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
Laurent Denis, Xavier Fairise.




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