Abdelaati Daouia, Toulouse School of Economics
April 08, 2019
April 09, 2019
14:00-17:00 (April, 8), 10:00-12:00 and 14:00-17:00 (April, 9)
Short Course on "From frontier models in production econometrics to extreme value theory in risk handling"
by Abdelaati Daouia, Toulouse School of Economics, France
Abstract :
This course concentrates around two main themes of interest.
The first one deals with nonparametric estimation in boundary regression models, with applications in productivity and efficiency analysis.
The second theme focuses on extreme value theory and tail risk handling, with applications in actuarial science, finance and environment.