Archives for UCLOUVAIN
March 14, 2017
Seminar
Macro Lunch - Nhung Luu
Nhung Luu
(Université de Paris 1)
will give a presentation on
Asset prices and inequality in heterogeneous OLG model
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March 14, 2017
Landcover mapping of Wallonia based on LifeWatch data...
Orateur : Florent Hawotte ENGE
Click to know more March 12, 2017
Seminar of the doctoral school in biomedical and...
Stefania Acciardo
REMA, LDRI
Imaging markers of response to combined BRAF – MEK inhibition in melanoma
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March 10, 2017
Seminar: Gregor Kastner
Bayesian Estimation and Prediction of High-Dimensional Dynamic Covariance Matrices
Gregor KASTNER, University of Wien
Time-varying covariance estimation for multivariate time series suffers from the curse of dimensionality; as a consequence, parameter parsimony plays an important role in...
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March 10, 2017
Statistics seminars / Joint Seminars ULB-UCL
Donatien HAINAUT, ISBA, UCL
Contagion modeling between the nancial and
insurance markets with time changed processes
Abstract:
This study analyses the impact of contagion between nancial and non-life insurance markets on the asset-liability management policy of an insurance company. The indirect...
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