Vue d'ensemble
Math茅matiques et Statistiques (Sci) : Stochastic models and inference for loss severity and claim frequency distributions; computational techniques for the aggregation of independent risks (Panjer's algorithm, FFT, etc.); risk measures and quantitative risk management applications; models and inference for multivariate data, heavy-tail distributions, and extremes; dynamic risk models based on stochastic processes and ruin theory.
Trimestres : Automne 2015
Charg茅s de cours : Marceau, Etienne (Fall)