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Daily Archives: 13/01/2013

Conferences, Copulas, Extreme Value

Lausanne

13/01/2013 Arthur Charpentier Leave a comment

I will be back in Lausanne (I was already there last summer) to spend a few days, visiting Florian, at HEC Lausanne. I will also give a talk on old and new results on (standard) families of copulas. There will be also a discussion on tail dependence. Slides can be downloaded from here,

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Freakonometrics

Some sort of unpretentious (academic) blog, by a surreptitious economist and born-again mathematician. A blog activist, and an actuary, too. Always curious. Because academics are probably more than the sum of our publication lists, grants and conference talks...

Used to live in Paris and Rennes (France), Leuven (Belgium), Hong-Kong (China). Now professor and researcher in Montréal (Canada). ENSAE ParisTech & KU Leuven Alumni

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