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Éléna Di Bernardino · Study

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Éléna Di Bernardino

6 works· latest 2015· 1 institutionscluster: provisionalORCID 0000-0001-6737-4777

h-index6

i106

Citations392

Works here6

13

14

15

Most cited in this library

Risk management with expectiles2015 · 223 citations
On multivariate extensions of Value-at-Risk2013 · 64 citations
On multivariate extensions of Conditional-Tail-Expectation2014 · 33 citations
On multivariate extensions of the conditional Value-at-Risk measure2014 · 29 citations
On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators2013 · 22 citations

Works

6 shown

On tail dependence coefficients of transformed multivariate Archimedean copulas

Fuzzy Sets and Systems·2015·2 authors·Open access

21citations

Risk management with expectiles

European Journal of Finance·2015·2 authors·Open access

223citations

On multivariate extensions of the conditional Value-at-Risk measure

Insurance Mathematics and Economics·2014·3 authors·Open access

29citations

On multivariate extensions of Conditional-Tail-Expectation

Insurance Mathematics and Economics·2014·2 authors

33citations

On multivariate extensions of Value-at-Risk

Journal of Multivariate Analysis·2013·2 authors·Open access

64citations

On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators

Dependence Modeling·2013·2 authors·Open access

22citations