Working group on (quantitative) risk analysis / uncertainty
The main objective is the resolution of concrete problems which affect the industry or of subjects of public interest, in the field of (quantitative) risk analysis, creating new tools or methods. Many skills are today distributed in various domains, financial, industrial, academic,..., therefore the intention behind the creation of this group is:
To this end, regular meetings will include:
Each participant might propose a precise theme, a work on a given article or on a project. Our meetings will take place generally twice a month, on Thursdays.
If you are interested and want to be part of the mailing list, please contact Marie Kratz. Calendar of the meetings in 2009-10: 2nd Term: April 9: 9am-5pm: IHP (Institut Henri Poincaré, 75005 Paris), workshop on "Financial Regulation"; organization: M. Bardos & M.Kratz for the BFA (Banque Finance Assurance) group, SFdS. (download the program; see the attachments). April 1, 6pm La Défense EEE (Cnit floor 1, room 236): seminar by Laurent Ferrara (Banque de France et Univ. Paris Ouest), Assesing the recession risk anticipated by financial markets March 19, Conference IDEI/Scor, "Integration of Extremal Events in Quantitative Risk Management": http://www.idei.fr/conference/conf_scor.html
March 4, 12:30am, La Défense EEE (Cnit floor 1, room 138): seminar by Marie Kratz (Essec), On alarm systems. Applications for Insurance companies and for Health surveillance Institute. Feb. 18, 12:30am, La Défense EEE (Cnit floor 1, room 138): seminar by Marie Kratz (Essec), On alarm systems. Applications for Insurance companies and for Health surveillance Institute. Feb. 4, 12:30am, La Défense EEE (Cnit floor 1, room 104): informal presentation by Guillaume Chevillon (Essec). Jan. 28, 6pm, La Défense EEE (Cnit floor 1, room 201): seminar by Sir David F. Hendry (Nuffield College, Oxford), Empirical Model Discovery. Jan. 21, 12:30am, La Défense EEE (Cnit floor 1, room 104): seminar by Michel M. Dacorogna (Head of SCOR Group Financial Modeling), There will be a next crisis surprising us
someday – how can we be prepared to survive it? 1st Term: Dec. 17, 12am, La Défense EEE (amphi 138): seminar by Arthur Charpentier (Univ. Rennes 1 & Ecole Polytechnique), Extremes and Dependence in the context of Solvency II for Insurance Companies. Dec. 3, 8:30am: conference RISK (Risk Intelligence Symposium & Knowledge) organized by OTC Conseil & Univ. Paris Ouest; Caisse des dépôts et consignations – Paris. Nov. 19, 10am, N305 (campus Cergy): informal presentation by Fernando Oliveira (Essec) Nov.3 (Tuesday), 11:30am, Le Club (campus Cergy): seminar by Fabrice Cavarretta (Essec), Distinguishing Extreme vs. Average Effects in Nascent Firms: an Organizational Risk approach to resources. Oct. 29, 10am, N305 (campus Cergy): discussion on the objectives of this working group |
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Working Group on RISK |