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…
Tag Archives: Louvain
PhD defense, in Louvain
I was, this morning, at the (private) PhD defense of Mathieu Pigeon, at UCL, Université Cathololique de Louvain. Mathieu obtained some very interesting results on claims reserving based on individual observations. I will try to upload the slides of his defense, someday.