Marie Kratz

Marie Kratz is a Full Professor at ESSEC Business School (Cergy, France), affiliated with the CREAR - Center of Research in Econo-finance and Actuarial Sciences on Risk. Her work bridges theoretical and applied domains in extreme value theory, heavy-tailed distributions, and risk management, with applications in finance, cybersecurity, and neuroscience.

• Research Focus: Extreme value theory, risk concentration, cyber risk modeling, Gaussian random fields, and pro-cyclicality in financial risk measures.
• Collaborations: Active collaborations with Michel Dacorogna, Marcel Bräutigam, and Sibsankar Singha on cyber risk and financial applications.
• Methodologies: Development of the Normex method for aggregated heavy-tailed risks, hybrid Gaussian-Pareto models, and near-explosive random coefficient autoregressive models.
• Awards and Recognition: No specific awards mentioned in the text.