Spring Quarter 2020 Mathematical Statistics - PSTAT 120B (Undergraduate)
Instructor - University of California, Santa Barbara
Contains: Distribution of sample mean and sample variance;
t, chi-squared and F distributions;
summarizing data by statistics and graphs;
estimation theory for single samples: sufficiency, efficiency, consistency, method of moments, maximum likelihood;
hypothesis testing: likelihood ratio test; confidence intervals.
Online materials (abstract):
Moment Generating Function and Cumulative Distribution Function
Winter & Spring Quarter 2020 SAS Base Programming - PSTAT 130 (Undergraduate)
Instructor - University of California, Santa Barbara
Contains: Manipulating and Transforming data, combining SAS data sets, generating
reports including statistics analysis, real cases study project.
Online materials (abstract):
Introduction to SAS code
2018 - 2019 Insurance Economics - Master 1 (Graduate Program) - Statistics & Econometrics
Lecturer - Claude Bernard Lyon 1 University, ISFA Graduate School of Actuarial Studies
Contains: Expected Utility theory, Adverse Selection, Moral Hazard, Information Asymmetry, Price Optimization and Introduction to Behavioral Insurance.
Chapter 1:
Global Introduction to the Insurance Market
(Exercices correction)
Chapter 2:
Risk Aversion and Insurance Demand
(Exercices correction)
Chapter 3:
Information Asymmetry in Insurance
(Exercices correction)
Chapter 4:
Behavioral Insurance
Exam
2015 - 2017 Risk & Insurance Economics - Master 1 (Graduate Program) - Actuary
Teaching Assistant - Claude Bernard Lyon 1 University, ISFA Graduate School of Actuarial Studies
Contains: Game Theory, Information Asymmetry, Optimization.
Exercice sheets:
1,
2,
3,
4,
5,
6,
7
Exam
2014 - 2015 Decision & Game Theory - Master 2 (Graduate Program) - Quantitative Economics
Teaching Assistant - Lumière Lyon 2 University
Contains: Expected Utility theory, Adverse Selection, Moral Hazard, Nash Equilibrium, Bayesian Game.
Exercice sheets:
1,
2,
3,
4,
5
2013 - 2014 Mathematics - Bachelor 1&2 (Undergraduate Program) - Economics & Mathematics
Teaching Assistant - Capitole Toulouse 1 University - Toulouse School of Economics (TSE)
Contains: Linear Algebra, Optimization.