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
- 04
SeptemberMicroeconomics, SeminarsSimon LOERTSCHER (University of Melbourn...
“TBA”
12:15 PM - 1:30 PM11
SeptemberThere are no upcoming events at this time.
Publications
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 ...
Scandinavian Actuarial Journal, 2024
statistics
Contextual Continuum Bandits: Static Versus Dynamic Regret
We study the contextual continuum bandits problem, where the learner sequentially receives a side information vector and has to choose an action in a convex set, minimizing a function associated to th ...
arXiv:2406.05714v1 [stat.ML], 2024
economics
Identifying European trade dependencies
We review and extend upon existing literature using product-level trade data to identify trade dependencies that expose the European Union to potential disruptions. While acknowledging the significanc ...
Pisani-Ferry, J, B Weder Di Mauro and J Zettelmeyer (eds), Paris Report 2: Europe's Economic Security, CEPR Press, Paris & London., 2024
statistics
Generalized multi-view model: Adaptive density estimation under low-rank constraints
We study the problem of bivariate discrete or continuous probability density estimation under low-rank constraints.For discrete distributions, we assume that the two-dimensional array to estimate is a ...
Arxiv, Cornell University, 2024