Seminars

Forthcoming Seminars/Workshops

Workshop « Fair Valuation in Insurance », March 21-22,...

Workshop « Fair Valuation in Insurance » on March 21 and 22, 2019 in the Framework of "Risk Management and Pricing in Finance and Insurance" (FNRS PDR ULB-UCLouvain), with the support of IABE...

Pension's mornings | Cycle de séminaires 2019 |...

Pension's mornings | Cycle de séminaires 2019 Louvain-la-Neuve ►Inscriptions en ligne via ce lien Responsables académiques Professeur Alexia Autenne, Uclouvain et Professeur...
14:30 / Statistics Seminars

Thomas Mikosch, University of Copenhagen, Denmark

Statistics Seminars Thomas Mikosch, University of Copenhagen, Denmark "Testing independence of random elements with the distance Covariance" Abstract: This is joint work with...
14:30 / Applied statistics workshops

Bernard Francq and Sylvie Scolas, GlaxoSmithKline

Applied statistics workshop Bernard Francq and Sylvie Scolas, GlaxoSmithKline "Equivalence approach in Design of Experiments for robustness evaluation (flatness) with applications in...
16:00 / Applied statistics workshops

Laurent Gatto, Institut De Duve, UClouvain

Applied statistics workshop Laurent Gatto, Institut De Duve, UClouvain "Probabilistic modelling of protein sub-cellular localisation" Abstract: In biology, localisation is...
Finance Seminar

Louvain Finance Seminar: David Preinerstorfer

Joint  Econometrics/Finance/Statistics Seminar Enhancing Power in Asymptotic and Finite Sample Frameworks David Preinerstorfer, ULB In this talk I will discuss properties of the...
14:30 / Statistics Seminars

Eustasio del Barrio, Universidad de Valladolid

Statistics Seminars Eustasio del Barrio, Universidad de Valladolid, Spain "Central Limit Theorems for Empirical Transportation Cost in General Dimension" Abstract: We consider...
14:30 / Statistics Seminars

Christophe Dutang, Université Paris Dauphine

Statistics Seminars Christophe Dutang, Université Paris Dauphine, France "Lapse tables for lapse risk management in insurance: a competing risk approach" Abstract: This paper...