MultiAttribute Copula Utility Functions

In June, with Olivier L’Haridon, we will organize a (small) conference, in Rennes, on risk models in a multi-attribute framework. In order to fully enjoy the workshop (more to come on the blog), we organized this year an internal workshop on that topic. A gave an oveview in September on multivariate distributions, with an emphasis on spherical / elliptical distributions, distributions on the simplex, and copulas. This time, following recent presentations made by Olivier, I will present Ali E. Abbas (recent) contributions on copula-type multriattribute utility functions. Slides are online, and the presentation will be this Thursday

As discussed in the introduction, one (nice) application can be the choice of a seat in a theatre, see


OpenEdition suggests that you cite this post as follows:
Arthur Charpentier (March 30, 2016). MultiAttribute Copula Utility Functions. Freakonometrics. Retrieved October 8, 2024 from https://doi.org/10.58079/ov3d


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