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Colloque International Book of Abstracts Edité par K. Boukhetala et J.F Dupuy

Author

Listed:
  • Kamal Boukhetala

    (Faculté de Mathématiques - USTHB - Université des Sciences et de la Technologie Houari Boumediene = University of Sciences and Technology Houari Boumediene [Alger])

  • Jean-François Dupuy

    (IRMAR - Institut de Recherche Mathématique de Rennes - UR - Université de Rennes - INSA Rennes - Institut National des Sciences Appliquées - Rennes - INSA - Institut National des Sciences Appliquées - ENS Rennes - École normale supérieure - Rennes - UR2 - Université de Rennes 2 - CNRS - Centre National de la Recherche Scientifique - INSTITUT AGRO Agrocampus Ouest - Institut Agro - Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement)

Abstract

Le colloque international Modélisation Stochastique et Statistique, dans sa troisième édition, est une rencontre scientifique de haut niveau regroupant chercheurs uni-versitaires et experts praticiens du calcul stochastique et statistique et ses applications dans les domaines so-cio économique, industriel et environnemental. Par les différents thèmes abordés, cette rencontre constituera un cadre idéal pour débattre et discuter des développe-ments récents. Un atelier sur le calcul numérique sto-chastique intensif et ses applications sera animé par des spécialistes en la matière. D'autre part, cette rencontre offrira une occasion de rapprochement entre académi-ciens et professionnels en matière d'échange d'idées et d'expériences dans le domaine de l'utilisation de l'ou-til stochastique et statistique en analyse, modélisation, simulation et prospection pour l'aide à la prise de déci-sion.

Suggested Citation

  • Kamal Boukhetala & Jean-François Dupuy, 2014. "Colloque International Book of Abstracts Edité par K. Boukhetala et J.F Dupuy," Post-Print hal-01086342, HAL.
    • Handle: RePEc:hal:journl:hal-01086342
    Note: View the original document on HAL open archive server: https://hal.science/hal-01086342
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    References listed on IDEAS

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    1. Denis Belomestny & Volker Krätschmer, 2010. "Central limit theorems for law-invariant coherent risk measures," SFB 649 Discussion Papers SFB649DP2010-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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    3. Jones, Bruce L. & Zitikis, Ricardas, 2007. "Risk measures, distortion parameters, and their empirical estimation," Insurance: Mathematics and Economics, Elsevier, vol. 41(2), pages 279-297, September.
    4. Philippe Artzner & Freddy Delbaen & Jean‐Marc Eber & David Heath, 1999. "Coherent Measures of Risk," Mathematical Finance, Wiley Blackwell, vol. 9(3), pages 203-228, July.
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