The European Union's Seventh Framework Programme for research, technological development and demonstration under grant agreement no 318984 - RARE project

Concluding International "RARE" Conference


Risk Analysis, Ruin theory & Extremes

July 3-8, 2016 

Hôtel Le Majestic, La Baule, France


With the exceptional participation of Prof. Karel van Hulle (KU Leuven & Goethe Univ. Frankfurt), former Head of Insurance and Pensions EC, responsible for Solvency 2

Keynote speakers:

§Prof. Søren Asmussen (Aarhus University, Denmark)

§Dr. Michel Dacorogna (SCOR, Switzerland)

§Prof. Paul Embrechts (ETH Zurich, RiskLab, Switzerland)

§Prof. Fima Klebaner (Monash Univ., Australia)

§Prof. John Nolan (American Univ., Washington DC, USA)

§Prof. Ragnar Norberg (Univ. Lyon 1, France) 

§Prof. Richard Smith (SAMSI, UNC Chapel Hill, USA)

Invited speakers: 

  • principal investigators from all the RARE partners institutions
  • RARE associated members:  H. Rootzén (Chalmers Univ.), G. Samorodnitsky (Cornell Univ.), S. Vadlamani (TIFR-CAM Bangalore)
  • P. Antal (Swiss Re), J. Lemaire (Wharton School, Univ. Pennsylvania), A. McNeil (Heriot Watt Univ.), D. Papachristou (Bank of England) 

Scientific Committee: 

  • the Advisory Board of RARE project 
  • the coordinators of RARE project 
  • D. Papachristou, Chief Actuary for Research, General Insurance Supervision Division, Bank of England

Proceedings: Annals of Actuarial Science (AAS): ‘RARE’ Special Issue

Contributions are welcome from participants in the concluding RARE workshop, non-necessarily part of the RARE consortium. Selection of papers will be made by the Scientific Committee of the conference and will be further subject to the normal reviewing process. 

Abstract submission: before April 16, 2016

If you would like to present a paper on 'RARE' topics at the conference, please submit a developed abstract (between 1 and 2 pages; pdf format only) by April 8, to Frédérique Jean-Louis (, with cc to: for consideration. Accepted abstracts will be notified by May 3.

You may of course choose to participate to the conference without presenting a paper.

Registration: before May 14, 2016 (for standard fees; after this date, +15%

Organization: ESSEC CREAR

The help of Séverine Arnold (HEC Lausanne) is gratefully acknowledged; a special thanks to Corina Constantinescu (IFAM Liverpool) and Kais Hamza (Monash Univ.)!

 Ms Frédérique Jean-Louis, CREAR assistant (

In addition to RARE financial support, this conference would not have been possible without our Sponsors; a special thanks to them!