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109028, Moscow,
Pokrovsky Boulevard 11, Rooms: S435, S424
Phone: +7 (495) 772-95-90*27039, 27038
Email: erichkova@hse.ru, ochikunaev@hse.ru
The Department of Statistics and Data Analysis, which is part of HSE’s Economics Faculty, brings together leading Russian and international specialists in the field of business statistics, macroeconomic statistics, stochastic analysis, actuarial mathematics and statistical methods for analysing economic and social processes.
Edited by: Mkhitarian V., D. Pavluk, S. Sidorov.
Vol. 2. Atlantis Press, 2019.
Belomestny D., Morozova E., Panov V.
Statistics. 2024. Vol. 58. No. 1. P. 209-229.
Aleksei Egorov, Sergey Malinovskiy.
In bk.: Assessing the Contributions of Higher Education: Knowledge for a Disordered World. Cheltenham: Edward Elgar Publishing, 2023. Ch. 14. P. 286-299.
In press
Kelbert M., Moreno-Franco H. A., Pogorelov N. P.
math. arXiv. Cornell University, 2023
Mini Course by Paul Deheuvels
On November 6-16 Paul Deheuvels, member of the French Academy of Sciences, delivered a mini course ‘On Copulæ and their Applications’. The event was organized by the Laboratory of Stochastic Analysis and its Applications. The course theme is closely connected with the new master’s programme in Statistical Modelling and Actuarial Calculations (Academic Supervisor - Valentin Konakov).
During the lectures Professor Paul Deheuvels spoke not only about theoretical properties of copulas, but also gave examples of their application, based on working on actuarial calculations in insurance companies.