Jérémy Leymarie

According to our database, Jérémy Leymarie authored at least 2 papers between 2018 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2021

Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures.

Denisa Banulescu-Radu, Christophe Hurlin, Jérémy Leymarie, Olivier Scaillet

Manag. Sci., 2021

2018

Loss functions for Loss Given Default model comparison.

Christophe Hurlin, Jérémy Leymarie, Antoine Patin

Eur. J. Oper. Res., 2018