Jérémy Leymarie

Publication Activity (10 Years)

Years Active: 2018-2021
Publications (10 Years): 2

Top Topics

Learning Models

Top Venues

Eur. J. Oper. Res.

Publications

Denisa Banulescu-Radu, Christophe Hurlin, Jérémy Leymarie, Olivier Scaillet
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures. Manag. Sci. 67 (9) (2021)
Christophe Hurlin, Jérémy Leymarie, Antoine Patin
Loss functions for Loss Given Default model comparison. Eur. J. Oper. Res. 268 (1) (2018)