Jérémy Leymarie

Orcid: 0000-0001-5109-245X

According to our database1, Jérémy Leymarie authored at least 2 papers between 2018 and 2021.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2021
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures.
Manag. Sci., 2021

2018
Loss functions for Loss Given Default model comparison.
Eur. J. Oper. Res., 2018


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