Carole Bernard

Information about the author Carole Bernard will soon be added to the site.

Found 2 papers in total

Value-at-Risk Bounds With Variance Constraints

2017

We study bounds on the Value‐at‐Risk (VaR) of a portfolio when besides...

Financial Bounds for Insurance Claims

2014

In this article, insurance claims are priced using an indifference pricing principle....

Papers per page: