Talks

Upcoming

• Distortions of multivariate GEV distributions and implications for risk management (invited talk). Bernoulli-ims 11th World Congress in Probability and Statistics, 12 August 2024, Bochum, Germany.
• Transformations of stable tail dependence functions. 2024 annual meeting of the Statistical Society of Canada, 02 June 2024, St. John’s, Canada.

Past

2024

30. Distortions of stable tail dependence functions and their impact on multivariate risk measures. 7th Ontario-Québec Workshop in Insurance Mathematics, 08 March 2024, Montreal, Canada.

2023

29. Morillas type transformations of stable tail dependence functions. CMStatistics 2023, 17 December 2023, Berlin, Germany.
28. On a class of distortions that transform GEV distributions into GEV distributions. 2023 annual meeting of the Statistical Society of Canada, 31 May 2023, Ottawa, Canada.
27. LaTeX Avancé. Atelier LaTeX de CaMUS, 23 February 2023, Sherbrooke, Canada. Presentation aimed at graduate students.

2022

26. Copula diagonals, distortions and the asymptotic distribution of maxima (invited talk). 2022 annual meeting of the Statistical Society of Canada, 01 June 2022. Online conference due to COVID-19 pandemic.
25. Copula diagonals, distortions and the asymptotic distribution of maxima (invited talk). 2022 Optimization Days, 16 May 2022, Montreal, Canada.

2021

24. Extendible dependence structures and their impact on extremes of random vectors (invited talk). Symposium on Risk Modelling – SRM21, 26 November 2021. Online conference due to COVID-19 pandemic.

2020

23. Smooth bootstrapping of copula functionals (invited talk). International Symposium on Nonparametric Statistics (ISNPS2020), Paphos, Cyprus. Unable to deliver, meeting canceled due to COVID-19 outbreak.
22. Measuring risk of multivariate extreme outcomes under Archimedean dependence (invited talk). 2020 annual meeting of the Statistical Society of Canada, Ottawa, Canada. Unable to deliver, meeting canceled due to COVID-19 outbreak.

2019

21. Univariate and multivariate extremes of extendible random vectors (invited talk). KU Leuven joint statistics seminar series, 19 December 2019, Leuven, Belgium.
20. Smooth bootstrapping of copula functionals. CMStatistics 2019, 14 December 2019, London, United Kingdom.
19. Copula diagonals and extremes of extendible random vectors (invited talk). Quantact seminar Université Laval, 29 November 2019, Québec, Canada.
18. Univariate and multivariate extremes of extendible random vectors (invited talk). McGill statistics seminar series, 18 October 2019, Montréal, Canada.
17. The Extreme Value Limit Theorem for Dependent Sequences of Random Variables (invited talk). International Conference on Statistical Distributions and Applications (ICOSDA 2019), 12 October 2019, Grand Rapids, USA.
16. Smooth bootstrapping of copula functionals. 2019 annual meeting of the Statistical Society of Canada, 28 May 2019, Calgary, Canada.

2018

15. Estimation multivariée par noyau: smoothed bootstrap et mesures de risque (invited talk). Université de Sherbrooke, 18 December 2018, Sherbrooke, Canada.
14. Multivariate Geometric Expectiles (invited talk). Karlsruhe Institute of Technology, 16 April 2018, Karlsruhe, Germany.
13. Multivariate Geometric Risk Measures. Pizza Seminar at Concordia University, 16 March 2018, Montréal, Canada.
12. Multivariate Geometric Expectiles (invited talk). Université du Québec à Montréal, 12 January 2018, Montréal, Canada.

2017

11. Multivariate Geometric Expectiles (invited talk). Université de Sherbrooke, 20 April 2017, Sherbrooke, Canada.
10. Sums of Copula Dependent Random Variables and Geometric Approximations to Integration Domains (invited talk). University of Waterloo, 23 March 2017, Waterloo, Canada.
9. Geometric Approximations to Integration Domains and Numerical Algorithms for Distribution Functions (invited talk). Seminar Mathématiques actuarielles et financières, 17 February 2017, Montréal, Canada.

2016

8. Using the Rosenblatt Transformation to Compute Joint Probabilities for Random Vectors (invited talk). CMStatistics 2016, 10 December 2016, Seville, Spain.
7. A Geometric Algorithm for Multivariate Normal Probabilities (invited talk). Flexible Statistical Modelling: Past, Present and Future (FSM2016), 16 September 2016, Gent, Belgium.

2015

6. The impact of varying dependence structures on sums of random variables and implications for portfolio selection (invited talk). CMStatistics 2015, 14 December 2015, London, England.
5. Sums of dependent random variables and portfolio selection via copula modeling. 30th European Meeting of Statisticians, 08 July 2015, Amsterdam, The Netherlands.
4. Copulas, Sums of Dependent Random Variables and Portfolio Selection (invited talk). Talk at Risk Lab ETH Zürich, 04 May 2015, Zürich, Switzerland.

2014

3. Sums of dependent random variables and portfolio selection via copula modeling. CMStatistics 2014, 08 December 2014, Pisa, Italy.

2013

2. Studying the sum of two dependent random variables via copula modeling. Model Selection, Nonparametrics and Dependence Modeling, 09 July 2013, Rennes, France.

2012

1. Portfolio Value-at-Risk and Expected-Shortfall in a Copula Setup. 20th Annual Conference of the Belgium Statistical Society, 25 October 2012, Liège, Belgium.

Poster Presentations

2. Studying Sums of Dependent Random Variables via Copulas. 25th Anniversary of LStat in Leuven, 13 December 2013, Leuven, Belgium.
1. Portfolio Value-at-Risk and Expected-Shortfall in a Copula Setup. Copulae in Mathematical and Quantitative Finance, 10 July 2012, Krakow, Poland.