Environmental Constraints in Cryptocurrency Portfolio Optimization: A Mean-CVaR Analysis
Sawssen Araichi, Ons Belhedi, Heni Boubaker, Gadir Alomair
0 citationsRisks
Sawssen Araichi
Informations fournies par OpenAlex. Research Africa ne déduit ni nationalité, ni poste, ni coordonnées personnelles.
14Publications signalées
30Citations signalées
1Affiliations récentes
Institutions déclarées
Domaines associés
Probability and Risk ModelsInsurance and Financial Risk ManagementInsurance, Mortality, Demography, Risk ManagementMarket Dynamics and VolatilityFinancial Risk and Volatility Modeling
Publications récentes
Hybrid Modelling for Accurate Insurance Reserve Prediction: Integrating Machine Learning and Vine Copulas
0 citations
Exploring the Relationship and Predictive Accuracy for the Tadawul All Share Index, Oil Prices, and Bitcoin Using Copulas and Machine Learning
Sara Ali Alokley, Sawssen Araichi, Gadir Alomair
4 citationsEnergies
Forecasting reserve risk for temporal dependent losses in insurance
Sawssen Araichi, Christian de Peretti, Lotfi Belkacem
0 citationsInternational Journal of Finance & Economics
Vine copulas and fuzzy inference to evaluate the solvency capital requirement of multivariate dependent risks
Sawssen Araichi, Tarifa Almulhim
4 citationsApplied Economics
Reserve modelling and the aggregation of risks using time varying copula models
Sawssen Araichi, L Belkacem, Christian de Peretti
0 citationsHAL (Le Centre pour la Communication Scientifique Directe)
Reserve modelling and the aggregation of risks using time varying copula models
Sawssen Araichi, Christian de Peretti, Lotfi Belkacem
6 citationsEconomic Modelling
Solvency capital requirement for a temporal dependent losses in insurance
Sawssen Araichi, Christian de Peretti, Lotfi Belkacem
13 citationsEconomic Modelling
Time Varying Copula Model for claims reserving in Non life insurance
Christian de Peretti, Sawssen Araichi
0 citationsHAL (Le Centre pour la Communication Scientifique Directe)
Modélisation de la dépendance temporelle des sinistres en assurance non vie et enjeux de l’évaluation du Passif
0 citations
Modelling temporal dependence of claims in non life insurance
0 citationstheses.fr (ABES)
Modélisation de la dépendance temporelle des sinistres en assurance non vie et enjeux de l’évaluation du Passif
0 citations
BNTIC News n’est pas le producteur de ces données. Métadonnées interrogées à la demande auprès de OpenAlex (CC0). Sources et limites.