JOR 18 2 Authors

The Journal of Risk

Volume 18, Number 2


Marie Kratz

Marie Kratz is a Professor at ESSEC Business School. She is the director of CREAR - Center of Research in Econo-finance and Actuarial Sciences on Risk, and coordinates the ESSEC-ISUP (UPMC Paris 6) Actuarial Track. Her research addresses a broad range of topics in applied probability and actuarial mathematics, with a focus on extreme value theory, risk analysis and Gaussian processes. She holds a Doctorate in Applied Mathematics (UPMC; done for a great extent at UNC Chapel Hill, USA) & HDR, and is a qualified member of the 'Institut des Actuaires'.




Susanne Emmer

Susanne Emmer is Team Head Counterparty Credit Risk Back-Testing at Credit Suisse. Before joining Credit Suisse she was a visiting professor and external lecturer at ESSEC Business School. Before that she worked as a financial engineer for UBS and as a senior consultant for Nagler & Company. Susanne holds a doctorate in financial mathematics from Technische Universität München.





Dirk Tasche

Dirk Tasche is a technical specialist at the Bank of England - Prudential Regulation Authority (PRA). Before joining the PRA's predecessor, the FSA, he worked for Lloyds Banking Group, Fitch Ratings and the Deutsche Bundesbank. Dirk holds a doctorate in probability theory from Berlin University of Technology. He has published a number of papers on quantitative risk management.





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