Essec\Faculty\Model\Profile {#2206
  #_id: "B00072305"
  #_source: array:40 [
    "bid" => "B00072305"
    "academId" => "2051"
    "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" => ""
    "facOrcId" => "https://orcid.org/0000-0001-5160-2042"
    "career" => array:15 [
      0 => Essec\Faculty\Model\CareerItem {#2282
        #_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 {#2206}
      }
      1 => Essec\Faculty\Model\CareerItem {#2283
        #_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 {#2206}
      }
      2 => Essec\Faculty\Model\CareerItem {#2284
        #_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 {#2206}
      }
      3 => Essec\Faculty\Model\CareerItem {#2285
        #_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 {#2206}
      }
      4 => Essec\Faculty\Model\CareerItem {#2286
        #_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 {#2206}
      }
      5 => Essec\Faculty\Model\CareerItem {#2287
        #_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 {#2206}
      }
      6 => Essec\Faculty\Model\CareerItem {#2288
        #_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 {#2206}
      }
      7 => Essec\Faculty\Model\CareerItem {#2289
        #_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 {#2206}
      }
      8 => Essec\Faculty\Model\CareerItem {#2290
        #_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 {#2206}
      }
      9 => Essec\Faculty\Model\CareerItem {#2291
        #_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 {#2206}
      }
      10 => Essec\Faculty\Model\CareerItem {#2292
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => "2012-10-01"
          "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 {#2206}
      }
      11 => Essec\Faculty\Model\CareerItem {#2293
        #_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 {#2206}
      }
      12 => Essec\Faculty\Model\CareerItem {#2294
        #_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 {#2206}
      }
      13 => Essec\Faculty\Model\CareerItem {#2295
        #_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 {#2206}
      }
      14 => Essec\Faculty\Model\CareerItem {#2296
        #_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 {#2206}
      }
    ]
    "diplomes" => array:3 [
      0 => Essec\Faculty\Model\Diplome {#2208
        #_index: null
        #_id: null
        #_source: array:6 [
          "diplome" => "DIPLOMA"
          "type" => array:2 [
            "fr" => "Diplômes"
            "en" => "Diplomas"
          ]
          "year" => "1993"
          "label" => array:2 [
            "en" => "Doctorate in Applied Mathematics"
            "fr" => "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 {#2206}
      }
      1 => Essec\Faculty\Model\Diplome {#2210
        #_index: null
        #_id: null
        #_source: array:6 [
          "diplome" => "DIPLOMA"
          "type" => array:2 [
            "fr" => "Diplômes"
            "en" => "Diplomas"
          ]
          "year" => "2005"
          "label" => array:2 [
            "en" => "HDR"
            "fr" => "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 {#2206}
      }
      2 => Essec\Faculty\Model\Diplome {#2207
        #_index: null
        #_id: null
        #_source: array:6 [
          "diplome" => "CERT"
          "type" => array:2 [
            "fr" => "Certificats"
            "en" => "Certificates"
          ]
          "year" => "2010"
          "label" => array:2 [
            "en" => "Global colloquium on participant-centered learning"
            "fr" => "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 {#2206}
      }
    ]
    "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, Data Analytics et Opérations"
      "en" => "Information Systems, Data Analytics and Operations"
    ]
    "site" => array:2 [
      "fr" => ""
      "en" => ""
    ]
    "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 {#2297
        #_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 {#2206}
      }
      1 => Essec\Faculty\Model\Distinction {#2298
        #_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 {#2206}
      }
      2 => Essec\Faculty\Model\Distinction {#2299
        #_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"
            "en" => "Durham University"
          ]
          "country" => array:2 [
            "fr" => "Royaume-Uni"
            "en" => "United Kingdom"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#2206}
      }
      3 => Essec\Faculty\Model\Distinction {#2300
        #_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 {#2206}
      }
      4 => Essec\Faculty\Model\Distinction {#2301
        #_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 {#2206}
      }
      5 => Essec\Faculty\Model\Distinction {#2302
        #_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 {#2206}
      }
      6 => Essec\Faculty\Model\Distinction {#2303
        #_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 {#2206}
      }
      7 => Essec\Faculty\Model\Distinction {#2304
        #_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 {#2206}
      }
      8 => Essec\Faculty\Model\Distinction {#2305
        #_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 {#2206}
      }
      9 => Essec\Faculty\Model\Distinction {#2306
        #_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 {#2206}
      }
    ]
    "teaching" => array:31 [
      0 => Essec\Faculty\Model\TeachingItem {#2272
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => null
          "endDate" => null
          "program" => null
          "label" => array:2 [
            "fr" => "Impact des risques climatiques extrêmes : la question de l’assurabilité"
            "en" => "Impact des risques climatiques extrêmes : la question de l’assurabilité"
          ]
          "type" => array:2 [
            "fr" => "Co-directeur de thèse"
            "en" => "Thesis co-director"
          ]
          "institution" => array:2 [
            "fr" => "LSCE, CEA-CNRS"
            "en" => "LSCE, CEA-CNRS"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
      }
      1 => Essec\Faculty\Model\TeachingItem {#2276
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => null
          "endDate" => "2024"
          "program" => null
          "label" => array:2 [
            "fr" => "Contributions à l’étude des lois de temps d’atteinte. Applications."
            "en" => "Contributions à l’étude des lois de temps d’atteinte. Applications."
          ]
          "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"
      }
      2 => Essec\Faculty\Model\TeachingItem {#2271
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => null
          "endDate" => "2024"
          "program" => null
          "label" => array:2 [
            "fr" => "Characterising distributions and their tails using multivariate quantiles and depths"
            "en" => "Characterising distributions and their tails using multivariate quantiles and depths"
          ]
          "type" => array:2 [
            "fr" => "Co-directeur de thèse"
            "en" => "Thesis co-director"
          ]
          "institution" => array:2 [
            "fr" => "TIFR–CAM"
            "en" => "TIFR–CAM"
          ]
          "country" => array:2 [
            "fr" => "Inde"
            "en" => "India"
          ]
        ]
        +lang: "fr"
      }
      3 => Essec\Faculty\Model\TeachingItem {#2275
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => null
          "endDate" => "2023"
          "program" => null
          "label" => array:2 [
            "fr" => """
              Geometrical characteristics of random fields -\n
              On the perimeter of a binary image: estimation procedures, testing, and numerical implementations.
              """
            "en" => """
              Geometrical characteristics of random fields -\n
              On the perimeter of a binary image: estimation procedures, testing, and numerical implementations.
              """
          ]
          "type" => array:2 [
            "fr" => "Rapporteur"
            "en" => "Thesis referee"
          ]
          "institution" => array:2 [
            "fr" => "Université Paris Cité"
            "en" => "Université Paris Cité"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
      }
      4 => Essec\Faculty\Model\TeachingItem {#2274
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => null
          "endDate" => "2023"
          "program" => null
          "label" => array:2 [
            "fr" => "Cyber Risk and Insurance: Risk and Dependence Modelling and Optimal Pricing of Cyber Assistance"
            "en" => "Cyber Risk and Insurance: Risk and Dependence Modelling and Optimal Pricing of Cyber Assistance"
          ]
          "type" => array:2 [
            "fr" => "Rapporteur"
            "en" => "Thesis referee"
          ]
          "institution" => array:2 [
            "fr" => "Technische Universität München (TUM)"
            "en" => "Technische Universität München (TUM)"
          ]
          "country" => array:2 [
            "fr" => "Allemagne"
            "en" => "Germany"
          ]
        ]
        +lang: "fr"
      }
      5 => Essec\Faculty\Model\TeachingItem {#2273
        #_index: null
        #_id: null
        #_source: array:7 [
          "startDate" => null
          "endDate" => "2022"
          "program" => null
          "label" => array:2 [
            "fr" => "Statistical analysis of road accidents in the region Franche-Comté: risk factors for accident injuries and spatial modelling for accident occurrences"
            "en" => "Statistical analysis of road accidents in the region Franche-Comté: risk factors for accident injuries and spatial modelling for accident occurrences"
          ]
          "type" => array:2 [
            "fr" => "Rapporteur"
            "en" => "Thesis referee"
          ]
          "institution" => array:2 [
            "fr" => "Université de Franche-Comté"
            "en" => "Université de Franche-Comté"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
      }
      6 => Essec\Faculty\Model\TeachingItem {#2269
        #_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"
      }
      7 => Essec\Faculty\Model\TeachingItem {#2280
        #_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"
      }
      8 => Essec\Faculty\Model\TeachingItem {#2281
        #_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"
      }
      9 => Essec\Faculty\Model\TeachingItem {#2279
        #_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"
      }
      10 => Essec\Faculty\Model\TeachingItem {#2259
        #_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" => null
            "en" => null
          ]
          "institution" => array:2 [
            "fr" => "ETH Risk Center"
            "en" => "ETH Risk Center"
          ]
          "country" => array:2 [
            "fr" => "Suisse"
            "en" => "Switzerland"
          ]
        ]
        +lang: "fr"
      }
      11 => Essec\Faculty\Model\TeachingItem {#2260
        #_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"
      }
      12 => Essec\Faculty\Model\TeachingItem {#2264
        #_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"
      }
      13 => Essec\Faculty\Model\TeachingItem {#2252
        #_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" => null
            "en" => null
          ]
          "institution" => array:2 [
            "fr" => "Singapore Actuarial Society"
            "en" => "Singapore Actuarial Society"
          ]
          "country" => array:2 [
            "fr" => "Singapour"
            "en" => "Singapore"
          ]
        ]
        +lang: "fr"
      }
      14 => Essec\Faculty\Model\TeachingItem {#2251
        #_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" => null
            "en" => null
          ]
          "institution" => array:2 [
            "fr" => "CFA Society France"
            "en" => "CFA Society France"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
      }
      15 => Essec\Faculty\Model\TeachingItem {#2263
        #_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"
      }
      16 => Essec\Faculty\Model\TeachingItem {#2254
        #_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" => null
            "en" => null
          ]
          "institution" => array:2 [
            "fr" => "Durham University"
            "en" => "Durham University"
          ]
          "country" => array:2 [
            "fr" => "Royaume-Uni"
            "en" => "United Kingdom"
          ]
        ]
        +lang: "fr"
      }
      17 => Essec\Faculty\Model\TeachingItem {#2253
        #_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" => null
            "en" => null
          ]
          "institution" => array:2 [
            "fr" => "ETH Risk Center"
            "en" => "ETH Risk Center"
          ]
          "country" => array:2 [
            "fr" => "Suisse"
            "en" => "Switzerland"
          ]
        ]
        +lang: "fr"
      }
      18 => Essec\Faculty\Model\TeachingItem {#2261
        #_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"
      }
      19 => Essec\Faculty\Model\TeachingItem {#2257
        #_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" => null
            "en" => null
          ]
          "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"
      }
      20 => Essec\Faculty\Model\TeachingItem {#2256
        #_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" => null
            "en" => null
          ]
          "institution" => array:2 [
            "fr" => "Swiss Re"
            "en" => "Swiss Re"
          ]
          "country" => array:2 [
            "fr" => "Suisse"
            "en" => "Switzerland"
          ]
        ]
        +lang: "fr"
      }
      21 => Essec\Faculty\Model\TeachingItem {#2255
        #_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" => null
            "en" => null
          ]
          "institution" => array:2 [
            "fr" => "Bank of International Settlements"
            "en" => "Bank of International Settlements"
          ]
          "country" => array:2 [
            "fr" => "Suisse"
            "en" => "Switzerland"
          ]
        ]
        +lang: "fr"
      }
      22 => Essec\Faculty\Model\TeachingItem {#2265
        #_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"
      }
      23 => Essec\Faculty\Model\TeachingItem {#2262
        #_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"
      }
      24 => Essec\Faculty\Model\TeachingItem {#2266
        #_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"
      }
      25 => Essec\Faculty\Model\TeachingItem {#2267
        #_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"
      }
      26 => Essec\Faculty\Model\TeachingItem {#2258
        #_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" => null
            "en" => null
          ]
          "institution" => array:2 [
            "fr" => "National Economics University"
            "en" => "National Economics University"
          ]
          "country" => array:2 [
            "fr" => "Viêt Nam"
            "en" => "Vietnam"
          ]
        ]
        +lang: "fr"
      }
      27 => Essec\Faculty\Model\TeachingItem {#2268
        #_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"
      }
      28 => Essec\Faculty\Model\TeachingItem {#2278
        #_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"
      }
      29 => Essec\Faculty\Model\TeachingItem {#2277
        #_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"
      }
      30 => Essec\Faculty\Model\TeachingItem {#2270
        #_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"
      }
    ]
    "otherActivities" => array:42 [
      0 => Essec\Faculty\Model\ExtraActivity {#2211
        #_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" => "Research activities"
          ]
          "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 {#2206}
      }
      1 => Essec\Faculty\Model\ExtraActivity {#2205
        #_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" => "Research activities"
          ]
          "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 {#2206}
      }
      2 => Essec\Faculty\Model\ExtraActivity {#2209
        #_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" => "Research activities"
          ]
          "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 {#2206}
      }
      3 => Essec\Faculty\Model\ExtraActivity {#2212
        #_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" => "Research activities"
          ]
          "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 {#2206}
      }
      4 => Essec\Faculty\Model\ExtraActivity {#2213
        #_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" => "Research activities"
          ]
          "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 {#2206}
      }
      5 => Essec\Faculty\Model\ExtraActivity {#2214
        #_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" => "Research activities"
          ]
          "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 {#2206}
      }
      6 => Essec\Faculty\Model\ExtraActivity {#2215
        #_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" => "Research activities"
          ]
          "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 {#2206}
      }
      7 => Essec\Faculty\Model\ExtraActivity {#2216
        #_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" => "Research activities"
          ]
          "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 {#2206}
      }
      8 => Essec\Faculty\Model\ExtraActivity {#2217
        #_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" => "Research activities"
          ]
          "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 {#2206}
      }
      9 => Essec\Faculty\Model\ExtraActivity {#2218
        #_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" => "Research activities"
          ]
          "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 {#2206}
      }
      10 => Essec\Faculty\Model\ExtraActivity {#2219
        #_index: null
        #_id: null
        #_source: array:9 [
          "startDate" => "1994-09-30"
          "endDate" => null
          "year" => null
          "uuid" => "501"
          "type" => array:2 [
            "fr" => "Activités professionnelles"
            "en" => "Professional activities"
          ]
          "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 {#2206}
      }
      11 => Essec\Faculty\Model\ExtraActivity {#2220
        #_index: null
        #_id: null
        #_source: array:9 [
          "startDate" => "2007-09-01"
          "endDate" => null
          "year" => null
          "uuid" => "501"
          "type" => array:2 [
            "fr" => "Activités professionnelles"
            "en" => "Professional activities"
          ]
          "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 {#2206}
      }
      12 => Essec\Faculty\Model\ExtraActivity {#2221
        #_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" => "Research activities"
          ]
          "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 {#2206}
      }
      13 => Essec\Faculty\Model\ExtraActivity {#2222
        #_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" => "Research activities"
          ]
          "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 {#2206}
      }
      14 => Essec\Faculty\Model\ExtraActivity {#2223
        #_index: null
        #_id: null
        #_source: array:9 [
          "startDate" => "2010-10-01"
          "endDate" => null
          "year" => null
          "uuid" => "501"
          "type" => array:2 [
            "fr" => "Activités professionnelles"
            "en" => "Professional activities"
          ]
          "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)"
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            "en" => "France"
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      15 => Essec\Faculty\Model\ExtraActivity {#2224
        #_index: null
        #_id: null
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      17 => Essec\Faculty\Model\ExtraActivity {#2226
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        #_id: null
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        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#2206}
      }
      38 => Essec\Faculty\Model\ExtraActivity {#2247
        #_index: null
        #_id: null
        #_source: array:9 [
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            "en" => "IMS - Bernoulli Society"
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        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#2206}
      }
      39 => Essec\Faculty\Model\ExtraActivity {#2248
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            "en" => "Fondation "La Science Statistique""
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          "country" => array:2 [
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            "en" => "France"
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        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#2206}
      }
      40 => Essec\Faculty\Model\ExtraActivity {#2249
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        +"parent": Essec\Faculty\Model\Profile {#2206}
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      41 => Essec\Faculty\Model\ExtraActivity {#2250
        #_index: null
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            "en" => null
          ]
          "country" => array:2 [
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    "theses" => array:17 [
      0 => Essec\Faculty\Model\These {#2307
        #_index: null
        #_id: null
        #_source: array:9 [
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          "endDate" => "2023"
          "student" => "ABAACH M."
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              Geometrical characteristics of random fields -\n
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            "en" => """
              Geometrical characteristics of random fields -\n
              On the perimeter of a binary image: estimation procedures, testing, and numerical implementations.
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          "institution" => array:2 [
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            "en" => "Université Paris Cité"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#2206}
      }
      1 => Essec\Faculty\Model\These {#2308
        #_index: null
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        #_source: array:9 [
          "year" => null
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          "student" => "AKA S."
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          "label" => array:2 [
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          ]
          "role" => array:2 [
            "fr" => "Co-directeur de thèse"
            "en" => "Thesis co-director"
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          "institution" => array:2 [
            "fr" => "LSCE, CEA-CNRS"
            "en" => "LSCE, CEA-CNRS"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#2206}
      }
      2 => Essec\Faculty\Model\These {#2309
        #_index: null
        #_id: null
        #_source: array:9 [
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          "startDate" => null
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          "student" => "ATENCIA M."
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          "label" => array:2 [
            "fr" => "Estabilidad en Sistemas Neuronales Realimentados. Aplicación al Control"
            "en" => "Estabilidad en Sistemas Neuronales Realimentados. Aplicación al Control"
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          "role" => array:2 [
            "fr" => "Rapporteur"
            "en" => "Thesis referee"
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          "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 {#2206}
      }
      3 => Essec\Faculty\Model\These {#2310
        #_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"
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          ]
          "institution" => array:2 [
            "fr" => "Monash University"
            "en" => "Monash University"
          ]
          "country" => array:2 [
            "fr" => "Australie"
            "en" => "Australia"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#2206}
      }
      4 => Essec\Faculty\Model\These {#2311
        #_index: null
        #_id: null
        #_source: array:9 [
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          "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"
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          "role" => array:2 [
            "fr" => "Directeur de thèse"
            "en" => "Thesis director"
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          "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 {#2206}
      }
      5 => Essec\Faculty\Model\These {#2312
        #_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"
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          "role" => array:2 [
            "fr" => "Président de jury"
            "en" => "Thesis jury president"
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          "institution" => array:2 [
            "fr" => "Sorbonne Université"
            "en" => "Sorbonne Université"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#2206}
      }
      6 => Essec\Faculty\Model\These {#2313
        #_index: null
        #_id: null
        #_source: array:9 [
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          "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"
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          "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 {#2206}
      }
      7 => Essec\Faculty\Model\These {#2314
        #_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"
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          "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 {#2206}
      }
      8 => Essec\Faculty\Model\These {#2315
        #_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 {#2206}
      }
      9 => Essec\Faculty\Model\These {#2316
        #_index: null
        #_id: null
        #_source: array:9 [
          "year" => "2015"
          "startDate" => null
          "endDate" => "2015"
          "student" => "Debbabi N."
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          "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"
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          "institution" => array:2 [
            "fr" => "URCA"
            "en" => "URCA"
          ]
          "country" => array:2 [
            "fr" => null
            "en" => null
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#2206}
      }
      10 => Essec\Faculty\Model\These {#2317
        #_index: null
        #_id: null
        #_source: array:9 [
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          "startDate" => null
          "endDate" => "2024"
          "student" => "DOROBANTU D."
          "firstJob" => ""
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            "fr" => "Contributions à l’étude des lois de temps d’atteinte. Applications."
            "en" => "Contributions à l’étude des lois de temps d’atteinte. Applications."
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            "fr" => "Rapporteur"
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            "en" => "Université Claude Bernard Lyon 1"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#2206}
      }
      11 => Essec\Faculty\Model\These {#2318
        #_index: null
        #_id: null
        #_source: array:9 [
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          "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 {#2206}
      }
      12 => Essec\Faculty\Model\These {#2319
        #_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 {#2206}
      }
      13 => Essec\Faculty\Model\These {#2320
        #_index: null
        #_id: null
        #_source: array:9 [
          "year" => "2024"
          "startDate" => null
          "endDate" => "2024"
          "student" => "SINGHA S."
          "firstJob" => "Postdoc at Telecom Paris, IP Paris"
          "label" => array:2 [
            "fr" => "Characterising distributions and their tails using multivariate quantiles and depths"
            "en" => "Characterising distributions and their tails using multivariate quantiles and depthsCharacterising distributions and their tails using multivariate quantiles and depths"
          ]
          "role" => array:2 [
            "fr" => "Co-directeur de thèse"
            "en" => "Thesis co-director"
          ]
          "institution" => array:2 [
            "fr" => "TIFR–CAM"
            "en" => "TIFR–CAM"
          ]
          "country" => array:2 [
            "fr" => "Inde"
            "en" => "India"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#2206}
      }
      14 => Essec\Faculty\Model\These {#2321
        #_index: null
        #_id: null
        #_source: array:9 [
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          "startDate" => null
          "endDate" => "2022"
          "student" => "SPYCHALA C."
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          "label" => array:2 [
            "fr" => "Statistical analysis of road accidents in the region Franche-Comté: risk factors for accident injuries and spatial modelling for accident occurrences"
            "en" => "Statistical analysis of road accidents in the region Franche-Comté: risk factors for accident injuries and spatial modelling for accident occurrences"
          ]
          "role" => array:2 [
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            "en" => "Université de Franche-Comté"
          ]
          "country" => array:2 [
            "fr" => "France"
            "en" => "France"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#2206}
      }
      15 => Essec\Faculty\Model\These {#2322
        #_index: null
        #_id: null
        #_source: array:9 [
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          "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"
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          "role" => array:2 [
            "fr" => "Rapporteur"
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          "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 {#2206}
      }
      16 => Essec\Faculty\Model\These {#2323
        #_index: null
        #_id: null
        #_source: array:9 [
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          "startDate" => null
          "endDate" => "2023"
          "student" => "ZELLER G."
          "firstJob" => ""
          "label" => array:2 [
            "fr" => "Cyber Risk and Insurance: Risk and Dependence Modelling and Optimal Pricing of Cyber Assistance"
            "en" => "Cyber Risk and Insurance: Risk and Dependence Modelling and Optimal Pricing of Cyber Assistance"
          ]
          "role" => array:2 [
            "fr" => "Rapporteur"
            "en" => "Thesis referee"
          ]
          "institution" => array:2 [
            "fr" => "Technische Universität München (TUM)"
            "en" => "Technische Universität München (TUM)"
          ]
          "country" => array:2 [
            "fr" => "Allemagne"
            "en" => "Germany"
          ]
        ]
        +lang: "fr"
        +"parent": Essec\Faculty\Model\Profile {#2206}
      }
    ]
    "indexedAt" => "2024-10-15T06:21:23.000Z"
    "contributions" => array:173 [
      0 => Essec\Faculty\Model\Contribution {#2325
        #_index: "academ_contributions"
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          "slug" => "evt-and-its-application-to-finance-and-insurance"
          "yearMonth" => "2017-03"
          "year" => "2017"
          "title" => "EVT and its Application to finance and insurance"
          "description" => "KRATZ, M. (2017). EVT and its Application to finance and insurance. Dans: ETH Risk Center March 2017 Workshop."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
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          "ouvrage" => "ETH Risk Center March 2017 Workshop"
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
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            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      1 => Essec\Faculty\Model\Contribution {#2327
        #_index: "academ_contributions"
        #_id: "5946"
        #_source: array:18 [
          "id" => "5946"
          "slug" => "explicit-diversification-benefit-formulas-for-dependent-risks"
          "yearMonth" => "2012-09"
          "year" => "2012"
          "title" => "Explicit Diversification Benefit Formulas for Dependent Risks"
          "description" => "ELBAHTOURI, L., DACOROGNA, M. et KRATZ, M. (2012). Explicit Diversification Benefit Formulas for Dependent Risks. Dans: 1st European Actuarial Journal Conference."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "ELBAHTOURI L."
            ]
            2 => array:1 [
              "name" => "DACOROGNA M."
            ]
          ]
          "ouvrage" => "1st European Actuarial Journal 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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      2 => Essec\Faculty\Model\Contribution {#2329
        #_index: "academ_contributions"
        #_id: "5997"
        #_source: array:18 [
          "id" => "5997"
          "slug" => "forecasting-bubbles-in-a-near-explosive-random-coefficient-model"
          "yearMonth" => "2014-12"
          "year" => "2014"
          "title" => "Forecasting Bubbles in a Near Explosive Random Coefficient Model"
          "description" => "CHEVILLON, G., BANERJEE, A. et KRATZ, M. (2014). Forecasting Bubbles in a Near Explosive Random Coefficient Model. Dans: 25th EC2 Conference on "Advances in Forecasting"."
          "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" => "25th EC2 Conference on "Advances in Forecasting""
          "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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      3 => Essec\Faculty\Model\Contribution {#2326
        #_index: "academ_contributions"
        #_id: "1905"
        #_source: array:18 [
          "id" => "1905"
          "slug" => "level-crossings-and-other-level-functionals-of-stationary-gaussian-processes"
          "yearMonth" => "2006-01"
          "year" => "2006"
          "title" => "Level Crossings and Other Level Functionals of Stationary Gaussian Processes"
          "description" => "KRATZ, M. (2006). Level Crossings and Other Level Functionals of Stationary Gaussian Processes. <i>Probability Surveys</i>, pp. 230-288."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => ""
          "keywords" => array:2 [
            0 => "Gaussian processes"
            1 => "Hermite polynomials"
          ]
          "updatedAt" => "2020-12-17 17:55:06"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => "230-288"
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Articles"
            "en" => "Journal articles"
          ]
          "support_type" => array:2 [
            "fr" => "Revue scientifique"
            "en" => "Scientific journal"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "This paper presents a synthesis on the mathematical work done on level crossings of stationary Gaussian processes, with some extensions. The main results [(factorial) moments, representation into the Wiener Chaos, asymptotic results, rate of convergence, local time and number of crossings] are described, as well as the different approaches [normal   comparison method, Rice method, Stein-Chen method, a general m-dependent method] used to obtain them, these methods are also very useful in the general context of Gaussian fields. Finally some extensions [time occupation   functionals, number of maxima in an interval, process indexed by a bidimensional set] are proposed, illustrating the generality of the methods. A large inventory of papers and books on the subject ends the survey."
            "en" => "This paper presents a synthesis on the mathematical work done on level crossings of stationary Gaussian processes, with some extensions. The main results [(factorial) moments, representation into the Wiener Chaos, asymptotic results, rate of convergence, local time and number of crossings] are described, as well as the different approaches [normal   comparison method, Rice method, Stein-Chen method, a general m-dependent method] used to obtain them, these methods are also very useful in the general context of Gaussian fields. Finally some extensions [time occupation   functionals, number of maxima in an interval, process indexed by a bidimensional set] are proposed, illustrating the generality of the methods. A large inventory of papers and books on the subject ends the survey."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d'Information, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      4 => Essec\Faculty\Model\Contribution {#2330
        #_index: "academ_contributions"
        #_id: "1906"
        #_source: array:18 [
          "id" => "1906"
          "slug" => "level-curves-crossings-and-applications-for-gaussian-models"
          "yearMonth" => "2010-09"
          "year" => "2010"
          "title" => "Level Curves Crossings and Applications for Gaussian Models"
          "description" => "KRATZ, M. et LEON, J.R. (2010). Level Curves Crossings and Applications for Gaussian Models. <i>Extremes</i>, 13(3), pp. 315-351."
          "authors" => array:2 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "LEON J.R."
            ]
          ]
          "ouvrage" => ""
          "keywords" => array:9 [
            0 => "Co-area formula"
            1 => "Crossings"
            2 => "CLT"
            3 => "Gaussian fields"
            4 => "Harmonic oscillator"
            5 => "Hermite polynomials"
            6 => "Level curve"
            7 => "(Generalized) Rice formula"
            8 => "Specular point"
          ]
          "updatedAt" => "2021-02-02 16:16:18"
          "publicationUrl" => "https://link.springer.com/article/10.1007/s10687-009-0090-x"
          "publicationInfo" => array:3 [
            "pages" => "315-351"
            "volume" => "13"
            "number" => "3"
          ]
          "type" => array:2 [
            "fr" => "Articles"
            "en" => "Journal articles"
          ]
          "support_type" => array:2 [
            "fr" => "Revue scientifique"
            "en" => "Scientific journal"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "Representations into the Itô-Wiener Chaos and asymptotic results such as CLTs are obtained for the curve-crossings number of a stationary Gaussian process according to the form of the curve. Applications in physics and sea modelling follow, with the study of the estimator of the natural frequency of a harmonic oscillator and the study of specular points."
            "en" => "Representations into the Itô-Wiener Chaos and asymptotic results such as CLTs are obtained for the curve-crossings number of a stationary Gaussian process according to the form of the curve. Applications in physics and sea modelling follow, with the study of the estimator of the natural frequency of a harmonic oscillator and the study of specular points."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d'Information, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      5 => Essec\Faculty\Model\Contribution {#2324
        #_index: "academ_contributions"
        #_id: "6265"
        #_source: array:18 [
          "id" => "6265"
          "slug" => "key-issues-and-challenges-that-researchers-of-risk-and-practitioners-from-industries-perceive-as-significant-over-the-next-few-years"
          "yearMonth" => "2015-04"
          "year" => "2015"
          "title" => "Key Issues and Challenges that Researchers of Risk And Practitioners from Industries, Perceive as Significant over the Next Few Years"
          "description" => "KRATZ, M. (2015). Key Issues and Challenges that Researchers of Risk And Practitioners from Industries, Perceive as Significant over the Next Few Years. Dans: RTLC Research workshop."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => "RTLC Research workshop"
          "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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      6 => Essec\Faculty\Model\Contribution {#2328
        #_index: "academ_contributions"
        #_id: "2070"
        #_source: array:18 [
          "id" => "2070"
          "slug" => "modeling-macroeconomic-effects-and-expert-judgements-in-operational-risk-a-bayesian-approach"
          "yearMonth" => "2012-12"
          "year" => "2012"
          "title" => "Modeling Macroeconomic Effects and Expert Judgements in Operational Risk: A Bayesian Approach"
          "description" => "CAPA SANTOS, H., KRATZ, M. et MOSQUERA MUNOZ, F. (2012). Modeling Macroeconomic Effects and Expert Judgements in Operational Risk: A Bayesian Approach. <i>Journal of Operational Risk</i>, 7(4), pp. 3-23."
          "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 MUNOZ F."
            ]
          ]
          "ouvrage" => ""
          "keywords" => array:7 [
            0 => "Quantitative risk management"
            1 => "Solvency 2"
            2 => "Basel II"
            3 => "Bayesian inference"
            4 => "Operational risk"
            5 => "Macroeconomics dependence"
            6 => "Loss distribution approach"
          ]
          "updatedAt" => "2021-02-02 16:16:18"
          "publicationUrl" => "https://hal-essec.archives-ouvertes.fr/hal-00690448"
          "publicationInfo" => array:3 [
            "pages" => "3-23"
            "volume" => "7"
            "number" => "4"
          ]
          "type" => array:2 [
            "fr" => "Articles"
            "en" => "Journal articles"
          ]
          "support_type" => array:2 [
            "fr" => "Revue scientifique"
            "en" => "Scientific journal"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => """
              We present in this paper a contribution on operational risk modeling. We consider a general Bayesian context incorporating information on market risk profile, experts opinion and operational losses, taking into account the general macroeconomic environment as well. This modeling aims at estimating a characteristic parameter of the operational risk severity distribution function, using those sources of information.\n
              It generalizes under more realistic conditions a study realized by Lambrigger, Shevchenko and Wüthrich, and analyses the influence of macroeconomic effects on operational risk. Our theoretical model suggests that severities of operational losses are more related to the macroeconomic environment than usually assumed.
              """
            "en" => """
              We present in this paper a contribution on operational risk modeling. We consider a general Bayesian context incorporating information on market risk profile, experts opinion and operational losses, taking into account the general macroeconomic environment as well. This modeling aims at estimating a characteristic parameter of the operational risk severity distribution function, using those sources of information.\n
              It generalizes under more realistic conditions a study realized by Lambrigger, Shevchenko and Wüthrich, and analyses the influence of macroeconomic effects on operational risk. Our theoretical model suggests that severities of operational losses are more related to the macroeconomic environment than usually assumed.
              """
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d'Information, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      7 => Essec\Faculty\Model\Contribution {#2331
        #_index: "academ_contributions"
        #_id: "2085"
        #_source: array:18 [
          "id" => "2085"
          "slug" => "multinomial-var-backtests-a-simple-implicit-approach-to-backtesting-expected-shortfall"
          "yearMonth" => "2018-03"
          "year" => "2018"
          "title" => "Multinomial VaR Backtests: A Simple Implicit Approach to Backtesting Expected Shortfall"
          "description" => "KRATZ, M., LOK, Y.H. et MCNEIL, A.J. (2018). Multinomial VaR Backtests: A Simple Implicit Approach to Backtesting Expected Shortfall. <i>Journal of Banking & Finance</i>, 88(C), pp. 393-407."
          "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" => array:6 [
            0 => "Backtesting"
            1 => "Banking regulation"
            2 => "Expected shortfall"
            3 => "Financial risk management"
            4 => "Statistical test"
            5 => "Value-at-Risk"
          ]
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => "https://www.sciencedirect.com/science/article/abs/pii/S0378426618300086"
          "publicationInfo" => array:3 [
            "pages" => "393-407"
            "volume" => "88"
            "number" => "C"
          ]
          "type" => array:2 [
            "fr" => "Articles"
            "en" => "Journal articles"
          ]
          "support_type" => array:2 [
            "fr" => "Revue scientifique"
            "en" => "Scientific journal"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "Under the Fundamental Review of the Trading Book, capital charges are based on the coherent Expected Shortfall (ES) risk measure, which is sensitive to tail risk. We argue that backtesting of the forecasting models used to derive ES can be based on a multinomial test of Value-at-Risk (VaR) exceptions at several levels. Using simulation experiments with heavy-tailed distributions and GARCH volatility models, we design a statistical procedure to show that at least four VaR levels are required to obtain tests for misspecified trading book models that are more powerful than single-level (or even two-level) binomial exception tests. A traffic-light system for model approval is proposed and illustrated with three real-data examples spanning the 2008 financial crisis."
            "en" => "Under the Fundamental Review of the Trading Book, capital charges are based on the coherent Expected Shortfall (ES) risk measure, which is sensitive to tail risk. We argue that backtesting of the forecasting models used to derive ES can be based on a multinomial test of Value-at-Risk (VaR) exceptions at several levels. Using simulation experiments with heavy-tailed distributions and GARCH volatility models, we design a statistical procedure to show that at least four VaR levels are required to obtain tests for misspecified trading book models that are more powerful than single-level (or even two-level) binomial exception tests. A traffic-light system for model approval is proposed and illustrated with three real-data examples spanning the 2008 financial crisis."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d'Information, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      8 => Essec\Faculty\Model\Contribution {#2332
        #_index: "academ_contributions"
        #_id: "2100"
        #_source: array:18 [
          "id" => "2100"
          "slug" => "new-results-for-tails-of-probability-distributions-according-to-their-asymptotic-decay"
          "yearMonth" => "2016-02"
          "year" => "2016"
          "title" => "New Results for Tails of Probability Distributions According to Their Asymptotic Decay"
          "description" => "CADENA, M. et KRATZ, M. (2016). New Results for Tails of Probability Distributions According to Their Asymptotic Decay. <i>Statistics & Probability Letters</i>, 109, pp. 178-183."
          "authors" => array:2 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "CADENA M."
            ]
          ]
          "ouvrage" => ""
          "keywords" => array:6 [
            0 => "Asymptotic behavior"
            1 => "Maximum domains of attraction"
            2 => "Fréchet"
            3 => "Gumbel"
            4 => "Pickands–Balkema–de Haan Theorem"
            5 => "Regularly varying function"
          ]
          "updatedAt" => "2021-02-02 16:16:18"
          "publicationUrl" => "https://www.sciencedirect.com/science/article/abs/pii/S0167715215300237"
          "publicationInfo" => array:3 [
            "pages" => "178-183"
            "volume" => "109"
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Articles"
            "en" => "Journal articles"
          ]
          "support_type" => array:2 [
            "fr" => "Revue scientifique"
            "en" => "Scientific journal"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "This paper provides new properties for tails of probability distributions belonging to a class defined according to the asymptotic decay of the tails. This class contains the one of regularly varying tails of distributions. The main results concern the relation between this larger class and the maximum domains of attraction of Fréchet and Gumbel."
            "en" => "This paper provides new properties for tails of probability distributions belonging to a class defined according to the asymptotic decay of the tails. This class contains the one of regularly varying tails of distributions. The main results concern the relation between this larger class and the maximum domains of attraction of Fréchet and Gumbel."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d'Information, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      9 => Essec\Faculty\Model\Contribution {#2333
        #_index: "academ_contributions"
        #_id: "2105"
        #_source: array:18 [
          "id" => "2105"
          "slug" => "normex-a-new-method-for-evaluating-the-distribution-of-aggregated-heavy-tailed-risks"
          "yearMonth" => "2014-12"
          "year" => "2014"
          "title" => "Normex, a New Method for Evaluating the Distribution of Aggregated Heavy Tailed Risks"
          "description" => "KRATZ, M. (2014). Normex, a New Method for Evaluating the Distribution of Aggregated Heavy Tailed Risks. <i>Extremes</i>, 17(4), pp. 661-691."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => ""
          "keywords" => []
          "updatedAt" => "2021-02-02 16:16:18"
          "publicationUrl" => "https://www.researchgate.net/publication/284837102_Normex_a_new_method_for_evaluating_the_distribution_of_aggregated_heavy_tailed_risks"
          "publicationInfo" => array:3 [
            "pages" => "661-691"
            "volume" => "17"
            "number" => "4"
          ]
          "type" => array:2 [
            "fr" => "Articles"
            "en" => "Journal articles"
          ]
          "support_type" => array:2 [
            "fr" => "Revue scientifique"
            "en" => "Scientific journal"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "We develop theoretically as well as numerically a new method, Normex, for the sum of independent heavy tailed distributed random variables, to obtain the most accurate evaluation of its entire distribution. Normex provides sharp results, whatever the number of summands and the tail index are. It is particularly suited when the Central Limit Theorem (CLT) applies but with slow convergence of the mean and with a poor approximation for the tail. Hence, it is filling up a gap in the literature by giving an appropriate limit distribution in this case, in general better than with most standard methods. An application is developed to evaluate the Value-at-Risk of the yearly log returns of financial assets."
            "en" => "We develop theoretically as well as numerically a new method, Normex, for the sum of independent heavy tailed distributed random variables, to obtain the most accurate evaluation of its entire distribution. Normex provides sharp results, whatever the number of summands and the tail index are. It is particularly suited when the Central Limit Theorem (CLT) applies but with slow convergence of the mean and with a poor approximation for the tail. Hence, it is filling up a gap in the literature by giving an appropriate limit distribution in this case, in general better than with most standard methods. An application is developed to evaluate the Value-at-Risk of the yearly log returns of financial assets."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d'Information, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      10 => Essec\Faculty\Model\Contribution {#2334
        #_index: "academ_contributions"
        #_id: "2122"
        #_source: array:18 [
          "id" => "2122"
          "slug" => "on-functions-bounded-by-karamata-functions"
          "yearMonth" => "2019-03"
          "year" => "2019"
          "title" => "On functions bounded by Karamata functions"
          "description" => "CADENA, M., KRATZ, M. et OMEY, E. (2019). On functions bounded by Karamata functions. <i>Journal of Mathematical Sciences</i>, 237(5), pp. 621-630."
          "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" => "2023-05-24 16:21:49"
          "publicationUrl" => "https://link.springer.com/article/10.1007/s10958-019-04187-z"
          "publicationInfo" => array:3 [
            "pages" => "621-630"
            "volume" => "237"
            "number" => "5"
          ]
          "type" => array:2 [
            "fr" => "Articles"
            "en" => "Journal articles"
          ]
          "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 that are bounded by regularly varying functions (which were introduced by Karamata). We study integrals and Laplace transforms of these functions. We use the obtained results to study the tail of convolutions of distribution functions. The results are extended to functions that are bounded by O-regularly varying functions."
            "en" => "We define a new class of positive and measurable functions that are bounded by regularly varying functions (which were introduced by Karamata). We study integrals and Laplace transforms of these functions. We use the obtained results to study the tail of convolutions of distribution functions. The results are extended to functions that are bounded by O-regularly varying functions."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d'Information, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      11 => Essec\Faculty\Model\Contribution {#2335
        #_index: "academ_contributions"
        #_id: "2129"
        #_source: array:18 [
          "id" => "2129"
          "slug" => "on-the-capacity-functional-of-excursion-sets-of-gaussian-random-fields-on-r%c2%b2"
          "yearMonth" => "2016-09"
          "year" => "2016"
          "title" => "On the Capacity Functional of Excursion Sets of Gaussian Random Fields on R²"
          "description" => "KRATZ, M. et NAGEL, W. (2016). On the Capacity Functional of Excursion Sets of Gaussian Random Fields on R². <i>Advances in Applied Probability</i>, 48(3), pp. 712-725."
          "authors" => array:2 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "NAGEL W."
            ]
          ]
          "ouvrage" => ""
          "keywords" => array:10 [
            0 => "Capacity functional"
            1 => "Crossings"
            2 => "Excursion set"
            3 => "Gaussian field"
            4 => "Growing circle method"
            5 => "Rice formula"
            6 => "Second moment measure"
            7 => "Sweeping line method"
            8 => "Stereology"
            9 => "Stochastic geometry"
          ]
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => "https://www.cambridge.org/core/journals/advances-in-applied-probability/article/abs/on-the-capacity-functional-of-excursion-sets-of-gaussian-random-fields-on-2/3A82FDC50E850497837BA1457551B43E"
          "publicationInfo" => array:3 [
            "pages" => "712-725"
            "volume" => "48"
            "number" => "3"
          ]
          "type" => array:2 [
            "fr" => "Articles"
            "en" => "Journal articles"
          ]
          "support_type" => array:2 [
            "fr" => "Revue scientifique"
            "en" => "Scientific journal"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "When a random field (X_t, t in R²) is thresholded on a given level u, the excursion set is given by its indicator 1(X_t>u). 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 extends results obtained for the one-dimensional case to the two-dimensional case, with tools borrowed from crossings theory, in particular Rice methods, and from integral and stochastic geometry."
            "en" => "When a random field (X_t, t in R²) is thresholded on a given level u, the excursion set is given by its indicator 1(X_t>u). 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 extends results obtained for the one-dimensional case to the two-dimensional case, with tools borrowed from crossings theory, in particular Rice methods, and from integral and stochastic geometry."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d'Information, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      12 => Essec\Faculty\Model\Contribution {#2336
        #_index: "academ_contributions"
        #_id: "2132"
        #_source: array:18 [
          "id" => "2132"
          "slug" => "on-the-order-of-functions-at-infinity"
          "yearMonth" => "2017-08"
          "year" => "2017"
          "title" => "On the Order of Functions at Infinity"
          "description" => "CADENA, M., KRATZ, M. et OMEY, E. (2017). On the Order of Functions at Infinity. <i>Journal of Mathematical Analysis and Applications</i>, 452(1), pp. 109-125."
          "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" => array:4 [
            0 => "Karamata's theorem"
            1 => "Karamata's Tauberian theorem"
            2 => "Regular variation"
            3 => "Representation theorems"
          ]
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => "https://www.sciencedirect.com/science/article/abs/pii/S0022247X17301920"
          "publicationInfo" => array:3 [
            "pages" => "109-125"
            "volume" => "452"
            "number" => "1"
          ]
          "type" => array:2 [
            "fr" => "Articles"
            "en" => "Journal articles"
          ]
          "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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      13 => Essec\Faculty\Model\Contribution {#2337
        #_index: "academ_contributions"
        #_id: "6530"
        #_source: array:18 [
          "id" => "6530"
          "slug" => "level-crossings-and-applications"
          "yearMonth" => "2018-04"
          "year" => "2018"
          "title" => "Level Crossings and Applications"
          "description" => "KRATZ, M. (2018). Level Crossings and Applications. Dans: Workshop on 'Can Stochastic Geometry handle Dynamics of Risk Management?'."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => "Workshop on 'Can Stochastic Geometry handle Dynamics of Risk Management?'"
          "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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      14 => Essec\Faculty\Model\Contribution {#2338
        #_index: "academ_contributions"
        #_id: "6531"
        #_source: array:18 [
          "id" => "6531"
          "slug" => "level-functionals-for-gaussian-fields-and-applications-to-oceanography"
          "yearMonth" => "2018-06"
          "year" => "2018"
          "title" => "Level Functionals for Gaussian Fields and Applications to Oceanography"
          "description" => "KRATZ, M. (2018). Level Functionals for Gaussian Fields and Applications to Oceanography. Dans: 2018 Random Waves in Oxford."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => "2018 Random Waves in Oxford"
          "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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      15 => Essec\Faculty\Model\Contribution {#2339
        #_index: "academ_contributions"
        #_id: "6545"
        #_source: array:18 [
          "id" => "6545"
          "slug" => "limit-theorems-for-functionals-of-excursion-sets-of-gaussian-random-fields"
          "yearMonth" => "2017-07"
          "year" => "2017"
          "title" => "Limit Theorems for Functionals of Excursion Sets of Gaussian Random Fields"
          "description" => "KRATZ, M. (2017). Limit Theorems for Functionals of Excursion Sets of Gaussian Random Fields. Dans: 39th Conference on Stochastic Processes and their Applications."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => "39th Conference on Stochastic Processes and their Applications"
          "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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      16 => Essec\Faculty\Model\Contribution {#2340
        #_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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      17 => Essec\Faculty\Model\Contribution {#2341
        #_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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      18 => Essec\Faculty\Model\Contribution {#2342
        #_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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      19 => Essec\Faculty\Model\Contribution {#2343
        #_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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      20 => Essec\Faculty\Model\Contribution {#2344
        #_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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      21 => Essec\Faculty\Model\Contribution {#2345
        #_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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      22 => Essec\Faculty\Model\Contribution {#2346
        #_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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      23 => Essec\Faculty\Model\Contribution {#2347
        #_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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      24 => Essec\Faculty\Model\Contribution {#2348
        #_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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      25 => Essec\Faculty\Model\Contribution {#2349
        #_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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      26 => Essec\Faculty\Model\Contribution {#2350
        #_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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      27 => Essec\Faculty\Model\Contribution {#2351
        #_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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      28 => Essec\Faculty\Model\Contribution {#2352
        #_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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      29 => Essec\Faculty\Model\Contribution {#2353
        #_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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      30 => Essec\Faculty\Model\Contribution {#2354
        #_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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      31 => Essec\Faculty\Model\Contribution {#2355
        #_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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      32 => Essec\Faculty\Model\Contribution {#2356
        #_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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      33 => Essec\Faculty\Model\Contribution {#2357
        #_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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      34 => Essec\Faculty\Model\Contribution {#2358
        #_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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      35 => Essec\Faculty\Model\Contribution {#2359
        #_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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      36 => Essec\Faculty\Model\Contribution {#2360
        #_index: "academ_contributions"
        #_id: "2677"
        #_source: array:18 [
          "id" => "2677"
          "slug" => "the-impact-of-systemic-risk-on-the-diversification-benefits-of-a-risk-portfolio"
          "yearMonth" => "2014-07"
          "year" => "2014"
          "title" => "The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio"
          "description" => "BUSSE, M., DACAOROGNA, M. et KRATZ, M. (2014). The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio. <i>Risks</i>, 2, pp. 260-276."
          "authors" => array:3 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
            1 => array:1 [
              "name" => "BUSSE M."
            ]
            2 => array:1 [
              "name" => "DACAOROGNA M."
            ]
          ]
          "ouvrage" => ""
          "keywords" => []
          "updatedAt" => "2021-02-02 16:16:18"
          "publicationUrl" => "https://www.researchgate.net/publication/259044786_The_Impact_of_Systemic_Risk_on_the_Diversification_Benefits_of_a_Risk_Portfolio"
          "publicationInfo" => array:3 [
            "pages" => "260-276"
            "volume" => "2"
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Articles"
            "en" => "Journal articles"
          ]
          "support_type" => array:2 [
            "fr" => "Revue scientifique"
            "en" => "Scientific journal"
          ]
          "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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      37 => Essec\Faculty\Model\Contribution {#2361
        #_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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      38 => Essec\Faculty\Model\Contribution {#2362
        #_index: "academ_contributions"
        #_id: "2835"
        #_source: array:18 [
          "id" => "2835"
          "slug" => "validation-of-aggregated-risks-models"
          "yearMonth" => "2018-09"
          "year" => "2018"
          "title" => "Validation of Aggregated Risks Models"
          "description" => "DACOROGNA, M., ELBAHTOURI, L. et KRATZ, M. (2018). Validation of Aggregated Risks Models. <i>Annals of Actuarial Science</i>, 12(2), pp. 1-22."
          "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" => "2021-09-24 10:33:27"
          "publicationUrl" => "https://www.researchgate.net/publication/321495926_Validation_of_aggregated_risks_models"
          "publicationInfo" => array:3 [
            "pages" => "1-22"
            "volume" => "12"
            "number" => "2"
          ]
          "type" => array:2 [
            "fr" => "Articles"
            "en" => "Journal articles"
          ]
          "support_type" => array:2 [
            "fr" => "Revue scientifique"
            "en" => "Scientific journal"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "Validation of risk models is required by regulators and demanded by management and shareholders. Those models rely in practice heavily on Monte Carlo (MC) simulations. Given their complexity, the convergence of the MC algorithm is difficult to prove mathematically. To circumvent this problem and nevertheless explore the conditions of convergence, we suggest an analytical approach. Considering standard models, we compute, via mixing techniques, closed form formulas for risk measures as Value-at-Risk (VaR) VaR or Tail Value-at-Risk (TVaR) TVaR on a portfolio of risks, and consequently for the associated diversification benefit. The numerical convergence of MC simulations of those various quantities is then tested against their analytical evaluations. The speed of convergence appears to depend on the fatness of the tail of the marginal distributions; the higher the tail index, the faster the convergence. We also explore the behaviour of the diversification benefit with various dependence structures and marginals (heavy and light tails). As expected, it varies heavily with the type of dependence between aggregated risks. The diversification benefit is also studied as a function of the risk measure, VaR or TVaR."
            "en" => "Validation of risk models is required by regulators and demanded by management and shareholders. Those models rely in practice heavily on Monte Carlo (MC) simulations. Given their complexity, the convergence of the MC algorithm is difficult to prove mathematically. To circumvent this problem and nevertheless explore the conditions of convergence, we suggest an analytical approach. Considering standard models, we compute, via mixing techniques, closed form formulas for risk measures as Value-at-Risk (VaR) VaR or Tail Value-at-Risk (TVaR) TVaR on a portfolio of risks, and consequently for the associated diversification benefit. The numerical convergence of MC simulations of those various quantities is then tested against their analytical evaluations. The speed of convergence appears to depend on the fatness of the tail of the marginal distributions; the higher the tail index, the faster the convergence. We also explore the behaviour of the diversification benefit with various dependence structures and marginals (heavy and light tails). As expected, it varies heavily with the type of dependence between aggregated risks. The diversification benefit is also studied as a function of the risk measure, VaR or TVaR."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d'Information, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      39 => Essec\Faculty\Model\Contribution {#2363
        #_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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      40 => Essec\Faculty\Model\Contribution {#2364
        #_index: "academ_contributions"
        #_id: "2876"
        #_source: array:18 [
          "id" => "2876"
          "slug" => "what-is-the-best-risk-measure-in-practice-a-comparison-of-standard-measures"
          "yearMonth" => "2015-12"
          "year" => "2015"
          "title" => "What Is the Best Risk Measure in Practice? A Comparison of Standard Measures"
          "description" => "EMMER, S., KRATZ, M. et TASCHE, D. (2015). What Is the Best Risk Measure in Practice? A Comparison of Standard Measures. <i>Journal of Risk</i>, 18(2), pp. 31-60."
          "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" => "2021-02-02 16:16:18"
          "publicationUrl" => "https://www.researchgate.net/publication/290797597_What_is_the_best_risk_measure_in_practice_A_comparison_of_standard_measures"
          "publicationInfo" => array:3 [
            "pages" => "31-60"
            "volume" => "18"
            "number" => "2"
          ]
          "type" => array:2 [
            "fr" => "Articles"
            "en" => "Journal articles"
          ]
          "support_type" => array:2 [
            "fr" => "Revue scientifique"
            "en" => "Scientific journal"
          ]
          "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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      41 => Essec\Faculty\Model\Contribution {#2365
        #_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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      42 => Essec\Faculty\Model\Contribution {#2366
        #_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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      43 => Essec\Faculty\Model\Contribution {#2367
        #_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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      44 => Essec\Faculty\Model\Contribution {#2368
        #_index: "academ_contributions"
        #_id: "8962"
        #_source: array:18 [
          "id" => "8962"
          "slug" => "lactuariat-des-activites-et-competences-en-pleine-evolution"
          "yearMonth" => "2016-11"
          "year" => "2016"
          "title" => "L'actuariat, des activités et compétences en pleine évolution"
          "description" => "KRATZ, M. (2016). L'actuariat, des activités et compétences en pleine évolution. <i>Grandes Ecoles Magazine</i>."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => ""
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      45 => Essec\Faculty\Model\Contribution {#2369
        #_index: "academ_contributions"
        #_id: "9160"
        #_source: array:18 [
          "id" => "9160"
          "slug" => "managing-risk-is-about-raising-societys-resilience"
          "yearMonth" => "2015-12"
          "year" => "2015"
          "title" => "Managing Risk Is about Raising Society’s Resilience"
          "description" => "KRATZ, M. (2015). Managing Risk Is about Raising Society’s Resilience. <i>Business Times Singapore</i>."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => ""
          "keywords" => []
          "updatedAt" => "2020-12-17 18:37:46"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      46 => Essec\Faculty\Model\Contribution {#2370
        #_index: "academ_contributions"
        #_id: "9305"
        #_source: array:18 [
          "id" => "9305"
          "slug" => "the-future-of-insurance-with-the-advent-of-artificial-intelligence"
          "yearMonth" => "2017-03"
          "year" => "2017"
          "title" => "The Future of Insurance with the Advent of Artificial Intelligence"
          "description" => "KRATZ, M. (2017). The Future of Insurance with the Advent of Artificial Intelligence. <i>ESSEC Knowledge</i>."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => ""
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      47 => Essec\Faculty\Model\Contribution {#2371
        #_index: "academ_contributions"
        #_id: "9384"
        #_source: array:18 [
          "id" => "9384"
          "slug" => "editorial-foreword-by-the-guest-editors-of-the-rare-special-issue"
          "yearMonth" => "2018-09"
          "year" => "2018"
          "title" => "Editorial: Foreword by the Guest Editors of the RARE special issue"
          "description" => "CONSTANTINESCU, C., HASHORVA, E. et KRATZ, M. (2018). Editorial: Foreword by the Guest Editors of the RARE special issue. <i>Annals of Actuarial Science</i>, 12, pp. 209-210."
          "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" => "209-210"
            "volume" => "12"
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Préfaces / Introductions de revue"
            "en" => "Prefaces of a journal"
          ]
          "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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      48 => Essec\Faculty\Model\Contribution {#2372
        #_index: "academ_contributions"
        #_id: "9408"
        #_source: array:18 [
          "id" => "9408"
          "slug" => "hdr"
          "yearMonth" => "2005-06"
          "year" => "2005"
          "title" => "HDR"
          "description" => "KRATZ, M. (2005). HDR. France."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => ""
          "keywords" => []
          "updatedAt" => "2020-12-17 18:37:46"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "HDR"
            "en" => "HDR"
          ]
          "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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      49 => Essec\Faculty\Model\Contribution {#2373
        #_index: "academ_contributions"
        #_id: "9696"
        #_source: array:18 [
          "id" => "9696"
          "slug" => "approximation-poissonnienne-relative-du-processus-empirique"
          "yearMonth" => "1993-05"
          "year" => "1993"
          "title" => "Approximation Poissonnienne relative du processus empirique"
          "description" => "KRATZ, M. (1993). Approximation Poissonnienne relative du processus empirique., 316, série I, pp. 1221-1224."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => ""
          "keywords" => array:3 [
            0 => "AMS classification "
            1 => "Poisson approximation"
            2 => "uniform empirical process"
          ]
          "updatedAt" => "2020-12-17 18:37:46"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => "1221-1224"
            "volume" => "316, série I"
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Articles"
            "en" => "Journal articles"
          ]
          "support_type" => array:2 [
            "fr" => null
            "en" => null
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "We use a direct method to study the relative Poisson approximation of the uniform empirical process."
            "en" => "We use a direct method to study the relative Poisson approximation of the uniform empirical process."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d'Information, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      50 => Essec\Faculty\Model\Contribution {#2374
        #_index: "academ_contributions"
        #_id: "9717"
        #_source: array:18 [
          "id" => "9717"
          "slug" => "statistics-of-tails-of-distributions-and-poisson-approximation"
          "yearMonth" => "1993-03"
          "year" => "1993"
          "title" => "Statistics of tails of distributions and Poisson approximation"
          "description" => "KRATZ, M. (1993). <i>Statistics of tails of distributions and Poisson approximation</i>."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => ""
          "keywords" => []
          "updatedAt" => "2021-07-13 14:31:19"
          "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" => 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, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      51 => Essec\Faculty\Model\Contribution {#2375
        #_index: "academ_contributions"
        #_id: "4008"
        #_source: array:18 [
          "id" => "4008"
          "slug" => "mathematics-of-risk-introduction-to-extreme-value-theory-applications-to-risk-analysis-management"
          "yearMonth" => "2019-04"
          "year" => "2019"
          "title" => "Mathematics of Risk - Introduction to Extreme Value Theory. Applications to Risk Analysis & Management"
          "description" => "KRATZ, M. (2019). Mathematics of Risk - Introduction to Extreme Value Theory. Applications to Risk Analysis & Management. Dans: <i>2017 MATRIX Annals - Mathematics of Risk</i>. 1st ed. Springer, pp. 591-637."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => "2017 MATRIX Annals - Mathematics of Risk"
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => "591-637"
            "volume" => "2"
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Chapitres"
            "en" => "Book chapters"
          ]
          "support_type" => array:2 [
            "fr" => "Editeur"
            "en" => "Publisher"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => """
              We present an overview of Univariate Extreme Value Theory (EVT) providing standard and new tools to model the tails of distributions. One of the main issues in the statistical literature of extremes concerns the tail index estimation, which governs the probability of extreme occurrences. This estimation relies heavily on 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 qualified as ’supervised’, using standard Peak Over Threshold (POT) methods, in which the threshold to estimate the tail is chosen graphically according to the problem, the other class collects unsupervised methods, where the threshold is algorithmically determined. We introduce here a new and practically relevant method belonging to this second class. It is a self-calibrating method for modeling heavy tailed data, which we developed with N. Debbabi and M. Mboup. Effectiveness of the method is addressed on simulated data, followed by applications in neuro-science and finance. Results are compared with those obtained by more standard EVT approaches. Then we turn to the notion of dependence and the various ways to measure it, in particular in the tails. Through examples, we show that dependence is also a crucial topic in risk analysis and management. Underestimating the dependence among extreme risks can lead to serious consequences, as for instance those we experienced during the last financial crisis. We introduce the notion of copula, which splits the dependence structure from the marginal distribution, and show how to use it in practice. Taking into account the dependence between random variables (risks) allows us to extend univariate EVT to multivariate EVT. We only give the first steps of the latter, to motivate the reader to follow or to participate in the increasing research development on this topic.\n
              \n
              EVT; stochastic dependence
              """
            "en" => """
              We present an overview of Univariate Extreme Value Theory (EVT) providing standard and new tools to model the tails of distributions. One of the main issues in the statistical literature of extremes concerns the tail index estimation, which governs the probability of extreme occurrences. This estimation relies heavily on 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 qualified as ’supervised’, using standard Peak Over Threshold (POT) methods, in which the threshold to estimate the tail is chosen graphically according to the problem, the other class collects unsupervised methods, where the threshold is algorithmically determined. We introduce here a new and practically relevant method belonging to this second class. It is a self-calibrating method for modeling heavy tailed data, which we developed with N. Debbabi and M. Mboup. Effectiveness of the method is addressed on simulated data, followed by applications in neuro-science and finance. Results are compared with those obtained by more standard EVT approaches. Then we turn to the notion of dependence and the various ways to measure it, in particular in the tails. Through examples, we show that dependence is also a crucial topic in risk analysis and management. Underestimating the dependence among extreme risks can lead to serious consequences, as for instance those we experienced during the last financial crisis. We introduce the notion of copula, which splits the dependence structure from the marginal distribution, and show how to use it in practice. Taking into account the dependence between random variables (risks) allows us to extend univariate EVT to multivariate EVT. We only give the first steps of the latter, to motivate the reader to follow or to participate in the increasing research development on this topic.\n
              \n
              EVT; stochastic dependence
              """
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d'Information, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      52 => Essec\Faculty\Model\Contribution {#2376
        #_index: "academ_contributions"
        #_id: "4048"
        #_source: array:18 [
          "id" => "4048"
          "slug" => "on-the-estimation-of-the-distribution-of-aggregated-heavy-tailed-risks-application-to-risk-measures"
          "yearMonth" => "2016-11"
          "year" => "2016"
          "title" => "On the Estimation of the Distribution of Aggregated Heavy-Tailed Risks: Application to Risk Measures"
          "description" => "KRATZ, M. (2016). On the Estimation of the Distribution of Aggregated Heavy-Tailed Risks: Application to Risk Measures. Dans: <i>Extreme Events in Finance: Handbook of Extreme Value Theory and Its Applications</i>. 1st ed. Wiley, pp. 239-282."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => "Extreme Events in Finance: Handbook of Extreme Value Theory and Its Applications"
          "keywords" => []
          "updatedAt" => "2021-09-24 10:33:27"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => "239-282"
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [
            "fr" => "Chapitres"
            "en" => "Book chapters"
          ]
          "support_type" => array:2 [
            "fr" => "Editeur"
            "en" => "Publisher"
          ]
          "countries" => array:2 [
            "fr" => null
            "en" => null
          ]
          "abstract" => array:2 [
            "fr" => "The presence of heavy tails has been long recognized for financial and insurance data, which makes the gaussian distribution a poor approximation of the extreme risks distribution. The main objective of this study is to tackle this problem by, on one hand, obtaining the most accurate evaluations of the aggregated risks distribution and thus the risk measures used in solvency regulations, and, on the other hand, by providing practical solutions for estimating high quantiles of aggregated risks. In this chapter, we explore theoretically as well as numerically new approaches to handle this question, based on properties of upper order statistics and on trimmed sums. We show that these approaches compare very favorably to existing methods, for instance with the one based on the Generalized Central Limit Theorem."
            "en" => "The presence of heavy tails has been long recognized for financial and insurance data, which makes the gaussian distribution a poor approximation of the extreme risks distribution. The main objective of this study is to tackle this problem by, on one hand, obtaining the most accurate evaluations of the aggregated risks distribution and thus the risk measures used in solvency regulations, and, on the other hand, by providing practical solutions for estimating high quantiles of aggregated risks. In this chapter, we explore theoretically as well as numerically new approaches to handle this question, based on properties of upper order statistics and on trimmed sums. We show that these approaches compare very favorably to existing methods, for instance with the one based on the Generalized Central Limit Theorem."
          ]
          "authors_fields" => array:2 [
            "fr" => "Systèmes d'Information, Data Analytics et Opérations"
            "en" => "Information Systems, Data Analytics and Operations"
          ]
          "indexedAt" => "2024-10-15T06:22:05.000Z"
        ]
        +lang: "fr"
        +"_type": "_doc"
        +"_score": 4.276134
        +"parent": null
      }
      53 => Essec\Faculty\Model\Contribution {#2377
        #_index: "academ_contributions"
        #_id: "10002"
        #_source: array:18 [
          "id" => "10002"
          "slug" => "estadisticas-de-valores-extremos"
          "yearMonth" => "2004-07"
          "year" => "2004"
          "title" => "Estadisticas de valores extremos"
          "description" => "KRATZ, M. (2004). Estadisticas de valores extremos. Dans: IX Encuentro de Matem\'atica y sus Aplicaciones y IV Seminario de Estad\'istica Aplicada. Quito."
          "authors" => array:1 [
            0 => array:3 [
              "name" => "KRATZ Marie"
              "bid" => "B00072305"
              "slug" => "kratz-marie"
            ]
          ]
          "ouvrage" => "IX Encuentro de Matem\'atica y sus Aplicaciones y IV Seminario de Estad\'istica Aplicada"
          "keywords" => []
          "updatedAt" => "2021-07-13 14:31:24"
          "publicationUrl" => null
          "publicationInfo" => array:3 [
            "pages" => null
            "volume" => null
            "number" => null
          ]
          "type" => array:2 [