Essec\Faculty\Model\Contribution {#2233
  #_index: "academ_contributions"
  #_id: "5281"
  #_source: array:26 [
    "id" => "5281"
    "slug" => "a-brief-review-on-evt-basics-and-operational-risk-measures"
    "yearMonth" => "2009-01"
    "year" => "2009"
    "title" => "A Brief Review on EVT Basics and Operational Risk Measures"
    "description" => "KRATZ, M. (2009). A Brief Review on EVT Basics and Operational Risk Measures. Dans: European Workshop on Risk Analysis and EVT."
    "authors" => array:1 [
      0 => array:3 [
        "name" => "KRATZ Marie"
        "bid" => "B00072305"
        "slug" => "kratz-marie"
      ]
    ]
    "ouvrage" => "European Workshop on Risk Analysis and EVT"
    "keywords" => []
    "updatedAt" => "2021-04-19 17:57:25"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => null
      "volume" => null
      "number" => null
    ]
    "type" => array:2 [
      "fr" => "Communications dans une conférence"
      "en" => "Presentations at an Academic or Professional conference"
    ]
    "support_type" => array:2 [
      "fr" => null
      "en" => null
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "We shall introduce the univariate as well as the multivariate extreme value theory, with the different methods involved. Applications to Finance will be considered, in particular to define the notion of operational risk measures, such as VaR and stress-testing."
      "en" => "We shall introduce the univariate as well as the multivariate extreme value theory, with the different methods involved. Applications to Finance will be considered, in particular to define the notion of operational risk measures, such as VaR and stress-testing."
    ]
    "authors_fields" => array:2 [
      "fr" => "Systèmes d'Information, Data Analytics et Opérations"
      "en" => "Information Systems, Data Analytics and Operations"
    ]
    "indexedAt" => "2024-12-21T13:21:43.000Z"
    "docTitle" => "A Brief Review on EVT Basics and Operational Risk Measures"
    "docSurtitle" => "Communications dans une conférence"
    "authorNames" => "<a href="/cv/kratz-marie">KRATZ Marie</a>"
    "docDescription" => "<span class="document-property-authors">KRATZ Marie</span><br><span class="document-property-authors_fields">Systèmes d'Information, Data Analytics et Opérations</span> | <span class="document-property-year">2009</span>"
    "keywordList" => ""
    "docPreview" => "<b>A Brief Review on EVT Basics and Operational Risk Measures</b><br><span>2009-01 | Communications dans une conférence </span>"
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">A Brief Review on EVT Basics and Operational Risk Measures</a>"
  ]
  +lang: "fr"
  +"_type": "_doc"
  +"_score": 9.076504
  +"parent": null
}