With the founds of Région Pays de la Loire, PANORisk’s main objective is to develop and design tools to help decision makers in the area of savings plan, management of potential risks related to the issues of aging, health, climate change, economic, political and financial crisis or else financial institutions credibility. PANORisk promotes the interdisciplinary scientific research by merging mathematicians, economists and management.

Director: François Langot
Co-directors:
Laurent Denis, Xavier Fairise.

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Number of documents

95

 

Number of records

44

 

Keywords

Autocorrelation Composite distribution Acceleration cycle Chinese stock markets CDS Asymmetry Robust unit root test GNP ASEAN+3 Claim reserving Cointegration Business cycle Bayesian nonparametric statistics Market efficiency Random walk Optimal stochastic control Spectral test Islamic indexes Uncertainty Past supremum Asymptotic efficiency Bessel process Structural breaks Cyclically interchangeable process Board Sentiment DSGE models No keyword available Industrial business cycle Contagion Martingale difference sequence Variance ratio test Unit root Asymptotic properties Additive processes Ballot theorem Exponential functional Bank financing 60J20 CO2 emission allowances Commercial lines Spot and futures prices Cross-market linkages Continuous mapping theorem Cost-of-carry model Random walk hypothesis Cause-of-death mortality Cohort Effect Day-of-the-week effects Dating chronology Outliers Asymmetric linear costs Cones Bridge Least squares estimation 60J10 Processes with independent increments Crude oil Conditioned Brownian motion Crude oil markets ARIMA process Cliometrics Conventionnal indexes Conditioning to stay positive Density Non-life insurance Residual autocorrelation Financial crisis Business Angel Breaks Stock exchange mergers Volatility persistence Bootstrapping Coût fixe Volatility Bayesian inference Commodities Credit ratings DSGE Models Cohort effects Adaptive markets hypothesis Commodity price Asymptotic behaviour Market Efficiency Martingale difference hypothesis Ergodicity Autoregressive Model Continuation method 60B12 Crude oil returns Asymptotic properties of estimators Coûts linéaire asymétrique Convergence Asymptotic normality Sciences économiques Critical mass theory Stable autoregressive process Asset pricing Calculus of variations 60J60

 

 

 

 

 

 

 

 

 

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