Today is the last day of the Journées de Statistique, in Brussels, http://jds2012.ulb.ac.be/. Alfred gave a survey on “Multivariate comonotonicity, stochastic orders and risk measures” in plenary session, this morning (as invited speaker). I have uploaded the slides.
OpenEdition suggests that you cite this post as follows:
Arthur Charpentier (May 25, 2012). Talk on multivariate comonotonicity and risk measures, JDS in Brussels. Freakonometrics. Retrieved November 5, 2024 from https://doi.org/10.58079/oulo