Marie Kratz
Information Systems, Decision Sciences and Statistics (IDS)
ESSEC Business School
France
Biography
ESSEC Full Professor, from Oct. 2011 Director of CREAR - Center of Research in Econo-finance and Actuarial Science on Risk - (see http://crear.essec.edu), from Jan. 2013 Fellow of the "Institut des Actuaires" (IA 2013; qualification 2015; certification 2015; fellow 2016) ESSEC Associate Professor, Oct. 2006 - Sept. 2011 Maître de Conférences at the University René Descartes Paris V (UFR Mathématiques & Informatique) until Oct. 2006 Delegation C.N.R.S. (SAMOS-MATISSE, UMR 8595, 1999-2000) Post-doctorat/delegation with S. Resnick (Fall sem. 1993, 94, 95), Cornell University (O.R.I.E.), Ithaca, N.Y., USA
Research Interest
Areas Quantitative Risk Analysis; Extreme Risks; Extreme Value Theory; Gaussian processes (non linear functionals); Stochastic Geometry; Point Processes; Time Series; Dynamical Systems Sectors (Applied) Probability; Mathematical Statistics; Actuarial Mathematics; Risk Management
Publications
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"On the order of functions at infinity" (M. Cadena, M. Kratz, E. Omey), Journal of Mathematical Analysis and Applications, Issue 1
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"On the capacity functional of excursion sets of Gaussian random fields on R^2" (M. Kratz, W. Nagel), Advances in Applied Probability, Issue 48
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"Central Limit Theorem for Lipschitz?Killing Curvatures of Excursion Sets of Gaussian Random Fields" (M. Kratz, S. Vadlamani), Journal of Theoretical Probability, Apr 2017, Vol. 26, Issue 3, p. 1‑30
