Against the unpredictability against the chaotic uncertainty of the future, the remedy lies in the ability to make and keep promises.
    Contre l'imprévisibilité, contre la chaotique incertitude de l'avenir, le remède se trouve dans la faculté de faire et de tenir des promesses. Hannah Arendt (1958).

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Content:

• Home
• Activities
• Research
• Publications
• Links

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Publications, Click here!

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Research thems

Since January 2014, my research activity is done at Institut Camille Jordan and concerns

• stochastic dependence: multi-dimensional, spatial and patio-temporal aspects, parametric and non parametric estimations;
• statistical learning;
• risks in insurance, finance and environment (estimation, modeling, aggregation of risks, sensitivity analysis);
• relationships with extreme value theory.

From September 2007 to December 2013, I was member of laboratoire SAF. From 1998 to 2007, I was member of Institut de Mathématique de Bourgogne.

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Further informations (in french): oral communication, PhD defenses , PhD students.

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Dernière mise à jour : 2 janvier 2024.
Last update: January 2d, 2024.