The next two weeks, in will be in (Northern) Europe, with a first stop in Brussels (to visit colleagues), then in Leuven (I will give a talk on Monday at KU Leuven), then in København (I will give a talk on Friday at Københavns Universitet), and finally in Stockholm (at Stockholm University, for the Insurance Data Science conference).
In the Fall, I will be in Europe, with Lisbon (European Actuarial Journal conference), in France (Cerisy Colloques) and in Warsaw in Poland. In Poland, I will give a two day cours on Insurance, Biases, Discrimination and Fairness…
I will flight tomorrow evening to go to Belgium. I will attend a PhD defense this Monday, at Louvain-la-Neuve. On Tuesday, I will give a crash course on risk measures, for PhD Students, in Louvain-la-Neuve. Then, Wednesday morning, I have a meeting with some friends in an insurance company, in Brussels, and I will be around noon in Paris, to give a talk on Big Data, for the Big Data Task Force of the (French) Institute of Actuaries. I will then have some meetings in the afternoon. I should flight back on Thursday, and give my lecture on Predictive Modeling in the evening…
I guess that Saturday will be a mix between two very different activities, enjoying some time with the kids (and watch the game), and trying to finalize my slides…
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.
Exposé sur Pricing catastrophe options in incomplete markets, à la conférence Actuarial and Financial Mathematics Conference (interplay between Finance and Insurance), à Bruxelles.
Cet exposé présentait la problématique de la valorisation d’options sur indices catastrophes (en marché incomplets). Une version détaillée apparaîtra dans les Proceedings.
"sendo l'intento mio scrivere cosa utile a chi la intende…"
