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…


OpenEdition suggests that you cite this post as follows:
Arthur Charpentier (October 25, 2010). Lecture notes on risk measures. Freakonometrics. Retrieved July 14, 2024 from https://doi.org/10.58079/ouf9


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