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|Blog by a Montreal professor of actuarial science "addicted to R." Posts, which date back to March, 2007, have included "Dynamic dependence ordering for Archimedean copulas and distorted copulas," "Pricing catastrophe options in incomplete markets," "Estimation de quantile par noyau beta," "Finding roots of functions in actuarial science," "We keep breaking records? so what? Get statistical perspective....," "Date of death, birthday and Elvis Presley," "Qui se ressemble se suit (sur Twitter au moins)," "Poisson regression on non-integers," "Retour au Franc (back to the 70's)," "Random points on the Earth," "Le guide du mauvais-père," "On Wigner's law (and the semi-circle)," and "Différencier (indéfiniment) les séries temporelles?" and "Is it that stupid to make extremely long term forecast when studying mortality?" and "Efficience des marchés: hypothèse de modèle ou fait stylisé?"|
|Levels:||High School (9-12), College, Research|
|Resource Types:||Web-Based Discussions|
|Math Topics:||Basic Algebra, Linear Algebra, Polyhedra, Euclidean Plane Geometry, Logic/Foundations, Number Theory, Operations Research, Probability, Statistics, Mathematics of Economics, Economics, Population|
|Math Ed Topics:||Conferences|
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