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Christian Y. Robert

Observed names: C. Y. Robert, C.Y. Robert, CHRISTIAN YANN ROBERT, Christian P. Robert, Christian Robert, Christian Robert (université Lyon, Christian Y. Robert A, Christian Yann Robert, Christian-Yann Robert, ROBERT, C.Y., ROBERT, Christian Yann, Robert, Christian, Robert, Christian Y., Robert, Christian Yann, Robert, Christian-Yann
Observed institutions: Lyon 1 Université, Conservatoire National des Arts et Métiers, Institut National de la Statistique et des Etudes Economiques, Université de Lyon, Université du littoral côte d'opale, IPAG Business School, Centre de Recherche en Économie et Statistique, Institut Polytechnique de Paris, Laboratoire de Sciences Actuarielle et Financière, ENSAE Paris
ORCID: 0000-0002-1562-5658
Observed ORCIDs: 0000-0002-1562-5658, 0000-0001-6635-3261
OpenAlex ID: A5101776777
A New Approach for the Dynamics of Ultra-High-Frequency Data: The Model with Uncertainty Zones
2010 · C. Y. Robert, M. Rosenbaum · Journal of Financial Econometrics · 101
Volatility and Covariation Estimation When Microstructure Noise and Trading Times Are Endogenous
2010 · Christian Yann Robert, Mathieu Rosenbaum · Mathematical Finance · 77
Risk‐sharing rules and their properties, with applications to peer‐to‐peer insurance
2022 · Michel Denuit, Jan Dhaene, et al. · Journal of Risk & Insurance · 65
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A machine learning approach for individual claims reserving in insurance
2019 · Maximilien Baudry, Christian Y. Robert · Applied Stochastic Models in Business and Industry · 62
Tails of random sums of a heavy-tailed number of light-tailed terms
2007 · Christian Y. Robert, Johan Segers · Insurance Mathematics and Economics · 61
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Inference for the limiting cluster size distribution of extreme values
2009 · Christian Y. Robert · The Annals of Statistics · 57
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A sliding blocks estimator for the extremal index
2009 · Christian Y. Robert, Johan Segers, et al. · Electronic Journal of Statistics · 51
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Stochastic Unit Root Models
2006 · Christian Gourieroux, Christian Y. Robert · Econometric Theory · 50
From risk sharing to pure premium for a large number of heterogeneous losses
2020 · Michel Denuit, Christian Y. Robert · Insurance Mathematics and Economics · 43
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Multivariate Realized Volatility Forecasting with Graph Neural Network
2022 · Qinkai Chen, Christian-Yann Robert · ACM International Conference on AI in Finance (ICAIF) · 31
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Risk sharing under the dominant peer‐to‐peer property and casualty insurance business models
2021 · Michel Denuit, Christian Y. Robert · Risk Management and Insurance Review · 30
Estimating the efficient price from the order flow: A Brownian Cox process approach
2013 · Sylvain Delattre, Christian Y. Robert, et al. · Stochastic Processes and their Applications · 29
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Stop-loss protection for a large P2P insurance pool
2021 · Michel Denuit, Christian Y. Robert · Insurance Mathematics and Economics · 26
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Large-loss Behavior of Conditional Mean Risk Sharing
2020 · Michel Denuit, Christian Y. Robert · Astin Bulletin · 26
Extreme dependence of multivariate catastrophic losses
2006 · Laurence Lescourret, Christian Y. Robert · Scandinavian Actuarial Journal · 21
Space‒time max-stable models with spectral separability
2016 · Paul Embrechts, Erwan Koch, et al. · Advances in Applied Probability · 19
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Collaborative Insurance with Stop-Loss Protection and Team Partitioning
2021 · Michel Denuit, Christian Y. Robert · North American Actuarial Journal · 18
Mortality Credits Within Large Survivor Funds
2022 · Michel Denuit, Peter Hieber, et al. · Astin Bulletin · 17
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On the Microstructural Hedging Error
2010 · Christian Y. Robert, Mathieu Rosenbaum · SIAM Journal on Financial Mathematics · 17
Graph-Based Learning for Stock Movement Prediction with Textual and Relational Data
2022 · Qinkai Chen, Christian-Yann Robert · The Journal of Financial Data Science · 16
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Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions
2016 · Alexis Bienvenüe, Christian Y. Robert · Scandinavian Journal of Statistics · 16
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On the limiting spectral distribution of the covariance matrices of time-lagged processes
2010 · Christian Y. Robert, Mathieu Rosenbaum · Journal of Multivariate Analysis · 14
Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses
2021 · Michel Denuit, Christian Y. Robert · Methodology And Computing In Applied Probability · 13
Comonotonicity and Pareto optimality, with application to collaborative insurance
2024 · Michel Denuit, Jan Dhaene, et al. · Insurance Mathematics and Economics · 12
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Distortion Risk Measures, Ambiguity Aversion and Optimal Effort
2014 · Christian Y. Robert, Pierre-E. Therond · Astin Bulletin · 12
Works count: 139
Citation count: 1,168
H-index: 17
I10-index: 31
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