Wednesday, at lunch time, I will give a talk on insurance pricing at the (internal) economics seminar, at UQAM. Slides are now online.
In May, I will also give a seminar on the same topic at the Computational Science seminar…
Wednesday, at lunch time, I will give a talk on insurance pricing at the (internal) economics seminar, at UQAM. Slides are now online.
In May, I will also give a seminar on the same topic at the Computational Science seminar…
Tomorrow Thursday, I will give a talk at the statistical seminar at UQaM, on “Using Transformations of Variables to Improve Inference“. It’s based on old results, with a new perspective, related to recent work with Emmanuel Flachaire (not mentioned in the slides, but that I will discuss tomorrow).
Next Wednesday, I will be giving a seminar at Università degli studi dell’Insubria on Machine Learning and Econometrics. The presentation is based on Econométrie et Machine Learning (so far only in French) written with Emmanuel Flachaire and Antoine Ly. Slides are now available online…
I was last Friday at Laval University for a conference by David Cummins and Mary Weiss (here). I will be back tomorrow, this time to give a talk, on “distorting probabilities in actuarial science” (the talk will be extremely close to the one I gave at McGill in November). “In this talk, we will first get back on properties of distortion operators for pricing financial and insurance risks. Based on the dual version of the expected utility framework, we will see how distorted risk measures have been introduced, from VaR and TVaR, to Esscher premium and Wang’s measures. Then we will discuss extensions in higher dimension. We will discuss tail properties of distorted copulas (in the particular case of Archimedean copulas). A natural application will be aging problems (in survival analysis or in credit risk).” Slides can be downloaded from here.
This talk can be seen as a first part, the second one behing the talk I will give in 15 days, again at Laval University, but this time for the Seminar of Statistics. The talk will be on “Beta kernel and transformed kernel : applications to quantile estimation, and copula density estimation“.
I will give a talk at McGill university this afternoon, on “distorting probabilities in actuarial science“. Note that Louis Paul Rivest will give a talk just after, but at UQAM, at the statistical seminar (here)