Concepedia

Éléna Di Bernardino

ÉD

10

Publications

463

Citations

10

H-Index

2011

Active since

Affiliations

Conservatoire National des Arts et Métiers(Current)

Université Claude Bernard Lyon 1

Centre d'Etudes et De Recherche en Informatique et Communications

Laboratoire Jean Kuntzmann

Université Grenoble Alpes

Éléna Di Bernardino is an author at Conservatoire National des Arts et Métiers specializing in statistics, multivariate analysis, and engineering.

Top concepts

StatisticsEngineeringMultivariate AnalysisRisk ManagementProbabilityBusinessStatistical InferenceFinanceEstimation TheoryCopulas

Publications per year

2011–2018

10

Publications

10

Risk management with expectiles

Fabio Bellini, Éléna Di Bernardino · European Journal of Finance · 2015 · 216 citations

On multivariate extensions of Value-at-Risk

Areski Cousin, Éléna Di Bernardino · Journal of Multivariate Analysis · 2013 · 60 citations · Full text

Multivariate Extensions, Engineering, Risk Management +6

On multivariate extensions of Conditional-Tail-Expectation

Areski Cousin, Éléna Di Bernardino · Insurance Mathematics and Economics · 2014 · 31 citations

Multivariate Extensions, Engineering, Integrable Probability +5

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

Éléna Di Bernardino, José María Fernández Ponce, F. Palacios‐Rodríguez et al. · Insurance Mathematics and Economics · 2014 · 30 citations

Multivariate Extensions, Engineering, Risk Management +5

Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory

Éléna Di Bernardino, Thomas Laloë, Véronique Maume‐Deschamps et al. · ESAIM Probability and Statistics · 2011 · 28 citations · Full text

Mathematical Programming, Density Estimation, Multivariate Risk Theory +14

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