Risk theory Decision-making
under uncertainty

You can download lectures and other necessary files using this page. Lectures were delivered to students of the Krasnoyarsk state university and some other Krasnoyarsk universities. Each lecture is stored in DVI, PS and PDF formats, the former two archived with WinZip. To view PS files a GhostViewer is available. Viewing PDF files is possible by Adobe Acrobat reader.

Russian versions of all lectures and files are already available here. English translation is being prepared and will be put online gradually upon readyness. Sign up to announcement list to be kept informed on the progress.


Papers

To download papers click here.


Presentations

  1. Presentation at the Bowles Symposium, Atlanta, April 11, 2003.
    . Go to     paper. Download illustration.

Lectures

  1. Relations.
    Uploaded 1/4/2002.     View abstract.

  2. Correspondences.
    Uploaded 2/5/2002.     View abstract.

  3. Basic concepts of risk theory.
    Uploaded 1/4/2002.     View abstract.

  4. Distorted probability measure.
    Uploaded 2/6/2002.     View abstract.

  5. Market insurance premium.
    To appear.     View abstract.

  6. Investment portfolio selection.
    Uploaded 1/27/2002.     View abstract.

  7. New! Uniform distribution on a standard simplex in Rn.
    Uploaded 4/25/2002.     View abstract.

  8. New! Simple insurance portfolios.
    Uploaded 3/7/2002.     View abstract.

  9. Monte Carlo method.
    To appear.     View abstract.

Miscellaneous files

  1. Excel spreadsheet illustrating an example "Picnic". .


Illustrations

  1. The sum of dependent normal variables might be not normal. Illustration for Glyn Holton's example.

  2. Pictures of the DARA utility function U(x) = -exp(-xc(x)) with c(x) = pi - atan(x).

  3. Illustrations for the paper Combined functionals as risk measures.

  4. Illustrations for the paper Nonlinear portfolio analysis and resources allocation.

  5. Local versions (exe) of archive illustrations.

  6. Local versions (excel) of archive illustrations.


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