On Thursday 30/09/2021 and Friday 01/10/2021, there is a great two day workshop for the Emeritus Celebration of Jan Beirlant.
[credit: KU Leuven – Rob Stevens]
I will give a talk on second order extended Pareto, from recent work with Emmanuel Flachaire.
After a few years, I decided to put online some lectures notes I had from a graduate course I gave over one (long) day in 2014, in Leuven, entitled “an introduction to multivariate and dynamic risk measures”. The notes are now available on hal. I just hope that it might be usefull to someone…
This Tuesday, I will be in Leuven (in Belgium) at the ACP meeting to give a talk on Data Science: from Small to Big Data. The talk will take place in the Faculty Club from 6 till 8 pm. Slides could be found online (with animated pictures).
As usual, comments are welcome.
I am currently in Leuven for a few days. It is always a pleasure to be back to the place where I defended my PhD, a few years ago.
I will give a talk, tomorrow, at noon, on nonparametric (and kernel related) inference for quantiles and risk measures, inspired by recent work with Emmanuel Flachaire. Our first paper log-transform kernel density estimationof income distribution is online on http://papers.ssrn.com/id=2514882, and should appear soon. Another one it able to be finalised, soon.