Talk on multivariate comonotonicity and risk measures, JDS in Brussels
By arthur charpentier on Friday, May 25 2012, 09:03 - talks and seminars - Permalink
Today is the last day of the Journées de Statistique, in Brussels, http://jds2012.ulb.ac.be/. Alfred gave a survey on "Multivariate comonotonicity, stochastic orders and risk measures" in plenary session, this morning (as invited speaker). I have uploaded the slides.
