Talk on multivariate comonotonicity and risk measures, JDS in Brussels

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.



Cite this blog post
Arthur Charpentier (2012, May 25). Talk on multivariate comonotonicity and risk measures, JDS in Brussels. Freakonometrics. Retrieved June 21, 2024, from https://doi.org/10.58079/oulo

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