In June, with Olivier L’Haridon, we will organize a (small) conference, in Rennes, on risk models in a multi-attribute framework. In order to fully enjoy the workshop (more to come on the blog), we organized this year an internal workshop on that topic. A gave an oveview in September on multivariate distributions, with an emphasis on spherical / elliptical distributions, distributions on the simplex, and copulas. This time, following recent presentations made by Olivier, I will present Ali E. Abbas (recent) contributions on copula-type multriattribute utility functions. Slides are online, and the presentation will be this Thursday

As discussed in the introduction, one (nice) application can be the choice of a seat in a theatre, see