Research Fields

Economics

Explore economics topics studied at CREST.

Finance and Actuarial Science

Learn about finance and insurance studies at CREST.

Sociology

Discover sociology research at CREST.

Statistics

Explore statistics studies at CREST.

Activities

News

Get the latest updates and insights from CREST.

Doctoral Courses

Advance your academic journey with our doctoral courses at CREST.

Working Papers

Discover our research findings in our working papers.

Job Offers

Explore career opportunities at CREST and join our dynamic team.

Agenda

Publications

economics

Matching, centrality and the urban network

We propose a search and matching model of the urban network. When geography is fixed and the job finding rate decreases with distance, the interplay between firm entry and worker migration generates a ...

Schmutz-Bloch Benoît, Modibo Sidibé

Journal of Urban Economics, Volume 144, pages 103706, 2024

finance

Bayesian credibility model with heavy tail random variables: calibration of the prior and application to natural disasters and cyber insurance

The Bayesian credibility approach is a method for evaluating a certain risk of a segment of a portfolio (such as policyholder or category of policyholders) by compensating for the lack of historical d ...

Heranval Antoine, Lopez Olivier & Thomas Maud

European Actuarial Journal, 2024

statistics

Minimax estimation of functionals in sparse vector model with correlated observations

We consider the observations of an unknown s-sparse vector θ corrupted by Gaussian noise with zero mean and unknown covariance matrix Σ. We propose minimax optimal methods of estimating the ℓ2 n ...

Wang Yuhao, Yang Pengkun, Tsybakov Alexandre

Arxiv, Cornell University, 2024

finance

Semiparametric copula models applied to the decomposition of claim amounts

In this paper, we develop a conditional copula model to analyze the distribution of a claim that generates different types of costs and/or simultaneously impacts several guarantees. Our methodology is ...

Farkas Sebastien, Lopez Olivier

Scandinavian Actuarial Journal, 2024