International Chair LabEx MME-DII & CREAR

 Michel Dacorogna     International Chair LabEx MME-DII & ESSEC CREAR on 
    Risk Analysis and Management 
held by
    Head of DEAR-Consulting (Zurich), Partner at Prime Re Solutions                 (Zurich), and Director of Risk Management at the Geneva                           Association 
    Spring 2018 (April-June)

Goal: to foster research in the field of quantitative risk management 

Michel Dacorogna’s experience, both professional and academic, will be important to bring forward research subjects that present both theoretical challenges and practical relevance.

The program of this international chair is set to combine workshops, where Michel will present selected topics of his lecture on “the Economy of Risk in Insurance”, and a public conference on the lessons learned from his research on high frequency data in finance, field that Michel, among others, initiated thirty years ago. To favor exchanges with members of our research community (researchers, post-docs and PhD students), we will organize a one-day workshop in the framework of LabEx series seminars, where people will have the opportunity to present their own work along with Michel talking about the change of paradigm in the insurance industry. 

We are looking forward to interesting interactions with colleagues from ESSEC and LabEx MME-DII to fully take advantage of Michel’s presence.

Office: ESSEC Nautile N311

Program (dates to be confirmed):
Organization: Mohamed BEN ALAYA (LabEx MME-DII & Univ. Rouen, LMRS), Jean-Michel COURTAULT (LabEx MME-DII & Univ. Paris 13, CEPN), Marie KRATZ ((LabEx MME-DII & ESSEC CREAR), Yang LU (LabEx MME-DII & Univ. Paris 13, CEPN)
  • Public conference on High Frequency Financial Data
  • Workshop on Risk Analysis and Management - Series of LabEx MME-DII seminars
  • 3 to 4 lectures on selected topics of "The Economy of Risk in Insurance", addressed mainly to PhD and Master Students of the various institutions of LabEx-MME DII