The course on copulas, in Luminy, starts at 8.30 on Wednesday (here). The slides can be found here.
Tag Archives: Luminy
Course on risk measures (in French)
The course on risk measure, in Luminy, starts at 16.00 on Monday (here). The slides can be found here,
Note that additional references can be downloaded on the internet, e.g. the short course on risk measures by Freddy Delbaen (here) or the article from the Encyclopedia of quantitative finance, by Hans Föllmer and Alexander Schied (there). See also here for the paper by Jean Marc Tallon, Johanna Etner and Meglena Jeleva, on decision theory under uncertainty.
Lecture notes on risk and insurance
I just finished some lectures notes on risk and insurance. The notes, that can be downloaded [pdf], are in French, and will be used at the JES (Journées d’Etudes Statistiques), organised at the CIRM (mentioned here). Previous notes on risk measures [pdf] and copulas [pdf]. Again, all comments are welcome…