Marie Kratz

Identifiers

• name variant Marie Kratz 0.60 · backfill

Papers (14)

1. Benchmark of Likelihood-Free Inference Methods based on Neural and Optimal Transport Approaches stat.ME · 2026 · author #2
2. Likelihood-Free Inference for Multivariate Generalized Pareto Models stat.AP · 2026 · author #2
3. On the Dependence between Functions of Quantile and Dispersion Estimators math.ST · 2019 · author #2
4. New results on the order of functions at infinity math.CA · 2017 · author #2
5. A self-calibrating method for heavy tailed data modelling. Application in neuroscience and finance stat.ME · 2016 · author #2
6. Multinomial VaR Backtests: A simple implicit approach to backtesting expected shortfall q-fin.RM · 2016 · author #1
7. CLT for Lipschitz-Killing curvatures of excursion sets of Gaussian fields math.PR · 2016 · author #1
8. An extension of the class of regularly varying functions math.PR · 2014 · author #2
9. On the capacity functional of excursion sets of Gaussian random fields on $\R^2$ math.PR · 2014 · author #1
10. What is the best risk measure in practice? A comparison of standard measures q-fin.RM · 2013 · author #2
11. The impact of systemic risk on the diversification benefits of a risk portfolio q-fin.RM · 2013 · author #3
12. There is a VaR beyond usual approximations stat.ME · 2013 · author #1
13. Alarm System for Insurance Companies: A Strategy for Capital Allocation q-fin.RM · 2010 · author #2
14. An Extreme Value Theory approach for the early detection of time clusters with application to the surveillance of Salmonella stat.AP · 2010 · author #2

Mentions

• 1612.03974 #2 · arxiv_oai · confidence 0.70 Marie Kratz
• 1411.5276 #2 · backfill · confidence 0.70 Marie Kratz
• 1410.7786 #1 · backfill · confidence 0.70 Marie Kratz
• 2605.30516 #2 · arxiv_oai · confidence 0.70 Marie Kratz
• 1312.1645 #2 · backfill · confidence 0.70 Marie Kratz
• 1312.0506 #3 · backfill · confidence 0.70 Marie Kratz
• 1311.0270 #1 · backfill · confidence 0.70 Marie Kratz
• 2605.27694 #2 · arxiv_oai · confidence 0.70 Marie Kratz
• 1006.5473 #2 · backfill · confidence 0.70 Marie Kratz
• 1003.4466 #2 · backfill · confidence 0.70 Marie Kratz

Frequent Coauthors

• Meitner Cadena 2 shared papers
• Philippe Naveau 2 shared papers
• Samira Aka 2 shared papers
• Alexander J McNeil 1 shared papers
• Armelle Guillou 1 shared papers
• Dirk Tasche 1 shared papers
• Edward Omey 1 shared papers
• Mamadou Mboup 1 shared papers
• Marc Busse 1 shared papers
• Marcel Br\"autigam 1 shared papers
• Michel Dacorogna 1 shared papers
• Nehla Debbabi 1 shared papers
• Shubhabrata Das 1 shared papers
• Sreekar Vadlamani 1 shared papers
• Susanne Emmer 1 shared papers
• Werner Nagel 1 shared papers
• Yann Le Strat 1 shared papers
• Yen H. Lok 1 shared papers