About CREAR

Announcement:

To conclude nicely our RARE project, we already had the conference at La Baule that was a great success, and now we will have a special RARE issue in the Annals of Actuarial Science (AAS); we may see it as the cherry on the cake ;-)

 

We strongly encourage all of you to submit a paper focusing on, at least, one of the 3 topics of RARE:

· Risk Analysis

· Ruin theory

· Extremes

 

To submit your manuscript for consideration, please go to:

mc.manuscriptcentral.com/aoas

and choose "Special Issue Article" as the submission type.

 

AAS Editor: Angus Macdonald, Heriot-Watt University

Guest Editors of this RARE issue: Corina Constantinescu (IFAM Liverpool), Enkelejd Hashorva (HEC Lausanne) and Marie Kratz (ESSEC CREAR)

 

The submission deadline is December 22, 2016.

 

Do not hesitate to forward this announcement to any researcher related to those 3 specific topics.

News



CREAR (Center of Research in Econo-finance and Actuarial sciences on Risk / Centre de Recherche Econo-financière et Actuarielle sur le Risque) aims at strengthening the exchange between academics and professionals who also strive for excellence in their modeling of risks, and fostering research on this topic.

Research in risk management needs to develop toolkits based on fundamental research and various fields of expertise. ESSEC combines many of those, which is a big strength for CREAR. These main research fields are : 

  • Econometrics
  • Extremes
  • Forecasting
  • Probability
  • Quantitative Finance
  • Quantitative Risk Management
  • Real Estate Investments
  • Regulation and Valuation (IFRS)
  • Statistics & Data Science

Those fields overlap different departments at ESSEC (Paris & Singapore), namely: Accounting and Control, Economics, Finance, IDS. They involve various members of these departments in a transversal way.

Besides participation of ESSEC researchers, CREAR establishes productive links with similar international research laboratories and companies.

It is also a support for the actuarial track and the Quantitative Risk Management track within the PhD in Finance.

The main focus of CREAR towards professionals and financial institutions is to create an efficient organization dealing with

1.     quantitative research on financial and insurance risks

2.     focused on (re)insurances and bank-insurances

3.     in the background of the new risk based regulation (Solvency 2 Pillar 1 and ORSA , Swiss Solvency Test, Risk Based Capital from NAIC)



CREAR - Center of Research in Econo-finance and Actuarial sciences on Risk
ESSEC Paris Singapore | crear.essec.edu
ESSEC Business School
Avenue Bernard Hirsch BP 50105 | Cergy-Pontoise 95021 Cedex France 
ESSEC Asia-Pacific
2 One-North Gateway | Singapore 138502