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 (mentioned here). The short course will follow a short introductionary course by Jean Marc Tallon. He recently published on his website a survey on decision theory under uncertainty (here) which is almost what he will talk about in Marseille. All comments are welcome…

Cite this blog post
Arthur Charpentier (2010, October 25). Lecture notes on risk measures. Freakonometrics. Retrieved February 29, 2024, from https://doi.org/10.58079/ouf9

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