Back to activities
GERAD seminar
Optimization based risk measures
Mélina Mailhot – Associate Professor, Department of Mathematics and Statistics, Concordia University, Canada
Risk measures arise as a natural representation of one's preference towards risky scenarios. All insurable risks, such as natural disasters, need to be assessed by means of risk measures. In health science, risk measures are used for protocol developments. Several risk measures and applications will be presented. The focus will be brought to those which can be solve with optimization functions. Univariate and multivariate contexts will be considered.
Click [here](http://univofmontreal.adobeconnect.com/rn8mlr5tvra1/ to view the presentation.
Free entrance.
Welcome to everyone!
Olivier Bahn
organizer
Location
Room 4488
André-Aisenstadt Building
Université de Montréal Campus
André-Aisenstadt Building
Université de Montréal Campus
2920, chemin de la Tour
Montréal QC H3T 1J4
Canada
Montréal QC H3T 1J4
Canada