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Journées d’Etudes Statistiques, 2010

Cette année, les Journées d’Études Statistiques seront organisées du lundi 15 novembre au vendredi 19 (ici pour les inscriptions) au CIRM, à Marseille, et portera cette année sur les approches...

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Copules et risques corrélés

J’avais promis dans un commentaire que je mettrais bientôt en ligne un survey sur les copules…. après plusieurs mois de retard, le document est en ligne [pdf], et il est sobrement intitulé copules et...

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Lecture notes on risk measures

I just finished some lectures notes on risk measures. The notes, that can be downloaded [pdf], are in French, and will be used at the JES (Journées d’Etudes Statistiques), organised at the CIRM...

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Lecture notes on risk and insurance

I just finished some lectures notes on risk and insurance. The notes, that can be downloaded [pdf], are in French, and will be used at the JES (Journées d’Etudes Statistiques), organised at the CIRM...

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Course on risk measures (in French)

The course on risk measure, in Luminy, starts at 16.00 on Monday (here). The slides can be found here, Note that additional references can be downloaded on the internet, e.g. the short course on risk...

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Course on copulas and correlated risks (in French, still)

The course on copulas, in Luminy, starts at 8.30 on Wednesday (here). The slides can be found here.

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Course on risk, insurance, and uncertainty

The course on risk and insurance in Luminy, starts at 10.30 on Friday (here) instead of Thursday (I switched with Patrice Bertail). The slides can be found here, Then, it will be time to leave...

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Approches Statistiques du Risque

Il semble que l’ouvrage approches statistiques du risque, édité par Jean Jacques Droesbeke, Myriam Maumy-Bertrand, Gilbert Saporta et Christine Thomas-Agnan soit finalement paru, selon Gilbert Saporta....

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