate" => "2017-02-23"
          "endDate" => "2017-02-23"
          "year" => null
          "uuid" => "599"
          "type" => array:2 [
            "fr" => "Activités professionnelles"
            "en" => "Activités professionnelles"
          ]
          "subType" => array:2 [
            "fr" => "Autre activité professionnelle"
            "en" => "Other professional activity"
          ]
          "label" => array:2 [
            "fr" => "Forum d'experts:  Singapore Actuarial Society forum, 'Overview of Copulas for Actuaries in Management'"
            "en" => "Experts forum:  Singapore Actuarial Society forum, 'Overview of Copulas for Actuaries in Management'"
          ]
          "institution" => array:2 [
            "fr" => null
            "en" => null
          ]
          "country" => array:2 [
            "fr" => "Singapour"
            "en" => "Singapore"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      16 => Essec\Faculty\Model\ExtraActivity {#6215
        #_index: null
        #_id: null
        #_source: array:9 [
          "startDate" => "2016-03-02"
          "endDate" => null
          "year" => null
          "uuid" => "599"
          "type" => array:2 [
            "fr" => "Activités professionnelles"
            "en" => "Activités professionnelles"
          ]
          "subType" => array:2 [
            "fr" => "Autre activité professionnelle"
            "en" => "Other professional activity"
          ]
          "label" => array:2 [
            "fr" => "Forum d'experts-chercheurs (panéliste invitée), évènement en marge de la IFoA Asia conference, Kuala Lumpur"
            "en" => "Research experts forum (invited panelist), fringe event to the IFoA Asia conference, Kuala Lumpur"
          ]
          "institution" => array:2 [
            "fr" => null
            "en" => null
          ]
          "country" => array:2 [
            "fr" => "Malaisie"
            "en" => "Malaysia"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      17 => Essec\Faculty\Model\ExtraActivity {#6216
        #_index: null
        #_id: null
        #_source: array:9 [
          "startDate" => "2015-04-27"
          "endDate" => "2015-04-27"
          "year" => null
          "uuid" => "599"
          "type" => array:2 [
            "fr" => "Activités professionnelles"
            "en" => "Activités professionnelles"
          ]
          "subType" => array:2 [
            "fr" => "Autre activité professionnelle"
            "en" => "Other professional activity"
          ]
          "label" => array:2 [
            "fr" => "Table ronde d'experts seniors pour discuter des problèmes clés et des défis que les chercheurs en risque et les praticiens de l'industrie perçoivent comme significatifs pour les prochaines années (panéliste invitée par l'IFoA), Londres"
            "en" => "Round table of senior experts to discuss key issues and challenges that researchers of risk and practitioners from industries, perceive as significant over the next few years (Invited panelist by the IFoA), London"
          ]
          "institution" => array:2 [
            "fr" => null
            "en" => null
          ]
          "country" => array:2 [
            "fr" => "Royaume-Uni"
            "en" => "United Kingdom"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      18 => Essec\Faculty\Model\ExtraActivity {#6217
        #_index: null
        #_id: null
        #_source: array:9 [
          "startDate" => "2014-03-22"
          "endDate" => "2014-03-23"
          "year" => null
          "uuid" => "599"
          "type" => array:2 [
            "fr" => "Activités professionnelles"
            "en" => "Activités professionnelles"
          ]
          "subType" => array:2 [
            "fr" => "Autre activité professionnelle"
            "en" => "Other professional activity"
          ]
          "label" => array:2 [
            "fr" => "Forum d'Experts sur les Mesures et la Régulation du Risque en Assurance, Swiss Re Learning Center (sur invitation), Zurich"
            "en" => "Experts Forum on Risk Measures and Regulation in Insurance, Swiss Re Learning Center (by invitation), Zurich"
          ]
          "institution" => array:2 [
            "fr" => null
            "en" => null
          ]
          "country" => array:2 [
            "fr" => "Suisse"
            "en" => "Switzerland"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
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            "en" => "ENISA (European Union Agency for Cybersecurity)"
          ]
          "institution" => array:2 [
            "fr" => null
            "en" => null
          ]
          "country" => array:2 [
            "fr" => null
            "en" => null
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
    ]
    "theses" => array:11 [
      0 => Essec\Faculty\Model\These {#6291
        #_index: null
        #_id: null
        #_source: array:9 [
          "year" => "2004"
          "startDate" => null
          "endDate" => "2004"
          "student" => "ATENCIA M."
          "firstJob" => ""
          "label" => array:2 [
            "fr" => "Estabilidad en Sistemas Neuronales Realimentados. Aplicación al Control"
            "en" => "Estabilidad en Sistemas Neuronales Realimentados. Aplicación al Control"
          ]
          "role" => array:2 [
            "fr" => "Rapporteur"
            "en" => "Thesis referee"
          ]
          "institution" => array:2 [
            "fr" => "Universidad de Malaga"
            "en" => "Universidad de Malaga"
          ]
          "country" => array:2 [
            "fr" => "Espagne"
            "en" => "Spain"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      1 => Essec\Faculty\Model\These {#6292
        #_index: null
        #_id: null
        #_source: array:9 [
          "year" => "2017"
          "startDate" => null
          "endDate" => "2017"
          "student" => "BENTLEY M."
          "firstJob" => ""
          "label" => array:2 [
            "fr" => "Credit Valuation Adjustment of Credit Default Swaps by Lévy Structural Models"
            "en" => """
              Credit Valuation Adjustment of Credit Default Swaps \n
              by Lévy Structural Models Credit Valuation Adjustment of Credit Default Swaps by Lévy Structural Models
              """
          ]
          "role" => array:2 [
            "fr" => "Rapporteur"
            "en" => "Thesis referee"
          ]
          "institution" => array:2 [
            "fr" => "Monash University"
            "en" => "Monash University"
          ]
          "country" => array:2 [
            "fr" => "Australie"
            "en" => "Australia"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      2 => Essec\Faculty\Model\These {#6293
        #_index: null
        #_id: null
        #_source: array:9 [
          "year" => "2020"
          "startDate" => null
          "endDate" => "2020"
          "student" => "Bräutigam M."
          "firstJob" => ""
          "label" => array:2 [
            "fr" => "Pro-cyclicality of Risk Measurements : Empirical Quantification and Theoretical Confirmation"
            "en" => "Pro-cyclicality of Risk Measurements : Empirical Quantification and Theoretical Confirmation"
          ]
          "role" => array:2 [
            "fr" => "Directeur de thèse"
            "en" => "Thesis director"
          ]
          "institution" => array:2 [
            "fr" => "ESSEC Business School"
            "en" => "ESSEC Business School"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      3 => Essec\Faculty\Model\These {#6294
        #_index: null
        #_id: null
        #_source: array:9 [
          "year" => "2022"
          "startDate" => null
          "endDate" => "2022"
          "student" => "BURITICA G."
          "firstJob" => ""
          "label" => array:2 [
            "fr" => "Assessing the time dependence of multivariate extremes"
            "en" => "Assessing the time dependence of multivariate extremes"
          ]
          "role" => array:2 [
            "fr" => "Président de jury"
            "en" => "Thesis jury president"
          ]
          "institution" => array:2 [
            "fr" => "Sorbonne Université"
            "en" => "Sorbonne Université"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      4 => Essec\Faculty\Model\These {#6295
        #_index: null
        #_id: null
        #_source: array:9 [
          "year" => "2016"
          "startDate" => null
          "endDate" => "2016"
          "student" => "Cadena M."
          "firstJob" => ""
          "label" => array:2 [
            "fr" => "Contributions actuarielles et statistiques pour l'analyse de risques en assurance liés au vieillissement de la population, notamment en assurance automobile"
            "en" => "Contributions actuarielles et statistiques pour l'analyse de risques en assurance liés au vieillissement de la population, notamment en assurance automobile"
          ]
          "role" => array:2 [
            "fr" => "Directeur de thèse"
            "en" => "Thesis director"
          ]
          "institution" => array:2 [
            "fr" => "ESSEC Business School"
            "en" => "ESSEC Business School"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      5 => Essec\Faculty\Model\These {#6296
        #_index: null
        #_id: null
        #_source: array:9 [
          "year" => "2013"
          "startDate" => null
          "endDate" => "2013"
          "student" => "CHEVANIER N."
          "firstJob" => ""
          "label" => array:2 [
            "fr" => "Valeurs extrêmes de mosaïques aléatoires"
            "en" => "Valeurs extrêmes de mosaïques aléatoires"
          ]
          "role" => array:2 [
            "fr" => "Président de jury"
            "en" => "Thesis jury president"
          ]
          "institution" => array:2 [
            "fr" => "Université de Rouen"
            "en" => "Université de Rouen"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      6 => Essec\Faculty\Model\These {#6297
        #_index: null
        #_id: null
        #_source: array:9 [
          "year" => "2015"
          "startDate" => null
          "endDate" => "2015"
          "student" => "CUBEROS A."
          "firstJob" => ""
          "label" => array:2 [
            "fr" => "Modélisation de la dépendance et estimation du risque agrégé"
            "en" => "Modélisation de la dépendance et estimation du risque agrégé"
          ]
          "role" => array:2 [
            "fr" => "Rapporteur"
            "en" => "Thesis referee"
          ]
          "institution" => array:2 [
            "fr" => " Université Claude Bernard Lyon 1"
            "en" => " Université Claude Bernard Lyon 1"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      7 => Essec\Faculty\Model\These {#6298
        #_index: null
        #_id: null
        #_source: array:9 [
          "year" => "2015"
          "startDate" => null
          "endDate" => "2015"
          "student" => "Debbabi N."
          "firstJob" => ""
          "label" => array:2 [
            "fr" => "Approche algébrique et théorie des valeurs extrêmes pour la détection de ruptures: application aux signaux biomédicaux"
            "en" => "Approche algébrique et théorie des valeurs extrêmes pour la détection de ruptures: application aux signaux biomédicaux"
          ]
          "role" => array:2 [
            "fr" => "Co-directeur de thèse"
            "en" => "Thesis co-director"
          ]
          "institution" => array:2 [
            "fr" => "URCA"
            "en" => "URCA"
          ]
          "country" => array:2 [
            "fr" => null
            "en" => null
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      8 => Essec\Faculty\Model\These {#6299
        #_index: null
        #_id: null
        #_source: array:9 [
          "year" => "2014"
          "startDate" => null
          "endDate" => "2014"
          "student" => "GARCÍA GARALUZ M. E."
          "firstJob" => ""
          "label" => array:2 [
            "fr" => "Modelado matemático de sistemas dinámicos en epidemiología"
            "en" => "Modelado matemático de sistemas dinámicos en epidemiología"
          ]
          "role" => array:2 [
            "fr" => "Membre de jury"
            "en" => "Thesis jury member"
          ]
          "institution" => array:2 [
            "fr" => "Universidad de Malaga"
            "en" => "Universidad de Malaga"
          ]
          "country" => array:2 [
            "fr" => "Espagne"
            "en" => "Spain"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      9 => Essec\Faculty\Model\These {#6300
        #_index: null
        #_id: null
        #_source: array:9 [
          "year" => "2019"
          "startDate" => null
          "endDate" => "2019"
          "student" => "LY A."
          "firstJob" => ""
          "label" => array:2 [
            "fr" => "Algorithmes de machine learning en assurance : solvabilité, textmining, anonymisation et transparence."
            "en" => "Algorithmes de machine learning en assurance : solvabilité, textmining, anonymisation et transparence."
          ]
          "role" => array:2 [
            "fr" => "Membre de jury"
            "en" => "Thesis jury member"
          ]
          "institution" => array:2 [
            "fr" => "Université Paris-Est Marne-la-Vallée (UPEM)"
            "en" => "Université Paris-Est Marne-la-Vallée (UPEM)"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
      10 => Essec\Faculty\Model\These {#6301
        #_index: null
        #_id: null
        #_source: array:9 [
          "year" => "2008"
          "startDate" => null
          "endDate" => "2008"
          "student" => "TOULEMONDE G."
          "firstJob" => ""
          "label" => array:2 [
            "fr" => "Estimation et tests en théorie des valeurs extrêmes"
            "en" => "Estimation et tests en théorie des valeurs extrêmes"
          ]
          "role" => array:2 [
            "fr" => "Rapporteur"
            "en" => "Thesis referee"
          ]
          "institution" => array:2 [
            "fr" => "Université Pierre et Marie Curie (UPMC)"
            "en" => "Université Pierre et Marie Curie (UPMC)"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#6196}
      }
    ]
    "indexedAt" => "2023-11-29T12:21:24.000Z"
    "contributions" => array:166 [
      0 => Essec\Faculty\Model\Contribution {#6302
        #_index: "academ_contributions"
        #_id: "6701"
        #_source: array:18 [
          "id" => "6701"
          "slug" => "modeling-and-backtesting-heavy-tailed-data"
          "yearMonth" => "2017-01"
          "year" => "2017"
          "title" => "Modeling and Backtesting Heavy Tailed Data"
          "description" => "KRATZ, M. (2017). Modeling and Backtesting Heavy Tailed Data. Dans: Durham Business School Workshop."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => "Durham Business School Workshop"
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      1 => Essec\Faculty\Model\Contribution {#6304
        #_index: "academ_contributions"
        #_id: "6760"
        #_source: array:18 [
          "id" => "6760"
          "slug" => "on-a-generalization-of-some-karamata-results-and-standard-evt-characterizations"
          "yearMonth" => "2014-08"
          "year" => "2014"
          "title" => "On a Generalization of Some Karamata Results and Standard EVT Characterizations"
          "description" => "KRATZ, M. et CADENA, M. (2014). On a Generalization of Some Karamata Results and Standard EVT Characterizations. Dans: 37th Conference on Stochastic Processes and their Applications."
          "authors" => array:2 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "CADENA M."
            ]
          ]
          "ouvrage" => "37th Conference on Stochastic Processes and their Applications"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      2 => Essec\Faculty\Model\Contribution {#6306
        #_index: "academ_contributions"
        #_id: "6763"
        #_source: array:18 [
          "id" => "6763"
          "slug" => "on-efficiency-and-alarm-system-in-reinsurance-contracts"
          "yearMonth" => "2008-07"
          "year" => "2008"
          "title" => "On efficiency and Alarm System in Reinsurance Contracts"
          "description" => "KRATZ, M. et SHUBHABRATA, D. (2008). On efficiency and Alarm System in Reinsurance Contracts. Dans: 7th World Congress in Probability and Statistics."
          "authors" => array:2 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "SHUBHABRATA D."
            ]
          ]
          "ouvrage" => "7th World Congress in Probability and Statistics"
          "keywords" => array:1 [
            0 => "Excess of Loss"
          ]
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "Insurance companies protect themselves from large claims by entering into reinsurance contracts in exchange for sharing part of the premiums. One popular criterion for selecting appropriate form of reinsurance contract is the benefit in the survival probability of the primary insurer (cedent) through entering such contracts. Recent literature (Ignatov et al. (2004), Kaishev et al. (2006)) has studied the problem by looking at the cedent and reinsurers perspective simultaneously, however such research is limited to one to one relationship between cedent and reinsurer. In practice, a reinsurer has reinsurance contract with multiple cedent companies. Thus the reinsurer may survive a lean period from a particular contract thanks to the financial status in the other reinsurance contracts. One goal of the current work is to exhibit this phenomenon through a model involving single reinsurer and multiple cedents. While we focus on Excess of Loss contracts, we plan to cover other reinsurance schemes and compare their efficiencies. We consider two alternative formulations of the efficiency measures of the reinsurance system, depending on whether the contracts are identical across all the cedents or not. A second motivation of the study is to explore the effectiveness of having multiple layers of reinsurance contracts in the system. Towards this we propose a modified version of the efficiency measure(s) and study its behaviour.  The efficiency measures help in selecting one among the possible reinsurance schemes as well as specific choice of optimal parameter, like retention level in Excess of Loss contract, or number of reinsurance layers.  An additional way of risk management for the (re-) insurance company is to develop an early and appropriate alarm system before the possible ruin. In that case, the problem boils down to the determination of a suitable level for the risk process which corresponds to a minimum pre-specified high probability of ruin within a given timeframe after the alarm. The formulation may be generalized from covering a single risk process to multiple ones, extending the concept of alarm system to reinsurance contracts."
            "en" => "Insurance companies protect themselves from large claims by entering into reinsurance contracts in exchange for sharing part of the premiums. One popular criterion for selecting appropriate form of reinsurance contract is the benefit in the survival probability of the primary insurer (cedent) through entering such contracts. Recent literature (Ignatov et al. (2004), Kaishev et al. (2006)) has studied the problem by looking at the cedent and reinsurers perspective simultaneously, however such research is limited to one to one relationship between cedent and reinsurer. In practice, a reinsurer has reinsurance contract with multiple cedent companies. Thus the reinsurer may survive a lean period from a particular contract thanks to the financial status in the other reinsurance contracts. One goal of the current work is to exhibit this phenomenon through a model involving single reinsurer and multiple cedents. While we focus on Excess of Loss contracts, we plan to cover other reinsurance schemes and compare their efficiencies. We consider two alternative formulations of the efficiency measures of the reinsurance system, depending on whether the contracts are identical across all the cedents or not. A second motivation of the study is to explore the effectiveness of having multiple layers of reinsurance contracts in the system. Towards this we propose a modified version of the efficiency measure(s) and study its behaviour.  The efficiency measures help in selecting one among the possible reinsurance schemes as well as specific choice of optimal parameter, like retention level in Excess of Loss contract, or number of reinsurance layers.  An additional way of risk management for the (re-) insurance company is to develop an early and appropriate alarm system before the possible ruin. In that case, the problem boils down to the determination of a suitable level for the risk process which corresponds to a minimum pre-specified high probability of ruin within a given timeframe after the alarm. The formulation may be generalized from covering a single risk process to multiple ones, extending the concept of alarm system to reinsurance contracts."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      3 => Essec\Faculty\Model\Contribution {#6303
        #_index: "academ_contributions"
        #_id: "6764"
        #_source: array:18 [
          "id" => "6764"
          "slug" => "on-functionals-of-excursion-sets-of-gaussian-random-fields-on-r2"
          "yearMonth" => "2015-03"
          "year" => "2015"
          "title" => "On Functionals of Excursion Sets of Gaussian Random Fields on R2"
          "description" => "KRATZ, M. et VADLAMANI, S. (2015). On Functionals of Excursion Sets of Gaussian Random Fields on R2. Dans: 5th Monash-Ritsumeikan Symposium."
          "authors" => array:2 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "VADLAMANI S."
            ]
          ]
          "ouvrage" => "5th Monash-Ritsumeikan Symposium"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      4 => Essec\Faculty\Model\Contribution {#6307
        #_index: "academ_contributions"
        #_id: "6765"
        #_source: array:18 [
          "id" => "6765"
          "slug" => "on-functionals-of-excursion-sets-of-gaussian-random-fields-on-r2"
          "yearMonth" => "2015-06"
          "year" => "2015"
          "title" => "On Functionals of Excursion Sets of Gaussian Random Fields on R2"
          "description" => "KRATZ, M. et VADLAMANI, S. (2015). On Functionals of Excursion Sets of Gaussian Random Fields on R2. Dans: 9th international conference on Extreme Value Analysis (EVA 2015)."
          "authors" => array:2 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "VADLAMANI S."
            ]
          ]
          "ouvrage" => "9th international conference on Extreme Value Analysis (EVA 2015)"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      5 => Essec\Faculty\Model\Contribution {#5851
        #_index: "academ_contributions"
        #_id: "6767"
        #_source: array:18 [
          "id" => "6767"
          "slug" => "on-new-ifrs-rules-when-actuaires-meet-accountants"
          "yearMonth" => "2016-06"
          "year" => "2016"
          "title" => "On New IFRS Rules: When Actuaires Meet Accountants"
          "description" => "KRATZ, M. (2016). On New IFRS Rules: When Actuaires Meet Accountants. Dans: International Round Table."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => "International Round Table"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      6 => Essec\Faculty\Model\Contribution {#6305
        #_index: "academ_contributions"
        #_id: "6768"
        #_source: array:18 [
          "id" => "6768"
          "slug" => "on-risk-aggregation"
          "yearMonth" => "2017-12"
          "year" => "2017"
          "title" => "On Risk Aggregation"
          "description" => "KRATZ, M. (2017). On Risk Aggregation. Dans: MATRIX workshop: "Mathematics of Risk"."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => "MATRIX workshop: "Mathematics of Risk""
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      7 => Essec\Faculty\Model\Contribution {#6308
        #_index: "academ_contributions"
        #_id: "6769"
        #_source: array:18 [
          "id" => "6769"
          "slug" => "on-risk-aggregation-and-diversification-benefits"
          "yearMonth" => "2014-12"
          "year" => "2014"
          "title" => "On risk aggregation and diversification benefits"
          "description" => "KRATZ, M. (2014). On risk aggregation and diversification benefits. Dans: Conference on Extreme Events in Finance."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => "Conference on Extreme Events in Finance"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      8 => Essec\Faculty\Model\Contribution {#6309
        #_index: "academ_contributions"
        #_id: "6770"
        #_source: array:18 [
          "id" => "6770"
          "slug" => "on-risk-concentration"
          "yearMonth" => "2016-06"
          "year" => "2016"
          "title" => "On Risk Concentration"
          "description" => "KRATZ, M. et DAS, S. (2016). On Risk Concentration. Dans: 3rd ISNPS (International Society for Non-Parametric Statistics) Conference."
          "authors" => array:2 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "DAS S."
            ]
          ]
          "ouvrage" => "3rd ISNPS (International Society for Non-Parametric Statistics) Conference"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      9 => Essec\Faculty\Model\Contribution {#6310
        #_index: "academ_contributions"
        #_id: "6774"
        #_source: array:18 [
          "id" => "6774"
          "slug" => "on-the-capacity-functional-of-excursion-sets-of-gaussian-random-fields-on-r2"
          "yearMonth" => "2013-07"
          "year" => "2013"
          "title" => "On the Capacity Functional of Excursion Sets of Gaussian Random Fields on R^2"
          "description" => "KRATZ, M. et NAGEL, W. (2013). On the Capacity Functional of Excursion Sets of Gaussian Random Fields on R^2. Dans: EVA 2013."
          "authors" => array:2 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "NAGEL W."
            ]
          ]
          "ouvrage" => "EVA 2013"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      10 => Essec\Faculty\Model\Contribution {#6311
        #_index: "academ_contributions"
        #_id: "6776"
        #_source: array:18 [
          "id" => "6776"
          "slug" => "on-the-decay-of-chord-lengths"
          "yearMonth" => "2009-07"
          "year" => "2009"
          "title" => "On the decay of Chord-lengths"
          "description" => "KRATZ, M. (2009). On the decay of Chord-lengths. Dans: Stochastic Processes and their Applications."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => "Stochastic Processes and their Applications"
          "keywords" => array:1 [
            0 => "Chord-length"
          ]
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "The modelling of  random bi-phasic or porous media (bones, stones, ...) has been, and still is, subject to investigation by mathematicians, physicists or physicians.  Here, we consider a thresholded random process X as a model, and look for information through the intervals when X is in a given phase, named chords.  We focus on the study of the chord-length tail distribution function. In the literature, different types of tail's behavior have been observed, among which exponential or power like decay. In this work, we look for the link between those two possible types of decay for the chord-length tail distribution function and the covariance function of X. First we perform with no  a priori on the chord-length tail's behavior, a statistical analysis on simulated data, using the Mean Excess Plot method as a graphical method to discriminate between  light or heavy tails, and estimating the shape parameter of the associated GPD of the tail. Then we provide theoretical results proving on one hand the exponential decay of the chord-length tail distribution function when considering exponentially decreasing covariance function of a stationary Gaussian process , on the other hand, a decay faster than any negative power function  when considering a r-mixing process X. Joint work with Y. Demichel, A. Estrade and G. Samorodnitsky"
            "en" => "The modelling of  random bi-phasic or porous media (bones, stones, ...) has been, and still is, subject to investigation by mathematicians, physicists or physicians.  Here, we consider a thresholded random process X as a model, and look for information through the intervals when X is in a given phase, named chords.  We focus on the study of the chord-length tail distribution function. In the literature, different types of tail's behavior have been observed, among which exponential or power like decay. In this work, we look for the link between those two possible types of decay for the chord-length tail distribution function and the covariance function of X. First we perform with no  a priori on the chord-length tail's behavior, a statistical analysis on simulated data, using the Mean Excess Plot method as a graphical method to discriminate between  light or heavy tails, and estimating the shape parameter of the associated GPD of the tail. Then we provide theoretical results proving on one hand the exponential decay of the chord-length tail distribution function when considering exponentially decreasing covariance function of a stationary Gaussian process , on the other hand, a decay faster than any negative power function  when considering a r-mixing process X. Joint work with Y. Demichel, A. Estrade and G. Samorodnitsky"
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      11 => Essec\Faculty\Model\Contribution {#6312
        #_index: "academ_contributions"
        #_id: "6777"
        #_source: array:18 [
          "id" => "6777"
          "slug" => "on-the-dependence-between-quantile-and-dispersion-estimators-application-to-quantitative-financial-risk-management"
          "yearMonth" => "2018-12"
          "year" => "2018"
          "title" => "On the Dependence between Quantile and Dispersion Estimators. Application to Quantitative Financial Risk Management"
          "description" => "BRÄUTIGAM, M. et KRATZ, M. (2018). On the Dependence between Quantile and Dispersion Estimators. Application to Quantitative Financial Risk Management. Dans: 7th Monash-Ritsumeikan Symposium on Probability and Related Fields 2018."
          "authors" => array:2 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "BRÄUTIGAM M."
            ]
          ]
          "ouvrage" => "7th Monash-Ritsumeikan Symposium on Probability and Related Fields 2018"
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      12 => Essec\Faculty\Model\Contribution {#6313
        #_index: "academ_contributions"
        #_id: "6781"
        #_source: array:18 [
          "id" => "6781"
          "slug" => "on-the-generalization-of-karamata-and-standard-evt-characterizations"
          "yearMonth" => "2014-06"
          "year" => "2014"
          "title" => "On the Generalization of Karamata and Standard EVT Characterizations"
          "description" => "KRATZ, M. (2014). On the Generalization of Karamata and Standard EVT Characterizations. Dans: 7th International Workshop on Applied Probability."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => "7th International Workshop on Applied Probability"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      13 => Essec\Faculty\Model\Contribution {#6314
        #_index: "academ_contributions"
        #_id: "6783"
        #_source: array:18 [
          "id" => "6783"
          "slug" => "on-the-local-behavior-of-the-extreme-quantiles-of-the-sum-of-heavy-tailed-distributed-random-variables"
          "yearMonth" => "2015-07"
          "year" => "2015"
          "title" => "On the Local Behavior of the Extreme Quantiles of the Sum of Heavy Tailed Distributed Random Variables"
          "description" => "KRATZ, M. et DAS, S. (2015). On the Local Behavior of the Extreme Quantiles of the Sum of Heavy Tailed Distributed Random Variables. Dans: 60th ISI World Statistics Congress (WSC)."
          "authors" => array:2 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "DAS S."
            ]
          ]
          "ouvrage" => "60th ISI World Statistics Congress (WSC)"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      14 => Essec\Faculty\Model\Contribution {#6315
        #_index: "academ_contributions"
        #_id: "6784"
        #_source: array:18 [
          "id" => "6784"
          "slug" => "on-the-regularity-of-functionals-for-stationary-gaussian-processes"
          "yearMonth" => "2019-07"
          "year" => "2019"
          "title" => "On the Regularity of Functionals for Stationary Gaussian Processes"
          "description" => "KRATZ, M. et AMABA, T. (2019). On the Regularity of Functionals for Stationary Gaussian Processes. Dans: 41st conference on Stochastic Processes and their Applications (SPA) 2019."
          "authors" => array:2 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "AMABA T."
            ]
          ]
          "ouvrage" => "41st conference on Stochastic Processes and their Applications (SPA) 2019"
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      15 => Essec\Faculty\Model\Contribution {#6316
        #_index: "academ_contributions"
        #_id: "6785"
        #_source: array:18 [
          "id" => "6785"
          "slug" => "on-the-regularity-of-time-occupation-functionals-for-gaussian-processes"
          "yearMonth" => "2018-06"
          "year" => "2018"
          "title" => "On the Regularity of Time Occupation Functionals for Gaussian Processes"
          "description" => "KRATZ, M. (2018). On the Regularity of Time Occupation Functionals for Gaussian Processes. Dans: Conference on ’Rough Paths Theory and Malliavin Calculus’, Rencontres Mathématiques de Rouen."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => "Conference on ’Rough Paths Theory and Malliavin Calculus’, Rencontres Mathématiques de Rouen"
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      16 => Essec\Faculty\Model\Contribution {#6317
        #_index: "academ_contributions"
        #_id: "6848"
        #_source: array:18 [
          "id" => "6848"
          "slug" => "overview-of-copulas-for-actuaries-in-management"
          "yearMonth" => "2017-02"
          "year" => "2017"
          "title" => "Overview of Copulas for Actuaries in Management"
          "description" => "KRATZ, M. (2017). Overview of Copulas for Actuaries in Management. Dans: SAS Forum Singapore 2017."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => "SAS Forum Singapore 2017"
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      17 => Essec\Faculty\Model\Contribution {#6318
        #_index: "academ_contributions"
        #_id: "6940"
        #_source: array:18 [
          "id" => "6940"
          "slug" => "probabilistic-forecasting-of-bubbles-and-flash-crashes"
          "yearMonth" => "2018-06"
          "year" => "2018"
          "title" => "Probabilistic Forecasting of Bubbles and Flash Crashes"
          "description" => "BANERJEE, A., CHEVILLON, G. et KRATZ, M. (2018). Probabilistic Forecasting of Bubbles and Flash Crashes. Dans: 2018 Asian Meeting of the Econometric Society."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "CHEVILLON Guillaume"
              "bid" => "B00072304"
              "slug" => "chevillon-guillaume"
            ]
            1 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            2 => array:1 [
              "name" => "BANERJEE A."
            ]
          ]
          "ouvrage" => "2018 Asian Meeting of the Econometric Society"
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      18 => Essec\Faculty\Model\Contribution {#6319
        #_index: "academ_contributions"
        #_id: "6948"
        #_source: array:18 [
          "id" => "6948"
          "slug" => "procyclicality-of-empirical-measurements-of-risk-in-financial-markets"
          "yearMonth" => "2017-09"
          "year" => "2017"
          "title" => "Procyclicality of Empirical Measurements of Risk in Financial Markets"
          "description" => "BRAÜTIGAM, M., DACOROGNA, M. et KRATZ, M. (2017). Procyclicality of Empirical Measurements of Risk in Financial Markets. Dans: 2017 Risk Measurement and Regulatory Issues in Business."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "BRAÜTIGAM M."
            ]
            2 => array:1 [
              "name" => "DACOROGNA M."
            ]
          ]
          "ouvrage" => "2017 Risk Measurement and Regulatory Issues in Business"
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      19 => Essec\Faculty\Model\Contribution {#6320
        #_index: "academ_contributions"
        #_id: "6949"
        #_source: array:18 [
          "id" => "6949"
          "slug" => "procyclicality-of-empirical-measurements-of-risk-in-financial-markets"
          "yearMonth" => "2017-06"
          "year" => "2017"
          "title" => "Procyclicality of Empirical Measurements of Risk in Financial Markets"
          "description" => "BRAÜTIGAM, M., DACOROGNA, M. et KRATZ, M. (2017). Procyclicality of Empirical Measurements of Risk in Financial Markets. Dans: 10th International Conference on Extreme Value Analysis."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "BRAÜTIGAM M."
            ]
            2 => array:1 [
              "name" => "DACOROGNA M."
            ]
          ]
          "ouvrage" => "10th International Conference on Extreme Value Analysis"
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      20 => Essec\Faculty\Model\Contribution {#6321
        #_index: "academ_contributions"
        #_id: "7077"
        #_source: array:18 [
          "id" => "7077"
          "slug" => "risk-measure-estimates-in-quiet-and-turbulent-times-an-empirical-study"
          "yearMonth" => "2016-12"
          "year" => "2016"
          "title" => "Risk Measure Estimates in Quiet and Turbulent Times: an Empirical Study"
          "description" => "KRATZ, M. et CHOTARD, R. (2016). Risk Measure Estimates in Quiet and Turbulent Times: an Empirical Study. Dans: 10th International Conference on Computational and Financial Econometrics (CFE 2016)."
          "authors" => array:2 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "CHOTARD R."
            ]
          ]
          "ouvrage" => "10th International Conference on Computational and Financial Econometrics (CFE 2016)"
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      21 => Essec\Faculty\Model\Contribution {#6322
        #_index: "academ_contributions"
        #_id: "7078"
        #_source: array:18 [
          "id" => "7078"
          "slug" => "risk-models-validation-keynote-speaker"
          "yearMonth" => "2016-09"
          "year" => "2016"
          "title" => "Risk Models Validation [Keynote speaker]"
          "description" => "KRATZ, M. (2016). Risk Models Validation [Keynote speaker]. Dans: 3rd ERM Conference-Singapore Actuarial Society (SAS)."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => "3rd ERM Conference-Singapore Actuarial Society (SAS)"
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      22 => Essec\Faculty\Model\Contribution {#6323
        #_index: "academ_contributions"
        #_id: "7125"
        #_source: array:18 [
          "id" => "7125"
          "slug" => "sentiment-driven-buoyancy"
          "yearMonth" => "2014-12"
          "year" => "2014"
          "title" => "Sentiment Driven Buoyancy"
          "description" => "CHEVILLON, G., BANERJEE, A. et KRATZ, M. (2014). Sentiment Driven Buoyancy. Dans: 8th International Conference on Computational and Financial Econometrics (CFE 2014)."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "CHEVILLON Guillaume"
              "bid" => "B00072304"
              "slug" => "chevillon-guillaume"
            ]
            1 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            2 => array:1 [
              "name" => "BANERJEE A."
            ]
          ]
          "ouvrage" => "8th International Conference on Computational and Financial Econometrics (CFE 2014)"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      23 => Essec\Faculty\Model\Contribution {#6324
        #_index: "academ_contributions"
        #_id: "7130"
        #_source: array:18 [
          "id" => "7130"
          "slug" => "setting-the-risk-appetite-in-the-presence-of-systemic-risk"
          "yearMonth" => "2014-11"
          "year" => "2014"
          "title" => "Setting the risk appetite in the presence of systemic risk"
          "description" => "KRATZ, M. (2014). Setting the risk appetite in the presence of systemic risk. Dans: Enterprise Risk Management (ERM) conference."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => "Enterprise Risk Management (ERM) conference"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      24 => Essec\Faculty\Model\Contribution {#6325
        #_index: "academ_contributions"
        #_id: "7162"
        #_source: array:18 [
          "id" => "7162"
          "slug" => "standard-risk-measures-a-statistical-debate"
          "yearMonth" => "2016-07"
          "year" => "2016"
          "title" => "Standard Risk Measures: A Statistical Debate"
          "description" => "KRATZ, M. (2016). Standard Risk Measures: A Statistical Debate. Dans: 2015 IMS-China International Conference on Statistics and Probability."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => "2015 IMS-China International Conference on Statistics and Probability"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      25 => Essec\Faculty\Model\Contribution {#6326
        #_index: "academ_contributions"
        #_id: "7453"
        #_source: array:18 [
          "id" => "7453"
          "slug" => "the-tail-distributions-of-functionals-of-random-excursion-sets"
          "yearMonth" => "2012-06"
          "year" => "2012"
          "title" => "The Tail Distributions of Functionals of Random Excursion Sets"
          "description" => "KRATZ, M. et NAGEL, W. (2012). The Tail Distributions of Functionals of Random Excursion Sets. Dans: Sixth International Workshop on Applied Probability (IWAP 2012)."
          "authors" => array:2 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "NAGEL W."
            ]
          ]
          "ouvrage" => "Sixth International Workshop on Applied Probability (IWAP 2012)"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "When a random field $(X_t, \ t\in {\mathbb R}^D)$ is thresholded on a given level $\gamma$ the excursion set is given by its indicator ${\bf 1}_{(\gamma , \infty )}(X_t)$.The purpose of this work is to study several functionals (as established in Stochastic Geometry) of these random excursion sets, as e.g. the capacity functional, as well as the tails of their distributions. It extends results obtained for the one-dimensional case by M. Kratz and coauthors (Demichel et al. (2011), Estrade et al (2001)) to the multidimensional case, mainly when D=2, with tools borrowed to EVT and to stochastic geometry. Various approaches are considered, among which approaches based on Rice type formulas (e.g. Azais and Wschebor (2009)) or on Morse formulas (Adler and Taylor (2007))."
            "en" => "When a random field $(X_t, \ t\in {\mathbb R}^D)$ is thresholded on a given level $\gamma$ the excursion set is given by its indicator ${\bf 1}_{(\gamma , \infty )}(X_t)$.The purpose of this work is to study several functionals (as established in Stochastic Geometry) of these random excursion sets, as e.g. the capacity functional, as well as the tails of their distributions. It extends results obtained for the one-dimensional case by M. Kratz and coauthors (Demichel et al. (2011), Estrade et al (2001)) to the multidimensional case, mainly when D=2, with tools borrowed to EVT and to stochastic geometry. Various approaches are considered, among which approaches based on Rice type formulas (e.g. Azais and Wschebor (2009)) or on Morse formulas (Adler and Taylor (2007))."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      26 => Essec\Faculty\Model\Contribution {#6327
        #_index: "academ_contributions"
        #_id: "7454"
        #_source: array:18 [
          "id" => "7454"
          "slug" => "the-tail-distributions-of-functionals-of-random-excursion-sets-co-author-nagel-w"
          "yearMonth" => "2012-06"
          "year" => "2012"
          "title" => "The Tail Distributions of Functionals of Random Excursion Sets (co-author NAGEL W.)"
          "description" => "KRATZ, M. et NAGEL, W. (2012). The Tail Distributions of Functionals of Random Excursion Sets (co-author NAGEL W.). Dans: Stereology, Spatial Statistics and Stochastic Geometry 7th International Conference (S4G 2012)."
          "authors" => array:2 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "NAGEL W."
            ]
          ]
          "ouvrage" => "Stereology, Spatial Statistics and Stochastic Geometry 7th International Conference (S4G 2012)"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "When a random field $(X_t, \ t\in {\mathbb R}^D)$ is thresholded on a given level $\gamma$ the excursion set is given by its indicator ${\bf 1}_{(\gamma , \infty )}(X_t)$.The purpose of this work is to study several functionals (as established in Stochastic Geometry) of these random excursion sets, as e.g. the capacity functional, as well as the tails of their distributions. It extends results obtained for the one-dimensional case by M. Kratz and coauthors (Demichel et al. (2011), Estrade et al (2001)) to the multidimensional case, mainly when D=2, with tools borrowed to EVT and to stochastic geometry. Various approaches are considered, among which approaches based on Rice type formulas (e.g. Azais and Wschebor (2009)) or on Morse formulas (Adler and Taylor (2007))."
            "en" => "When a random field $(X_t, \ t\in {\mathbb R}^D)$ is thresholded on a given level $\gamma$ the excursion set is given by its indicator ${\bf 1}_{(\gamma , \infty )}(X_t)$.The purpose of this work is to study several functionals (as established in Stochastic Geometry) of these random excursion sets, as e.g. the capacity functional, as well as the tails of their distributions. It extends results obtained for the one-dimensional case by M. Kratz and coauthors (Demichel et al. (2011), Estrade et al (2001)) to the multidimensional case, mainly when D=2, with tools borrowed to EVT and to stochastic geometry. Various approaches are considered, among which approaches based on Rice type formulas (e.g. Azais and Wschebor (2009)) or on Morse formulas (Adler and Taylor (2007))."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      27 => Essec\Faculty\Model\Contribution {#6328
        #_index: "academ_contributions"
        #_id: "7473"
        #_source: array:18 [
          "id" => "7473"
          "slug" => "there-is-a-var-beyond-usual-approximations"
          "yearMonth" => "2013-01"
          "year" => "2013"
          "title" => "There is a VaR Beyond Usual Approximations"
          "description" => "KRATZ, M. (2013). There is a VaR Beyond Usual Approximations. Dans: Workshop on  Heavy-tailed Distributions and Extreme Value Theory."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => "Workshop on  Heavy-tailed Distributions and Extreme Value Theory"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      28 => Essec\Faculty\Model\Contribution {#6329
        #_index: "academ_contributions"
        #_id: "7575"
        #_source: array:18 [
          "id" => "7575"
          "slug" => "validation-of-risk-models"
          "yearMonth" => "2016-03"
          "year" => "2016"
          "title" => "Validation of Risk Models"
          "description" => "KRATZ, M. (2016). Validation of Risk Models. Dans: IFoA Asia conference."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => "IFoA Asia conference"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      29 => Essec\Faculty\Model\Contribution {#6330
        #_index: "academ_contributions"
        #_id: "7623"
        #_source: array:18 [
          "id" => "7623"
          "slug" => "what-is-the-best-risk-measure-in-practice"
          "yearMonth" => "2015-07"
          "year" => "2015"
          "title" => "What is the Best Risk Measure in Practice ?"
          "description" => "EMMER, S., KRATZ, M. et TASCHE, D. (2015). What is the Best Risk Measure in Practice ? Dans: 2015 IMS-China International Conference on Statistics and Probability."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "EMMER S."
            ]
            2 => array:1 [
              "name" => "TASCHE D."
            ]
          ]
          "ouvrage" => "2015 IMS-China International Conference on Statistics and Probability"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      30 => Essec\Faculty\Model\Contribution {#6331
        #_index: "academ_contributions"
        #_id: "7624"
        #_source: array:18 [
          "id" => "7624"
          "slug" => "what-is-the-best-risk-measure-in-pratice-a-comparison-of-standard-measures"
          "yearMonth" => "2015-07"
          "year" => "2015"
          "title" => "What is the Best Risk Measure in Pratice? A Comparison of Standard Measures"
          "description" => "EMMER, S., KRATZ, M. et TASCHE, D. (2015). What is the Best Risk Measure in Pratice? A Comparison of Standard Measures. Dans: 2nd International Conference of the Society for Economic Measurement."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "EMMER S."
            ]
            2 => array:1 [
              "name" => "TASCHE D."
            ]
          ]
          "ouvrage" => "2nd International Conference of the Society for Economic Measurement"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      31 => Essec\Faculty\Model\Contribution {#6332
        #_index: "academ_contributions"
        #_id: "7880"
        #_source: array:18 [
          "id" => "7880"
          "slug" => "a-self-calibrating-method-for-heavy-tailed-data-modeling-application-in-neuroscience-and-nance"
          "yearMonth" => "2016-12"
          "year" => "2016"
          "title" => "A Self-Calibrating Method for Heavy Tailed Data Modeling. Application in Neuroscience and  Nance"
          "description" => "DEBBABI, N., KRATZ, M. et MBOUP, M. (2016). <i>A Self-Calibrating Method for Heavy Tailed Data Modeling. Application in Neuroscience and  Nance</i>. ESSEC Business School."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "DEBBABI N."
            ]
            2 => array:1 [
              "name" => "MBOUP M."
            ]
          ]
          "ouvrage" => ""
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Documents de travail"
            "en" => "Working Papers"
          ]
          "support_type" => array:2 [
            "fr" => "Editeur"
            "en" => "Publisher"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "One of the main issues in the statistical literature of extremes concerns the tail index estimation, closely linked to the determination of a threshold above which a Generalized Pareto Distribution (GPD) can be fitted. Approaches to this estimation may be classified into two classes, one using standard Peak Over Threshold (POT) methods, in which the threshold to estimate the tail is chosen graphically according to the problem, the other suggesting self-calibrating methods, where the threshold is algorithmically determined. Our approach belongs to this second class proposing a hybrid distribution for heavy tailed data modeling, which links a normal (or lognormal) distribution to a GPD via an exponential distribution that bridges the gap between mean and asymptotic behaviors. A new unsupervised algorithm is then developed for estimating the parameters of this model. The effectiveness of our self-calibrating method is studied in terms of goodness-of-fit on simulated data. Then, it is applied to real data from neuroscience and finance, respectively. A comparison with other more standard extreme approaches follows."
            "en" => "One of the main issues in the statistical literature of extremes concerns the tail index estimation, closely linked to the determination of a threshold above which a Generalized Pareto Distribution (GPD) can be fitted. Approaches to this estimation may be classified into two classes, one using standard Peak Over Threshold (POT) methods, in which the threshold to estimate the tail is chosen graphically according to the problem, the other suggesting self-calibrating methods, where the threshold is algorithmically determined. Our approach belongs to this second class proposing a hybrid distribution for heavy tailed data modeling, which links a normal (or lognormal) distribution to a GPD via an exponential distribution that bridges the gap between mean and asymptotic behaviors. A new unsupervised algorithm is then developed for estimating the parameters of this model. The effectiveness of our self-calibrating method is studied in terms of goodness-of-fit on simulated data. Then, it is applied to real data from neuroscience and finance, respectively. A comparison with other more standard extreme approaches follows."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      32 => Essec\Faculty\Model\Contribution {#6333
        #_index: "academ_contributions"
        #_id: "7898"
        #_source: array:18 [
          "id" => "7898"
          "slug" => "an-extension-of-the-class-of-regularly-varying-functions"
          "yearMonth" => "2014-12"
          "year" => "2014"
          "title" => "An Extension of the Class of Regularly Varying Functions"
          "description" => "KRATZ, M. et CADENA, M. (2014). <i>An Extension of the Class of Regularly Varying Functions</i>. ESSEC Business School."
          "authors" => array:2 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "CADENA M."
            ]
          ]
          "ouvrage" => ""
          "keywords" => []
          "updatedAt" => "2020-12-17 21:00:33"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Documents de travail"
            "en" => "Working Papers"
          ]
          "support_type" => array:2 [
            "fr" => "Editeur"
            "en" => "Publisher"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => """
              We define a new class of positive and Lebesgue measurable functions in terms\n
              of their asymptotic behavior, which includes the class of regularly varying functions.\n
              We also characterize it by transformations, corresponding to generalized moments\n
              when these functions are random variables. We study the properties of this new class\n
              and discuss their applications to Extreme Value Theory.
              """
            "en" => """
              We define a new class of positive and Lebesgue measurable functions in terms\n
              of their asymptotic behavior, which includes the class of regularly varying functions.\n
              We also characterize it by transformations, corresponding to generalized moments\n
              when these functions are random variables. We study the properties of this new class\n
              and discuss their applications to Extreme Value Theory.
              """
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      33 => Essec\Faculty\Model\Contribution {#6334
        #_index: "academ_contributions"
        #_id: "7945"
        #_source: array:18 [
          "id" => "7945"
          "slug" => "clt-for-lipschitz-killing-curvatures-of-excursion-sets-of-gaussian-random-fields"
          "yearMonth" => "2016-08"
          "year" => "2016"
          "title" => "CLT for Lipschitz-Killing Curvatures of Excursion Sets of Gaussian Random Fields"
          "description" => "KRATZ, M. et VADLAMANI, S. (2016). <i>CLT for Lipschitz-Killing Curvatures of Excursion Sets of Gaussian Random Fields</i>. ESSEC Business School."
          "authors" => array:2 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "VADLAMANI S."
            ]
          ]
          "ouvrage" => ""
          "keywords" => []
          "updatedAt" => "2021-07-13 14:31:14"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Documents de travail"
            "en" => "Working Papers"
          ]
          "support_type" => array:2 [
            "fr" => "Editeur"
            "en" => "Publisher"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "Our interest in this paper is to explore limit theorems for various geometric functionals of excursion sets of isotropic Gaussian random fields. In the past, limit theorems have been proven for various geometric functionals of excursion sets/sojourn times ( see Berman, Kratz and Leon, Meshenmoser and Shashkin, Pham, Spodarev, for a sample of works in such settings). The most recent addition Estrade and Leon where a CLT for Euler-Poincaré characteristic of the excursions set of a Gaussian random field is proven under appropriate conditions. In this paper, we shall obtain a central limit theorem for some global geometric functionals, called the Lipschitz-Killing curvatures of excursion sets of Gaussian random fields in an appropriate setting."
            "en" => "Our interest in this paper is to explore limit theorems for various geometric functionals of excursion sets of isotropic Gaussian random fields. In the past, limit theorems have been proven for various geometric functionals of excursion sets/sojourn times ( see Berman, Kratz and Leon, Meshenmoser and Shashkin, Pham, Spodarev, for a sample of works in such settings). The most recent addition Estrade and Leon where a CLT for Euler-Poincaré characteristic of the excursions set of a Gaussian random field is proven under appropriate conditions. In this paper, we shall obtain a central limit theorem for some global geometric functionals, called the Lipschitz-Killing curvatures of excursion sets of Gaussian random fields in an appropriate setting."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      34 => Essec\Faculty\Model\Contribution {#6335
        #_index: "academ_contributions"
        #_id: "7992"
        #_source: array:18 [
          "id" => "7992"
          "slug" => "diversification-benefits-under-multivariate-second-order-regular-variation"
          "yearMonth" => "2017-04"
          "year" => "2017"
          "title" => "Diversification Benefits Under Multivariate Second Order Regular Variation"
          "description" => "DAS, S. et KRATZ, M. (2017). <i>Diversification Benefits Under Multivariate Second Order Regular Variation</i>. ESSEC Business School."
          "authors" => array:2 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "DAS S."
            ]
          ]
          "ouvrage" => ""
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Documents de travail"
            "en" => "Working Papers"
          ]
          "support_type" => array:2 [
            "fr" => "Editeur"
            "en" => "Publisher"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "We analyze risk diversification in a portfolio of heavy-tailed risk factors under the assumption of second order multivariate regular variation. Asymptotic limits for a measure of diversification benefit are obtained when considering, for instance, the value-at-risk. The asymptotic limits are computed in a few examples exhibiting a variety of different assumptions made on marginal or joint distributions. This study ties up existing related results available in the literature under a broader umbrella."
            "en" => "We analyze risk diversification in a portfolio of heavy-tailed risk factors under the assumption of second order multivariate regular variation. Asymptotic limits for a measure of diversification benefit are obtained when considering, for instance, the value-at-risk. The asymptotic limits are computed in a few examples exhibiting a variety of different assumptions made on marginal or joint distributions. This study ties up existing related results available in the literature under a broader umbrella."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      35 => Essec\Faculty\Model\Contribution {#6336
        #_index: "academ_contributions"
        #_id: "8040"
        #_source: array:18 [
          "id" => "8040"
          "slug" => "explicit-diversification-benefit-for-dependent-risks"
          "yearMonth" => "2015-12"
          "year" => "2015"
          "title" => "Explicit Diversification Benefit for Dependent Risks"
          "description" => "DACOROGNA, M., ELBAHTOURI, L. et KRATZ, M. (2015). <i>Explicit Diversification Benefit for Dependent Risks</i>. ESSEC Business School."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "DACOROGNA M."
            ]
            2 => array:1 [
              "name" => "ELBAHTOURI L."
            ]
          ]
          "ouvrage" => ""
          "keywords" => []
          "updatedAt" => "2020-12-17 21:00:33"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Documents de travail"
            "en" => "Working Papers"
          ]
          "support_type" => array:2 [
            "fr" => "Editeur"
            "en" => "Publisher"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "We propose a new approach to analyse the effect of diversification on a portfolio of risks. By means of mixing techniques, we provide an explicit formula for the probability density function of the portfolio. These techniques allow to compute analytically risk measures as VaR or TVaR, and consequently the associated diversification benefit. The explicit formulas constitute ideal tools to analyse the properties of risk measures and diversification benefit. We use standard models, which are popular in the reinsurance industry, Archimedean survival copulas and heavy tailed marginals. We explore numerically their behavior and compare them to the aggregation of independent random variables, as well as of linearly dependent ones. Moreover, the numerical convergence of Monte Carlo simulations of various quantities is tested against the analytical result. The speed of convergence appears to depend on the fatness of the tail; the higher the tail index, the faster the convergence."
            "en" => "We propose a new approach to analyse the effect of diversification on a portfolio of risks. By means of mixing techniques, we provide an explicit formula for the probability density function of the portfolio. These techniques allow to compute analytically risk measures as VaR or TVaR, and consequently the associated diversification benefit. The explicit formulas constitute ideal tools to analyse the properties of risk measures and diversification benefit. We use standard models, which are popular in the reinsurance industry, Archimedean survival copulas and heavy tailed marginals. We explore numerically their behavior and compare them to the aggregation of independent random variables, as well as of linearly dependent ones. Moreover, the numerical convergence of Monte Carlo simulations of various quantities is tested against the analytical result. The speed of convergence appears to depend on the fatness of the tail; the higher the tail index, the faster the convergence."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      36 => Essec\Faculty\Model\Contribution {#6337
        #_index: "academ_contributions"
        #_id: "8228"
        #_source: array:18 [
          "id" => "8228"
          "slug" => "living-in-a-stochastic-world-and-managing-complex-risks"
          "yearMonth" => "2015-10"
          "year" => "2015"
          "title" => "Living in a Stochastic World and Managing Complex Risks"
          "description" => "DACOROGNA, M. et KRATZ, M. (2015). <i>Living in a Stochastic World and Managing Complex Risks</i>. ESSEC Business School."
          "authors" => array:2 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "DACOROGNA M."
            ]
          ]
          "ouvrage" => ""
          "keywords" => []
          "updatedAt" => "2020-12-17 21:00:33"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Documents de travail"
            "en" => "Working Papers"
          ]
          "support_type" => array:2 [
            "fr" => "Editeur"
            "en" => "Publisher"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "In this paper, we review the concept of risk, its evolution in history and the big changes we experienced in the last 50 years. We conclude that peak risks are growing and the need for risk management is becoming a societal demand. Two phenomena are identified to render risks more complex, increasing interconnectedness of the world and faster time scale whereby actors have little time to adapt. We conclude in showing the complementary between qualitative and quantitative risk management."
            "en" => "In this paper, we review the concept of risk, its evolution in history and the big changes we experienced in the last 50 years. We conclude that peak risks are growing and the need for risk management is becoming a societal demand. Two phenomena are identified to render risks more complex, increasing interconnectedness of the world and faster time scale whereby actors have little time to adapt. We conclude in showing the complementary between qualitative and quantitative risk management."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      37 => Essec\Faculty\Model\Contribution {#6338
        #_index: "academ_contributions"
        #_id: "8271"
        #_source: array:18 [
          "id" => "8271"
          "slug" => "modelling-macroeconomic-effects-and-expert-judgements-in-operational-risk-a-bayesian-approach"
          "yearMonth" => "2012-03"
          "year" => "2012"
          "title" => "Modelling Macroeconomic Effects and Expert Judgements in Operational Risk: A Bayesian Approach"
          "description" => "CAPA SANTOS, H., KRATZ, M. et MOSQUERA MUÑOZ, F.V. (2012). <i>Modelling Macroeconomic Effects and Expert Judgements in Operational Risk: A Bayesian Approach</i>. ESSEC Business School."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "CAPA SANTOS H."
            ]
            2 => array:1 [
              "name" => "MOSQUERA MUÑOZ F.V."
            ]
          ]
          "ouvrage" => ""
          "keywords" => []
          "updatedAt" => "2020-12-17 21:00:33"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Documents de travail"
            "en" => "Working Papers"
          ]
          "support_type" => array:2 [
            "fr" => "Editeur"
            "en" => "Publisher"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "This work presents a contribution on operational risk under a general Bayesian context incorporating information on market risk profile, experts and operational losses, taking into account the general macroeconomic environment as well. It aims at estimating a characteristic parameter of the distributions of the sources, market risk profile, experts and operational losses, chosen here at a location parameter. It generalizes under more realistic conditions a study realized by Lambrigger, Shevchenko and Wüthrich, and analyses macroeconomic effects on operational risk. It appears that severities of operational losses are more related to the macroeconomics environment than usually assumed."
            "en" => "This work presents a contribution on operational risk under a general Bayesian context incorporating information on market risk profile, experts and operational losses, taking into account the general macroeconomic environment as well. It aims at estimating a characteristic parameter of the distributions of the sources, market risk profile, experts and operational losses, chosen here at a location parameter. It generalizes under more realistic conditions a study realized by Lambrigger, Shevchenko and Wüthrich, and analyses macroeconomic effects on operational risk. It appears that severities of operational losses are more related to the macroeconomics environment than usually assumed."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      38 => Essec\Faculty\Model\Contribution {#6339
        #_index: "academ_contributions"
        #_id: "8283"
        #_source: array:18 [
          "id" => "8283"
          "slug" => "multinomial-var-backtests-a-simple-implicit-approach-to-backtesting-expected-shortfall"
          "yearMonth" => "2016-11"
          "year" => "2016"
          "title" => "Multinomial VaR Backtests: A Simple Implicit Approach to Backtesting Expected Shortfall"
          "description" => "KRATZ, M., LOK, Y.H. et MCNEIL, A.J. (2016). <i>Multinomial VaR Backtests: A Simple Implicit Approach to Backtesting Expected Shortfall</i>. ESSEC Business School."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "LOK Y. H."
            ]
            2 => array:1 [
              "name" => "MCNEIL A. J."
            ]
          ]
          "ouvrage" => ""
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Documents de travail"
            "en" => "Working Papers"
          ]
          "support_type" => array:2 [
            "fr" => "Editeur"
            "en" => "Publisher"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "Under the Fundamental Review of the Trading Book (FRTB) capital charges for the trading book are based on the coherent expected shortfall (ES) risk measure, which show greater sensitivity to tail risk. In this paper it is argued that backtesting of expected shortfall - or the trading book model from which it is calculated - can be based on a simultaneous multinomial test of value-at-risk (VaR) exceptions at different levels, an idea supported by an approximation of ES in terms of multiple quantiles of a distribution proposed in Emmer et al.. By comparing Pearson, Nass and likelihood-ratio tests (LRTs) for different numbers of VaR levels N, it is shown in a series of simulation experiments that multinomial tests with N>=4 are much more powerful at detecting misspecifications of trading book loss models than standard binomial exception tests corresponding to the case N=1. Each test has its merits: Pearson offers simplicity; Nass is robust in its size properties to the choice of N; the LRT is very powerful though slightly over-sized in small samples and more computationally burdensome. A traffic-light system for trading book models based on the multinomial test is proposed and the recommended procedure is applied to a real-data example spanning the 2008 financial crisis."
            "en" => "Under the Fundamental Review of the Trading Book (FRTB) capital charges for the trading book are based on the coherent expected shortfall (ES) risk measure, which show greater sensitivity to tail risk. In this paper it is argued that backtesting of expected shortfall - or the trading book model from which it is calculated - can be based on a simultaneous multinomial test of value-at-risk (VaR) exceptions at different levels, an idea supported by an approximation of ES in terms of multiple quantiles of a distribution proposed in Emmer et al.. By comparing Pearson, Nass and likelihood-ratio tests (LRTs) for different numbers of VaR levels N, it is shown in a series of simulation experiments that multinomial tests with N>=4 are much more powerful at detecting misspecifications of trading book loss models than standard binomial exception tests corresponding to the case N=1. Each test has its merits: Pearson offers simplicity; Nass is robust in its size properties to the choice of N; the LRT is very powerful though slightly over-sized in small samples and more computationally burdensome. A traffic-light system for trading book models based on the multinomial test is proposed and the recommended procedure is applied to a real-data example spanning the 2008 financial crisis."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      39 => Essec\Faculty\Model\Contribution {#6340
        #_index: "academ_contributions"
        #_id: "8286"
        #_source: array:18 [
          "id" => "8286"
          "slug" => "new-results-on-the-order-of-functions-at-infinity"
          "yearMonth" => "2017-06"
          "year" => "2017"
          "title" => "New Results on the Order of Functions at Infinity"
          "description" => "CADENA, M., KRATZ, M. et OMEY, E. (2017). <i>New Results on the Order of Functions at Infinity</i>. ESSEC Business School."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "CADENA M."
            ]
            2 => array:1 [
              "name" => "OMEY E."
            ]
          ]
          "ouvrage" => ""
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Documents de travail"
            "en" => "Working Papers"
          ]
          "support_type" => array:2 [
            "fr" => "Editeur"
            "en" => "Publisher"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "Recently, new classes of positive and measurable functions, M(p) and M(±∞), have been defined in terms of their asymptotic behaviour at infinity, when normalized by a logarithm (Cadena et al., 2015, 2016, 2017). Looking for other suitable normalizing functions than logarithm seems quite natural. It is what is developed in this paper, studying new classes of functions of the type lim log U(x)/H(x) = p < ∞ for a large class of normalizing functions H. It provides subclasses of M(0) and M(±∞)."
            "en" => "Recently, new classes of positive and measurable functions, M(p) and M(±∞), have been defined in terms of their asymptotic behaviour at infinity, when normalized by a logarithm (Cadena et al., 2015, 2016, 2017). Looking for other suitable normalizing functions than logarithm seems quite natural. It is what is developed in this paper, studying new classes of functions of the type lim log U(x)/H(x) = p < ∞ for a large class of normalizing functions H. It provides subclasses of M(0) and M(±∞)."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      40 => Essec\Faculty\Model\Contribution {#6341
        #_index: "academ_contributions"
        #_id: "8294"
        #_source: array:18 [
          "id" => "8294"
          "slug" => "on-the-capacity-functional-of-excursion-sets-of-gaussian-random-fields-on-r%c2%b2"
          "yearMonth" => "2014-11"
          "year" => "2014"
          "title" => "On the Capacity Functional of Excursion Sets of Gaussian Random Fields on R²"
          "description" => "KRATZ, M. et NAGEL, W. (2014). <i>On the Capacity Functional of Excursion Sets of Gaussian Random Fields on R²</i>. ESSEC Business School."
          "authors" => array:2 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "NAGEL W."
            ]
          ]
          "ouvrage" => ""
          "keywords" => []
          "updatedAt" => "2020-12-17 21:00:33"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Documents de travail"
            "en" => "Working Papers"
          ]
          "support_type" => array:2 [
            "fr" => "Editeur"
            "en" => "Publisher"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "When a random field (Xt, t € R²) is thresholded on a given level u, the excursion set is given by its indicator 1[u,∞)(Xt). The purpose of this work is to study functionals (as established in stochastic geometry) of these random excursion sets, as e.g. the capacity functional as well as the second moment measure of the boundary length. It extend results obtained for the one-dimensional case to the two-dimensional case, with tools borrowed from crossing theory,  in particular Rice methods, and from integral and stochastic geometry."
            "en" => "When a random field (Xt, t € R²) is thresholded on a given level u, the excursion set is given by its indicator 1[u,∞)(Xt). The purpose of this work is to study functionals (as established in stochastic geometry) of these random excursion sets, as e.g. the capacity functional as well as the second moment measure of the boundary length. It extend results obtained for the one-dimensional case to the two-dimensional case, with tools borrowed from crossing theory,  in particular Rice methods, and from integral and stochastic geometry."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      41 => Essec\Faculty\Model\Contribution {#6342
        #_index: "academ_contributions"
        #_id: "8295"
        #_source: array:18 [
          "id" => "8295"
          "slug" => "on-the-dependence-between-quantiles-and-dispersion-estimators"
          "yearMonth" => "2018-12"
          "year" => "2018"
          "title" => "On The Dependence Between Quantiles And Dispersion Estimators"
          "description" => "BRÄUTIGAM, M. et KRATZ, M. (2018). <i>On The Dependence Between Quantiles And Dispersion Estimators</i>. ESSEC Business School."
          "authors" => array:2 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "BRÄUTIGAM M."
            ]
          ]
          "ouvrage" => ""
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Documents de travail"
            "en" => "Working Papers"
          ]
          "support_type" => array:2 [
            "fr" => "Editeur"
            "en" => "Publisher"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "In this study, we derive the joint asymptotic distributions of functionals of quantile estimators (the non-parametric sample quantile and the parametric location-scale quantile) and functionals of measure of dispersion estimators (the sample standard deviation, sample mean absolute deviation, sample median absolute deviation) - assuming an underlying identically and independently distributed sample. Additionally, for location-scale distributions, we show that asymptotic correlations of such functionals do not depend on the mean and variance parameter of the distribution. Further, we compare the impact of the choice of the quantile estimator (sample quantile vs. parametric location-scale quantile) in terms of speed of convergence of the asymptotic covariance and correlations respectively. As application, we show in simulations a good finite sample performance of the asymptotics. Further, we show how the theoretical dependence results can be applied to the most well-known risk measures (Value-at-Risk, Expected Shortfall, expectile). Finally, we relate the theoretical results to empirical findings in the literature of the dependence between risk measure prediction (on historical samples) and the estimated volatility."
            "en" => "In this study, we derive the joint asymptotic distributions of functionals of quantile estimators (the non-parametric sample quantile and the parametric location-scale quantile) and functionals of measure of dispersion estimators (the sample standard deviation, sample mean absolute deviation, sample median absolute deviation) - assuming an underlying identically and independently distributed sample. Additionally, for location-scale distributions, we show that asymptotic correlations of such functionals do not depend on the mean and variance parameter of the distribution. Further, we compare the impact of the choice of the quantile estimator (sample quantile vs. parametric location-scale quantile) in terms of speed of convergence of the asymptotic covariance and correlations respectively. As application, we show in simulations a good finite sample performance of the asymptotics. Further, we show how the theoretical dependence results can be applied to the most well-known risk measures (Value-at-Risk, Expected Shortfall, expectile). Finally, we relate the theoretical results to empirical findings in the literature of the dependence between risk measure prediction (on historical samples) and the estimated volatility."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      42 => Essec\Faculty\Model\Contribution {#6343
        #_index: "academ_contributions"
        #_id: "8335"
        #_source: array:18 [
          "id" => "8335"
          "slug" => "predicting-risk-with-risk-measures-an-empirical-study"
          "yearMonth" => "2018-02"
          "year" => "2018"
          "title" => "Predicting Risk with Risk Measures: An Empirical Study"
          "description" => "BRÄUTIGAM, M., DACOROGNA, M. et KRATZ, M. (2018). <i>Predicting Risk with Risk Measures: An Empirical Study</i>. ESSEC Business School."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "BRÄUTIGAM M."
            ]
            2 => array:1 [
              "name" => "DACOROGNA M."
            ]
          ]
          "ouvrage" => ""
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Documents de travail"
            "en" => "Working Papers"
          ]
          "support_type" => array:2 [
            "fr" => "Editeur"
            "en" => "Publisher"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "In this study we consider the risk estimation as a stochastic process based on the Sample Quantile Process (SQP) - which is a generalization of the Value-at-Risk calculated on a rolling sample. Using SQP's, we are able to show and quantify the pro-cyclicality of the current way financial institutions measure their risk. Analysing 11 stock indices, we show that, if the past volatility is low, the historical computation of the risk measure underestimates the future risk, while in periods of high volatility, the risk measure overestimates the risk. Moreover, using a simple GARCH(1,1) model, we conclude that this pro-cyclical effect is related to the clustering of volatility. We argue that this has important consequences for the regulation in times of crisis."
            "en" => "In this study we consider the risk estimation as a stochastic process based on the Sample Quantile Process (SQP) - which is a generalization of the Value-at-Risk calculated on a rolling sample. Using SQP's, we are able to show and quantify the pro-cyclicality of the current way financial institutions measure their risk. Analysing 11 stock indices, we show that, if the past volatility is low, the historical computation of the risk measure underestimates the future risk, while in periods of high volatility, the risk measure overestimates the risk. Moreover, using a simple GARCH(1,1) model, we conclude that this pro-cyclical effect is related to the clustering of volatility. We argue that this has important consequences for the regulation in times of crisis."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      43 => Essec\Faculty\Model\Contribution {#6344
        #_index: "academ_contributions"
        #_id: "8383"
        #_source: array:18 [
          "id" => "8383"
          "slug" => "risk-measure-estimates-in-quiet-and-turbulent-times-an-empirical-study"
          "yearMonth" => "2016-12"
          "year" => "2016"
          "title" => "Risk Measure Estimates in Quiet and Turbulent Times: An Empirical Study"
          "description" => "CHOTARD, R., DACOROGNA, M. et KRATZ, M. (2016). <i>Risk Measure Estimates in Quiet and Turbulent Times: An Empirical Study</i>. ESSEC Business School."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "CHOTARD R."
            ]
            2 => array:1 [
              "name" => "DACOROGNA M."
            ]
          ]
          "ouvrage" => ""
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Documents de travail"
            "en" => "Working Papers"
          ]
          "support_type" => array:2 [
            "fr" => "Editeur"
            "en" => "Publisher"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "In this study we empirically explore the capacity of historical VaR to correctly predict the future risk of a financial institution. We observe that rolling samples are better able to capture the dynamics of future risks. We thus introduce another risk measure, the Sample Quantile Process, which is a generalization of the VaR calculated on a rolling sample, and study its behavior as a predictor by varying its parameters. Moreover, we study the behavior of the future risk as a function of past volatility. We show that if the past volatility is low, the historical computation of the risk measure underestimates the future risk, while in period of high volatility, the risk measure overestimates the risk, confirming that the current way financial institutions measure their risk is highly procyclical."
            "en" => "In this study we empirically explore the capacity of historical VaR to correctly predict the future risk of a financial institution. We observe that rolling samples are better able to capture the dynamics of future risks. We thus introduce another risk measure, the Sample Quantile Process, which is a generalization of the VaR calculated on a rolling sample, and study its behavior as a predictor by varying its parameters. Moreover, we study the behavior of the future risk as a function of past volatility. We show that if the past volatility is low, the historical computation of the risk measure underestimates the future risk, while in period of high volatility, the risk measure overestimates the risk, confirming that the current way financial institutions measure their risk is highly procyclical."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      44 => Essec\Faculty\Model\Contribution {#6345
        #_index: "academ_contributions"
        #_id: "8384"
        #_source: array:18 [
          "id" => "8384"
          "slug" => "risk-neutral-versus-real-world-distribution-of-publicly-listed-bank-corporations"
          "yearMonth" => "2016-07"
          "year" => "2016"
          "title" => "Risk Neutral Versus Real-World Distribution of Publicly Listed Bank Corporations"
          "description" => "DACOROGNA, M., FRANCISCO MIGUELEZ, J.J. et KRATZ, M. (2016). <i>Risk Neutral Versus Real-World Distribution of Publicly Listed Bank Corporations</i>. ESSEC Business School."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "DACOROGNA M."
            ]
            2 => array:1 [
              "name" => "FRANCISCO MIGUELEZ J.-J."
            ]
          ]
          "ouvrage" => ""
          "keywords" => []
          "updatedAt" => "2020-12-17 21:00:33"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Documents de travail"
            "en" => "Working Papers"
          ]
          "support_type" => array:2 [
            "fr" => "Editeur"
            "en" => "Publisher"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "In this study, we examine different quantitative methods to recover the risk neutral distribution function associated to the prices of option on bank shares. This is useful for a wide range of applications, such as determining the implicit State guarantee that systemic financial institutions benefit from the State, or looking if the market prices correctly the fat tails of financial returns. We assess the performance of these techniques in various ways, including comparing market option prices and historical Values-at-Risk to option prices and Value-at- Risk implied by the estimated risk neutral distribution. We find that, contrary to what is expected for a market composed of risk averse investors, the latter is much smaller than the one obtained from real data. We discuss our results with respect to the theory of risk neutral valuation and investor risk preference."
            "en" => "In this study, we examine different quantitative methods to recover the risk neutral distribution function associated to the prices of option on bank shares. This is useful for a wide range of applications, such as determining the implicit State guarantee that systemic financial institutions benefit from the State, or looking if the market prices correctly the fat tails of financial returns. We assess the performance of these techniques in various ways, including comparing market option prices and historical Values-at-Risk to option prices and Value-at- Risk implied by the estimated risk neutral distribution. We find that, contrary to what is expected for a market composed of risk averse investors, the latter is much smaller than the one obtained from real data. We discuss our results with respect to the theory of risk neutral valuation and investor risk preference."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      45 => Essec\Faculty\Model\Contribution {#6346
        #_index: "academ_contributions"
        #_id: "8457"
        #_source: array:18 [
          "id" => "8457"
          "slug" => "the-impact-of-systemic-risk-on-the-diversification-benefits-of-a-risk-portfolio"
          "yearMonth" => "2013-12"
          "year" => "2013"
          "title" => "The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio"
          "description" => "BUSSE, M., DACOROGNA, M. et KRATZ, M. (2013). <i>The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio</i>. ESSEC Business School."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "BUSSE M."
            ]
            2 => array:1 [
              "name" => "DACOROGNA M."
            ]
          ]
          "ouvrage" => ""
          "keywords" => []
          "updatedAt" => "2020-12-17 21:00:33"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Documents de travail"
            "en" => "Working Papers"
          ]
          "support_type" => array:2 [
            "fr" => "Editeur"
            "en" => "Publisher"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "Risk diversification is the basis of insurance and investment. It is thus crucial to study the effects that could limit it. One of them is the existence of systemic risk that affects all the policies at the same time. We introduce here a probabilistic approach to examine the consequences of its presence on the risk loading of the premium of a portfolio of insurance policies. This approach could be easily generalized for investment risk. We see that, even with a small probability of occurrence, systemic risk can reduce dramatically the diversification benefits. It is clearly revealed via a non-diversifiable term that appears in the analytical expression of the variance of our models. We propose two ways of introducing it and discuss their advantages and limitations. By using both VaR and TVaR to compute the loading, we see that only the latter captures the full effect of systemic risk when its probability to occur is low."
            "en" => "Risk diversification is the basis of insurance and investment. It is thus crucial to study the effects that could limit it. One of them is the existence of systemic risk that affects all the policies at the same time. We introduce here a probabilistic approach to examine the consequences of its presence on the risk loading of the premium of a portfolio of insurance policies. This approach could be easily generalized for investment risk. We see that, even with a small probability of occurrence, systemic risk can reduce dramatically the diversification benefits. It is clearly revealed via a non-diversifiable term that appears in the analytical expression of the variance of our models. We propose two ways of introducing it and discuss their advantages and limitations. By using both VaR and TVaR to compute the loading, we see that only the latter captures the full effect of systemic risk when its probability to occur is low."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      46 => Essec\Faculty\Model\Contribution {#6347
        #_index: "academ_contributions"
        #_id: "8485"
        #_source: array:18 [
          "id" => "8485"
          "slug" => "there-is-a-var-beyond-usual-approximations"
          "yearMonth" => "2013-11"
          "year" => "2013"
          "title" => "There is a VaR Beyond Usual Approximations"
          "description" => "KRATZ, M. (2013). <i>There is a VaR Beyond Usual Approximations</i>. ESSEC Business School."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => ""
          "keywords" => []
          "updatedAt" => "2020-12-17 21:00:33"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Documents de travail"
            "en" => "Working Papers"
          ]
          "support_type" => array:2 [
            "fr" => "Editeur"
            "en" => "Publisher"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => """
              Basel II and Solvency 2 both use the Value-at Risk (VaR) as the risk measure to compute the Capital Requirements. In practice, to calibrate the VaR, a normal approximation is often chosen for the unknown distribution of the yearly log returns of financial assets. This is usually justified by the use of the Central Limit Theorem (CLT), when assuming aggregation of independent and identically distributed (iid) observations in the portfolio model. Such a choice of modeling, in particular using light tail distributions, has proven during the crisis of 2008/2009 to be an inadequate approximation when dealing with the presence of extreme returns; as a consequence, it leads to a gross underestimation of the risks.\n
              The main objective of our study is to obtain the most accurate evaluations of the aggregated risks distribution and risk measures when working on financial or insurance data under the presence of heavy tail and to provide practical solutions for accurately estimating high quantiles of aggregated risks. We explore a new method, called Normex, to handle this problem numerically as well as theoretically, based on properties of upper order statistics. Normex provides accurate results, only weakly dependent upon the sample size and the tail index. We compare it with existing methods.
              """
            "en" => """
              Basel II and Solvency 2 both use the Value-at Risk (VaR) as the risk measure to compute the Capital Requirements. In practice, to calibrate the VaR, a normal approximation is often chosen for the unknown distribution of the yearly log returns of financial assets. This is usually justified by the use of the Central Limit Theorem (CLT), when assuming aggregation of independent and identically distributed (iid) observations in the portfolio model. Such a choice of modeling, in particular using light tail distributions, has proven during the crisis of 2008/2009 to be an inadequate approximation when dealing with the presence of extreme returns; as a consequence, it leads to a gross underestimation of the risks.\n
              The main objective of our study is to obtain the most accurate evaluations of the aggregated risks distribution and risk measures when working on financial or insurance data under the presence of heavy tail and to provide practical solutions for accurately estimating high quantiles of aggregated risks. We explore a new method, called Normex, to handle this problem numerically as well as theoretically, based on properties of upper order statistics. Normex provides accurate results, only weakly dependent upon the sample size and the tail index. We compare it with existing methods.
              """
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      47 => Essec\Faculty\Model\Contribution {#6348
        #_index: "academ_contributions"
        #_id: "8520"
        #_source: array:18 [
          "id" => "8520"
          "slug" => "what-is-the-best-risk-measure-in-practice-a-comparison-of-standard-measures"
          "yearMonth" => "2013-12"
          "year" => "2013"
          "title" => "What Is the Best Risk Measure in Practice? A Comparison of Standard Measures"
          "description" => "EMMER, S., KRATZ, M. et TASCHE, D. (2013). <i>What Is the Best Risk Measure in Practice? A Comparison of Standard Measures</i>. ESSEC Business School."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "EMMER S."
            ]
            2 => array:1 [
              "name" => "TASCHE D."
            ]
          ]
          "ouvrage" => ""
          "keywords" => []
          "updatedAt" => "2020-12-17 18:37:46"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Documents de travail"
            "en" => "Working Papers"
          ]
          "support_type" => array:2 [
            "fr" => "Editeur"
            "en" => "Publisher"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "Expected Shortfall (ES) has been widely accepted as a risk measure that is conceptually superior to Value-at-Risk (VaR). At the same time, however, it has been criticized for issues relating to backtesting. In particular, ES has been found not to be elicitable which means that backtesting for ES is less straight-forward than, e.g., backtesting for VaR. Expectiles have been suggested as potentially better alternatives to both ES and VaR. In this paper, we revisit commonly accepted desirable properties of risk measures like coherence, comonotonic additivity, robustness and elicitability. We check VaR, ES and Expectiles with regard to whether or not they enjoy these properties, with particular emphasis on Expectiles. We also consider their impact on capital allocation, an important issue in risk management. We find that, despite the caveats that apply to the estimation and backtesting of ES, it can be considered a good risk measure. In particular, there is no sufficient evidence to justify an all-inclusive replacement of ES by Expectiles in applications, especially as we provide an alternative way for backtesting of ES."
            "en" => "Expected Shortfall (ES) has been widely accepted as a risk measure that is conceptually superior to Value-at-Risk (VaR). At the same time, however, it has been criticized for issues relating to backtesting. In particular, ES has been found not to be elicitable which means that backtesting for ES is less straight-forward than, e.g., backtesting for VaR. Expectiles have been suggested as potentially better alternatives to both ES and VaR. In this paper, we revisit commonly accepted desirable properties of risk measures like coherence, comonotonic additivity, robustness and elicitability. We check VaR, ES and Expectiles with regard to whether or not they enjoy these properties, with particular emphasis on Expectiles. We also consider their impact on capital allocation, an important issue in risk management. We find that, despite the caveats that apply to the estimation and backtesting of ES, it can be considered a good risk measure. In particular, there is no sufficient evidence to justify an all-inclusive replacement of ES by Expectiles in applications, especially as we provide an alternative way for backtesting of ES."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      48 => Essec\Faculty\Model\Contribution {#6349
        #_index: "academ_contributions"
        #_id: "8535"
        #_source: array:18 [
          "id" => "8535"
          "slug" => "annals-of-actuarial-science"
          "yearMonth" => "2018-09"
          "year" => "2018"
          "title" => "Annals of Actuarial Science"
          "description" => "CONSTANTINESCU, C., HASHORVA, E. et KRATZ, M. (2018). Annals of Actuarial Science. <i>Annals of Actuarial Science</i>, 12."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "CONSTANTINESCU C."
            ]
            2 => array:1 [
              "name" => "HASHORVA E."
            ]
          ]
          "ouvrage" => ""
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => "12"
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Editeur invité d'un numéro spécial"
            "en" => "Guest editor of a journal special issue"
          ]
          "support_type" => array:2 [
            "fr" => "Revue scientifique"
            "en" => "Scientific journal"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      49 => Essec\Faculty\Model\Contribution {#6350
        #_index: "academ_contributions"
        #_id: "8727"
        #_source: array:18 [
          "id" => "8727"
          "slug" => "changing-times-require-new-tools-for-risk-management"
          "yearMonth" => "2016-12"
          "year" => "2016"
          "title" => "Changing Times Require New Tools for Risk Management"
          "description" => "DACOROGNA, M., KRATZ, M. et LECOMTE, P. (2016). Changing Times Require New Tools for Risk Management. <i>Asia Insurance Review</i>, pp. 98-99."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "DACOROGNA M."
            ]
            2 => array:1 [
              "name" => "LECOMTE P."
            ]
          ]
          "ouvrage" => ""
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => "98-99"
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Articles ou vidéos de vulgarisation"
            "en" => "Press article, video or other popular media"
          ]
          "support_type" => array:2 [
            "fr" => "Presse"
            "en" => "Press"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      50 => Essec\Faculty\Model\Contribution {#6351
        #_index: "academ_contributions"
        #_id: "4529"
        #_source: array:18 [
          "id" => "4529"
          "slug" => "distribution-hybride-pour-la-modelisation-de-donnees-a-deux-queues-lourdes-application-sur-les-donnees-neuronales"
          "yearMonth" => "2015-09"
          "year" => "2015"
          "title" => "Distribution hybride pour la modélisation de données à deux queues lourdes: Application sur les données neuronales"
          "description" => "DEBBABI, N., KRATZ, M., MBOUP, M. et EL ASMI, S. (2015). Distribution hybride pour la modélisation de données à deux queues lourdes: Application sur les données neuronales. Dans: <i>25ème Édition du Colloque GRETSI</i>. École Normale Supérieure de Lyon."
          "authors" => array:4 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "DEBBABI N."
            ]
            2 => array:1 [
              "name" => "MBOUP M."
            ]
            3 => array:1 [
              "name" => "EL ASMI S."
            ]
          ]
          "ouvrage" => "25ème Édition du Colloque GRETSI"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Actes d'une conférence"
            "en" => "Conference Proceedings"
          ]
          "support_type" => array:2 [
            "fr" => "Editeur"
            "en" => "Publisher"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "Ce travail propose un modèle hybride pour modéliser des données à deux queues lourdes. Le modèle proposé est une distribution à trois composantes pondérées : une distribution Gaussienne, pour modéliser le comportement moyen des données, liée à deux distributions de Pareto généralisées pour modéliser les comportements extrêmes. Un algorithme itératif et non supervisé est ensuite proposé pour une estimation fiable des points de jonctions entre les trois distributions, les paramètres de ces dernières ainsi que les poids affectés à chaque composante du modèle hybride. Une application sur des données neuronales réelles issues d’un enregistrement extracellulaire, est développée pour évaluer les performances du modèle proposé, comparé à la distribution normale."
            "en" => "A new hybrid model for two heavy tailed data modelling is proposed in this study. The proposed model is a weighted three-components distribution: a Gaussian distribution, to model the mean behavior of the data, linked to two generalized Pareto distributions, modelling the extreme ones. An unsupervised iterative algorithm is then developed to estimate accurately the junction points between the three distributions, the parameters of these latter as well as the weights of the hybrid model. An application on real extracellular neural recordings isdeveloped to evaluate the performance of the proposed hybrid model, compared to the normal distribution."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      51 => Essec\Faculty\Model\Contribution {#6352
        #_index: "academ_contributions"
        #_id: "4620"
        #_source: array:18 [
          "id" => "4620"
          "slug" => "fixed-points-of-the-abe-formulation-of-stochastic-hopfield-networks"
          "yearMonth" => "2007-09"
          "year" => "2007"
          "title" => "Fixed Points of the Abe Formulation of Stochastic Hopfield Networks"
          "description" => "KRATZ, M., ATENCIA, M. et JOYA, G. (2007). Fixed Points of the Abe Formulation of Stochastic Hopfield Networks. Dans: <i>ICANN - LNCS 4668</i>. Springer."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "ATENCIA M."
            ]
            2 => array:1 [
              "name" => "JOYA G."
            ]
          ]
          "ouvrage" => "ICANN - LNCS 4668"
          "keywords" => array:1 [
            0 => "Stochastic Hopfield Neural Networks"
          ]
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Actes d'une conférence"
            "en" => "Conference Proceedings"
          ]
          "support_type" => array:2 [
            "fr" => "Editeur"
            "en" => "Publisher"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "The stability of stochastic Hopfield neural networks, in the Abe formulation, is studied. The aim is to determine whether the ability of the deterministic system to solve combinatorial optimization problems is preserved after the addition of random noise. In particular, the stochastic stability of the attractor set is analyzed: vertices, which are feasible points of the problem, should be stable, whereas interior points, which are unfeasible, should be unstable. Conditions on the noise intensity are stated, so that these properties are guaranteed. This theoretical investigation establishes the foundations for practical application of stochastic networks to combinatorial optimization."
            "en" => "The stability of stochastic Hopfield neural networks, in the Abe formulation, is studied. The aim is to determine whether the ability of the deterministic system to solve combinatorial optimization problems is preserved after the addition of random noise. In particular, the stochastic stability of the attractor set is analyzed: vertices, which are feasible points of the problem, should be stable, whereas interior points, which are unfeasible, should be unstable. Conditions on the noise intensity are stated, so that these properties are guaranteed. This theoretical investigation establishes the foundations for practical application of stochastic networks to combinatorial optimization."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      52 => Essec\Faculty\Model\Contribution {#6353
        #_index: "academ_contributions"
        #_id: "4917"
        #_source: array:18 [
          "id" => "4917"
          "slug" => "on-functions-bounded-by-karamata-functions"
          "yearMonth" => "2017-08"
          "year" => "2017"
          "title" => "On Functions Bounded by Karamata Functions"
          "description" => "CADENA, M., KRATZ, M. et OMEY, E. (2017). On Functions Bounded by Karamata Functions. Dans: <i>Proceedings of XXXIV International Seminar on Stability Problems for Stochastic Models</i>. Journal of Mathematical Analysis and Applications."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "CADENA M."
            ]
            2 => array:1 [
              "name" => "OMEY E."
            ]
          ]
          "ouvrage" => "Proceedings of XXXIV International Seminar on Stability Problems for Stochastic Models"
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Actes d'une conférence"
            "en" => "Conference Proceedings"
          ]
          "support_type" => array:2 [
            "fr" => "Revue scientifique"
            "en" => "Scientific journal"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "We define a new class of positive and measurable functions in terms of their asymptotic behavior at infinity. This new class extends the class of regularly varying functions, for broader applications. We provide different characterizations of the new class and consider integrals, convolutions and Laplace transforms. We give some applications in probability theory. Some natural extensions of the new class are also derived."
            "en" => "We define a new class of positive and measurable functions in terms of their asymptotic behavior at infinity. This new class extends the class of regularly varying functions, for broader applications. We provide different characterizations of the new class and consider integrals, convolutions and Laplace transforms. We give some applications in probability theory. Some natural extensions of the new class are also derived."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      53 => Essec\Faculty\Model\Contribution {#6354
        #_index: "academ_contributions"
        #_id: "5264"
        #_source: array:18 [
          "id" => "5264"
          "slug" => "invited-a-self-calibrating-method-for-heavy-tailed-data-modeling-applications-in-finance-and-insurance"
          "yearMonth" => "2017-09"
          "year" => "2017"
          "title" => "[Invited] A Self-Calibrating Method for Heavy Tailed Data Modeling. Applications in Finance and Insurance"
          "description" => "DEBBABI, N., KRATZ, M. et MBOUP, M. (2017). [Invited] A Self-Calibrating Method for Heavy Tailed Data Modeling. Applications in Finance and Insurance. Dans: CFA France Research Workshop."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "DEBBABI N."
            ]
            2 => array:1 [
              "name" => "MBOUP M."
            ]
          ]
          "ouvrage" => "CFA France Research Workshop"
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "One of the main issues in the statistical literature of extremes concerns the tail index estimation, closely linked to the determination of a threshold above which a Generalized Pareto Distribution (GPD) can be fitted. Approaches to this estimation may be classified into two classes, one using standard Peak Over Threshold (POT) methods, in which the threshold to estimate the tail is chosen graphically according to the problem, the other suggesting self-calibrating methods, where the threshold is algorithmically determined. Our approach belongs to this second class proposing a hybrid distribution for heavy tailed data modeling, which links a normal (or lognormal) distribution to a GPD via an exponential distribution that bridges the gap between mean and asymptotic behaviors. A new unsupervised algorithm is then developed for estimating the parameters of this model. The effectiveness of our self-calibrating method is studied in terms of goodness-of-fit on simulated data. Then, it is applied to real data from neuroscience and finance, respectively. A comparison with other more standard extreme approaches follows."
            "en" => "One of the main issues in the statistical literature of extremes concerns the tail index estimation, closely linked to the determination of a threshold above which a Generalized Pareto Distribution (GPD) can be fitted. Approaches to this estimation may be classified into two classes, one using standard Peak Over Threshold (POT) methods, in which the threshold to estimate the tail is chosen graphically according to the problem, the other suggesting self-calibrating methods, where the threshold is algorithmically determined. Our approach belongs to this second class proposing a hybrid distribution for heavy tailed data modeling, which links a normal (or lognormal) distribution to a GPD via an exponential distribution that bridges the gap between mean and asymptotic behaviors. A new unsupervised algorithm is then developed for estimating the parameters of this model. The effectiveness of our self-calibrating method is studied in terms of goodness-of-fit on simulated data. Then, it is applied to real data from neuroscience and finance, respectively. A comparison with other more standard extreme approaches follows."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      54 => Essec\Faculty\Model\Contribution {#6355
        #_index: "academ_contributions"
        #_id: "5267"
        #_source: array:18 [
          "id" => "5267"
          "slug" => "keynote-a-self-calibrating-method-for-heavy-tailed-data-modeling-applications-in-finance-and-insurance"
          "yearMonth" => "2017-06"
          "year" => "2017"
          "title" => "[Keynote] A Self-Calibrating Method for Heavy Tailed Data Modeling. Applications in Finance and Insurance"
          "description" => "DEBBABI, N., KRATZ, M. et MBOUP, M. (2017). [Keynote] A Self-Calibrating Method for Heavy Tailed Data Modeling. Applications in Finance and Insurance. Dans: 2017 IRFRC Annual Conference."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "DEBBABI N."
            ]
            2 => array:1 [
              "name" => "MBOUP M."
            ]
          ]
          "ouvrage" => "2017 IRFRC Annual Conference"
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "One of the main issues in the statistical literature of extremes concerns the tail index estimation, closely linked to the determination of a threshold above which a Generalized Pareto Distribution (GPD) can be fitted. Approaches to this estimation may be classified into two classes, one using standard Peak Over Threshold (POT) methods, in which the threshold to estimate the tail is chosen graphically according to the problem, the other suggesting self-calibrating methods, where the threshold is algorithmically determined. Our approach belongs to this second class proposing a hybrid distribution for heavy tailed data modeling, which links a normal (or lognormal) distribution to a GPD via an exponential distribution that bridges the gap between mean and asymptotic behaviors. A new unsupervised algorithm is then developed for estimating the parameters of this model. The effectiveness of our self-calibrating method is studied in terms of goodness-of-fit on simulated data. Then, it is applied to real data from neuroscience and finance, respectively. A comparison with other more standard extreme approaches follows."
            "en" => "One of the main issues in the statistical literature of extremes concerns the tail index estimation, closely linked to the determination of a threshold above which a Generalized Pareto Distribution (GPD) can be fitted. Approaches to this estimation may be classified into two classes, one using standard Peak Over Threshold (POT) methods, in which the threshold to estimate the tail is chosen graphically according to the problem, the other suggesting self-calibrating methods, where the threshold is algorithmically determined. Our approach belongs to this second class proposing a hybrid distribution for heavy tailed data modeling, which links a normal (or lognormal) distribution to a GPD via an exponential distribution that bridges the gap between mean and asymptotic behaviors. A new unsupervised algorithm is then developed for estimating the parameters of this model. The effectiveness of our self-calibrating method is studied in terms of goodness-of-fit on simulated data. Then, it is applied to real data from neuroscience and finance, respectively. A comparison with other more standard extreme approaches follows."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      55 => Essec\Faculty\Model\Contribution {#6356
        #_index: "academ_contributions"
        #_id: "5281"
        #_source: array:18 [
          "id" => "5281"
          "slug" => "a-brief-review-on-evt-basics-and-operational-risk-measures"
          "yearMonth" => "2009-01"
          "year" => "2009"
          "title" => "A Brief Review on EVT Basics and Operational Risk Measures"
          "description" => "KRATZ, M. (2009). A Brief Review on EVT Basics and Operational Risk Measures. Dans: European Workshop on Risk Analysis and EVT."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => "European Workshop on Risk Analysis and EVT"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "We shall introduce the univariate as well as the multivariate extreme value theory, with the different methods involved. Applications to Finance will be considered, in particular to define the notion of operational risk measures, such as VaR and stress-testing."
            "en" => "We shall introduce the univariate as well as the multivariate extreme value theory, with the different methods involved. Applications to Finance will be considered, in particular to define the notion of operational risk measures, such as VaR and stress-testing."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      56 => Essec\Faculty\Model\Contribution {#6357
        #_index: "academ_contributions"
        #_id: "5319"
        #_source: array:18 [
          "id" => "5319"
          "slug" => "a-new-unsupervised-threshold-determination-for-hybrid-models"
          "yearMonth" => "2014-05"
          "year" => "2014"
          "title" => "A New Unsupervised Threshold Determination for Hybrid Models"
          "description" => "DEBBABI, N. et KRATZ, M. (2014). A New Unsupervised Threshold Determination for Hybrid Models. Dans: 2014 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP)."
          "authors" => array:2 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "DEBBABI N."
            ]
          ]
          "ouvrage" => "2014 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP)"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      57 => Essec\Faculty\Model\Contribution {#6358
        #_index: "academ_contributions"
        #_id: "5332"
        #_source: array:18 [
          "id" => "5332"
          "slug" => "a-self-calibrating-method-for-heavy-tailed-data-modeling-applications-in-finance-and-insurance"
          "yearMonth" => "2017-12"
          "year" => "2017"
          "title" => "A Self-Calibrating Method for Heavy Tailed Data Modeling. Applications in Finance and Insurance"
          "description" => "DEBBABI, N., KRATZ, M. et MBOUP, M. (2017). A Self-Calibrating Method for Heavy Tailed Data Modeling. Applications in Finance and Insurance. Dans: CMAstat 2017."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "DEBBABI N."
            ]
            2 => array:1 [
              "name" => "MBOUP M."
            ]
          ]
          "ouvrage" => "CMAstat 2017"
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "One of the main issues in the statistical literature of extremes concerns the tail index estimation, closely linked to the determination of a threshold above which a Generalized Pareto Distribution (GPD) can be fitted. Approaches to this estimation may be classified into two classes, one using standard Peak Over Threshold (POT) methods, in which the threshold to estimate the tail is chosen graphically according to the problem, the other suggesting self-calibrating methods, where the threshold is algorithmically determined. Our approach belongs to this second class proposing a hybrid distribution for heavy tailed data modeling, which links a normal (or lognormal) distribution to a GPD via an exponential distribution that bridges the gap between mean and asymptotic behaviors. A new unsupervised algorithm is then developed for estimating the parameters of this model. The effectiveness of our self-calibrating method is studied in terms of goodness-of-fit on simulated data. Then, it is applied to real data from neuroscience and finance, respectively. A comparison with other more standard extreme approaches follows."
            "en" => "One of the main issues in the statistical literature of extremes concerns the tail index estimation, closely linked to the determination of a threshold above which a Generalized Pareto Distribution (GPD) can be fitted. Approaches to this estimation may be classified into two classes, one using standard Peak Over Threshold (POT) methods, in which the threshold to estimate the tail is chosen graphically according to the problem, the other suggesting self-calibrating methods, where the threshold is algorithmically determined. Our approach belongs to this second class proposing a hybrid distribution for heavy tailed data modeling, which links a normal (or lognormal) distribution to a GPD via an exponential distribution that bridges the gap between mean and asymptotic behaviors. A new unsupervised algorithm is then developed for estimating the parameters of this model. The effectiveness of our self-calibrating method is studied in terms of goodness-of-fit on simulated data. Then, it is applied to real data from neuroscience and finance, respectively. A comparison with other more standard extreme approaches follows."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      58 => Essec\Faculty\Model\Contribution {#6359
        #_index: "academ_contributions"
        #_id: "5333"
        #_source: array:18 [
          "id" => "5333"
          "slug" => "a-self-calibrating-method-for-heavy-tailed-data-modelling-application-in-neuroscience-and-finance"
          "yearMonth" => "2018-06"
          "year" => "2018"
          "title" => "A Self-Calibrating Method for Heavy Tailed Data Modelling. Application in Neuroscience and Finance"
          "description" => "DEBBABI, N., KRATZ, M. et MBOUP, M. (2018). A Self-Calibrating Method for Heavy Tailed Data Modelling. Application in Neuroscience and Finance. Dans: 6th European Seminar on Computing (ESCO 2018)."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "DEBBABI N."
            ]
            2 => array:1 [
              "name" => "MBOUP M."
            ]
          ]
          "ouvrage" => "6th European Seminar on Computing (ESCO 2018)"
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      59 => Essec\Faculty\Model\Contribution {#6360
        #_index: "academ_contributions"
        #_id: "5334"
        #_source: array:18 [
          "id" => "5334"
          "slug" => "a-self-calibrating-method-for-heavy-tailed-modeling"
          "yearMonth" => "2017-12"
          "year" => "2017"
          "title" => "A self-calibrating method for heavy-tailed modeling"
          "description" => "DEBBABI, N., KRATZ, M. et MBOUP, M. (2017). A self-calibrating method for heavy-tailed modeling. Dans: 2017 ERCIM Working Group on Computational and Methodological Statistics (CMStatistics), Birkbeck University of London and King's College London."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "DEBBABI N."
            ]
            2 => array:1 [
              "name" => "MBOUP M."
            ]
          ]
          "ouvrage" => "2017 ERCIM Working Group on Computational and Methodological Statistics (CMStatistics), Birkbeck University of London and King's College London."
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      60 => Essec\Faculty\Model\Contribution {#6361
        #_index: "academ_contributions"
        #_id: "5335"
        #_source: array:18 [
          "id" => "5335"
          "slug" => "a-shifted-clt-an-alternative-solution-to-correctly-estimate-in-a-gaussian-realm-the-var-in-presence-of-heavy-tails"
          "yearMonth" => "2013-09"
          "year" => "2013"
          "title" => "A Shifted CLT: An Alternative Solution to Correctly Estimate in a Gaussian Realm the Var In Presence Of Heavy Tails"
          "description" => "KRATZ, M. (2013). A Shifted CLT: An Alternative Solution to Correctly Estimate in a Gaussian Realm the Var In Presence Of Heavy Tails. Dans: Workshop EVT - Extremes in Vimeiro 2013."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => "Workshop EVT - Extremes in Vimeiro 2013"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      61 => Essec\Faculty\Model\Contribution {#6362
        #_index: "academ_contributions"
        #_id: "5402"
        #_source: array:18 [
          "id" => "5402"
          "slug" => "an-evt-approach-for-the-early-detection-of-time-clusters-application-in-health-surveillance"
          "yearMonth" => "2017-07"
          "year" => "2017"
          "title" => "An EVT Approach for the Early Detection of Time Clusters. Application in Health Surveillance"
          "description" => "GUILLOU, A., KRATZ, M. et LE STRAT, Y. (2017). An EVT Approach for the Early Detection of Time Clusters. Application in Health Surveillance. Dans: Probability: from East to West (PEW 2017)."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "GUILLOU A."
            ]
            2 => array:1 [
              "name" => "LE STRAT Y."
            ]
          ]
          "ouvrage" => "Probability: from East to West (PEW 2017)"
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      62 => Essec\Faculty\Model\Contribution {#6363
        #_index: "academ_contributions"
        #_id: "5405"
        #_source: array:18 [
          "id" => "5405"
          "slug" => "an-implicit-backtest-for-es-via-a-simple-multinomial-approach"
          "yearMonth" => "2016-06"
          "year" => "2016"
          "title" => "An Implicit Backtest for ES via a Simple Multinomial Approach"
          "description" => "KRATZ, M. (2016). An Implicit Backtest for ES via a Simple Multinomial Approach. Dans: 5th Iberian Congress of Actuaries."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => "5th Iberian Congress of Actuaries"
          "keywords" => []
          "updatedAt" => "2021-07-13 14:31:07"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      63 => Essec\Faculty\Model\Contribution {#6364
        #_index: "academ_contributions"
        #_id: "5406"
        #_source: array:18 [
          "id" => "5406"
          "slug" => "an-implicit-backtest-for-expected-shortfall-via-a-simple-multinomial-approach"
          "yearMonth" => "2017-12"
          "year" => "2017"
          "title" => "An Implicit Backtest for Expected Shortfall via a Simple Multinomial Approach"
          "description" => "KRATZ, M., LOK, Y. et MCNEIL, A. (2017). An Implicit Backtest for Expected Shortfall via a Simple Multinomial Approach. Dans: 2017 IASSL 3rd International Conference - Statistics for Good Governance."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "LOK Y."
            ]
            2 => array:1 [
              "name" => "MCNEIL A."
            ]
          ]
          "ouvrage" => "2017 IASSL 3rd International Conference - Statistics for Good Governance"
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      64 => Essec\Faculty\Model\Contribution {#6365
        #_index: "academ_contributions"
        #_id: "5560"
        #_source: array:18 [
          "id" => "5560"
          "slug" => "chord-distribution-functions-and-rice-formulae-application-to-random-media"
          "yearMonth" => "2007-07"
          "year" => "2007"
          "title" => "Chord-distribution Functions and Rice Formulae. Application to Random Media."
          "description" => "KRATZ, M., ESTRADE, A. et IRIBARREN, I. (2007). Chord-distribution Functions and Rice Formulae. Application to Random Media."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "ESTRADE A."
            ]
            2 => array:1 [
              "name" => "IRIBARREN I."
            ]
          ]
          "ouvrage" => ""
          "keywords" => array:1 [
            0 => "Chords"
          ]
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "We consider a two-phases model to describe a porous medium, an image of this medium, seen as a random level surface of a process X, is divided into two phases (pore and solid) according to whether X is less or greater than some threshold. The statistical approach is made by observing the chord functions, i.e. the lengths of time intervals when X is in the same phase. Based on excursions theory, in particular on level crossings number, this work provides the exact formula of the chord-distribution functions and the two-point correlation function obtained from cross-sectional micrographs, proving in a rigorous way, as well as generalizing, some results published in the physics literature in the 90s (see for instance Berk, Teubner, Roberts or Torquato)."
            "en" => "We consider a two-phases model to describe a porous medium, an image of this medium, seen as a random level surface of a process X, is divided into two phases (pore and solid) according to whether X is less or greater than some threshold. The statistical approach is made by observing the chord functions, i.e. the lengths of time intervals when X is in the same phase. Based on excursions theory, in particular on level crossings number, this work provides the exact formula of the chord-distribution functions and the two-point correlation function obtained from cross-sectional micrographs, proving in a rigorous way, as well as generalizing, some results published in the physics literature in the 90s (see for instance Berk, Teubner, Roberts or Torquato)."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      65 => Essec\Faculty\Model\Contribution {#6366
        #_index: "academ_contributions"
        #_id: "5562"
        #_source: array:18 [
          "id" => "5562"
          "slug" => "clt-for-lipschitz-killing-curvatures"
          "yearMonth" => "2016-11"
          "year" => "2016"
          "title" => "CLT for Lipschitz-Killing Curvatures"
          "description" => "KRATZ, M. et VADLAMANI, S. (2016). CLT for Lipschitz-Killing Curvatures. Dans: 6th Ritsumeikan-Monash Symposium on Probability and Relative Fields."
          "authors" => array:2 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "VADLAMANI S."
            ]
          ]
          "ouvrage" => "6th Ritsumeikan-Monash Symposium on Probability and Relative Fields"
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      66 => Essec\Faculty\Model\Contribution {#6367
        #_index: "academ_contributions"
        #_id: "5563"
        #_source: array:18 [
          "id" => "5563"
          "slug" => "clt-for-lipschitz-killing-curvatures-of-excursion-sets-of-gaussian-fields"
          "yearMonth" => "2016-04"
          "year" => "2016"
          "title" => "CLT for Lipschitz-Killing Curvatures of Excursion Sets of Gaussian Fields"
          "description" => "KRATZ, M. et VADLAMANI, S. (2016). CLT for Lipschitz-Killing Curvatures of Excursion Sets of Gaussian Fields. Dans: Monash Probability Conference in Honor of Robert Liptser’s 80th Birthday."
          "authors" => array:2 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "VADLAMANI S."
            ]
          ]
          "ouvrage" => "Monash Probability Conference in Honor of Robert Liptser’s 80th Birthday"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      67 => Essec\Faculty\Model\Contribution {#6368
        #_index: "academ_contributions"
        #_id: "5639"
        #_source: array:18 [
          "id" => "5639"
          "slug" => "contributions-to-risk-theory"
          "yearMonth" => "2014-12"
          "year" => "2014"
          "title" => "Contributions to Risk Theory"
          "description" => "KRATZ, M. (2014). Contributions to Risk Theory. Dans: 2014 Actuarial Teachers and Researchers Conference."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => "2014 Actuarial Teachers and Researchers Conference"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      68 => Essec\Faculty\Model\Contribution {#6369
        #_index: "academ_contributions"
        #_id: "5724"
        #_source: array:18 [
          "id" => "5724"
          "slug" => "detecting-and-forecasting-large-deviations-and-bubbles-in-a-near-explosive-random-coefficient-model"
          "yearMonth" => "2014-08"
          "year" => "2014"
          "title" => "Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model"
          "description" => "CHEVILLON, G., BANERJEE, A. et KRATZ, M. (2014). Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model. Dans: 68th European Meeting of the Econometric Society."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "CHEVILLON Guillaume"
              "bid" => "B00072304"
              "slug" => "chevillon-guillaume"
            ]
            1 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            2 => array:1 [
              "name" => "BANERJEE A."
            ]
          ]
          "ouvrage" => "68th European Meeting of the Econometric Society"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      69 => Essec\Faculty\Model\Contribution {#6370
        #_index: "academ_contributions"
        #_id: "5725"
        #_source: array:18 [
          "id" => "5725"
          "slug" => "detecting-and-forecasting-large-deviations-and-bubbles-in-a-near-explosive-random-co-efficient-model"
          "yearMonth" => "2014-07"
          "year" => "2014"
          "title" => "Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Co-efficient Model"
          "description" => "BANERJEE, A., CHEVILLON, G. et KRATZ, M. (2014). Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Co-efficient Model. Dans: Summer Institute 2014 of the National Bureau of Economic Research."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "CHEVILLON Guillaume"
              "bid" => "B00072304"
              "slug" => "chevillon-guillaume"
            ]
            1 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            2 => array:1 [
              "name" => "BANERJEE A"
            ]
          ]
          "ouvrage" => "Summer Institute 2014 of the National Bureau of Economic Research"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
            "en" => "Information Systems, Decision Sciences and Statistics"
          ]
          "indexedAt" => "2023-11-29T12:22:10.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.3971996
        +"parent": null
      }
      70 => Essec\Faculty\Model\Contribution {#6371
        #_index: "academ_contributions"
        #_id: "5726"
        #_source: array:18 [
          "id" => "5726"
          "slug" => "detecting-and-predicting-rational-asset-price-bubbles-in-a-near-explosive-random-coefficient-autoregressive-model"
          "yearMonth" => "2012-06"
          "year" => "2012"
          "title" => "Detecting and Predicting Rational Asset Price Bubbles in a Near Explosive Random Coefficient Autoregressive Model"
          "description" => "BANERJEE, A., CHEVILLON, G. et KRATZ, M. (2012). Detecting and Predicting Rational Asset Price Bubbles in a Near Explosive Random Coefficient Autoregressive Model. Dans: SMU-ESSEC Symposium on Empirical Finance and Financial Econometrics 2012."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "CHEVILLON Guillaume"
              "bid" => "B00072304"
              "slug" => "chevillon-guillaume"
            ]
            1 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            2 => array:1 [
              "name" => "BANERJEE A."
            ]
          ]
          "ouvrage" => "SMU-ESSEC Symposium on Empirical Finance and Financial Econometrics 2012"
          "keywords" => []
          "updatedAt" => "2021-04-19 17:57:25"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Communications dans une conférence"
            "en" => "Presentations at an Academic or Professional conference"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => null
            "en" => null
          ]
          "