Meeting in 2019-2020

Coming Soon Meetings:

Meetings organized with the support of the ESSEC research center - IDS dpt, the LabEx MME-DIIthe French Institute of Actuaries - Institut des Actuaires, and the group BFA (Banque Finance Assurance) of SFdS (Société Française de Statistique)

Thanks to: the WG Risk assistant Stéphanie MartinezMarcel Bräutigam (PhD) for his help, and also the IT teams on both La Défense and Singapore campuses.

Note: Special issue on 'Cyber Risk & Security' of the journal Risks 
Guest Editors:  Michel Dacorogna (Prime Re Solutions, Switzerland) and Marie Kratz (ESSEC CREAR) 
Deadline for manuscript submissions3 February 2020 

Calendar of the meetings  in 2019-2020:

Focus on Cyber Risk & Security or/and Data Analytics/Modelling/Science: seminars co-organized with Jeremy Heng (ESSEC CREAR) and Olga Klopp (ESSEC CREAR)

 Seminars take place simultaneously at: 
- Essec Asia Pacific
, at 6
:30 - 7:30pm
Essec La Défense (
Cnit) at 
12:30 - 1:30 pm
October 4, 2019
Essec La Défense 
Room 202

Conditional calibration and the sage statistician

Prof. Donald RUBIN
Yau Center
for Mathematical Sciences,
Tsinghua University,

October 21, 2019
 Essec La Défense 
Room 202

Is climate change making extreme rains
more frequent, or bigger, or more dangerous?

  Abstract                                                                                        Talk 
Prof. Holger ROOTZEN
Chalmers Univ. and 
Royal Sweedish Academy
of science,

November 13, 2019
Essec La Défense 
Room 202
Spatial CART Classification Trees

 Prof. Avner BAR-HEN
Chair of Statistics 
and Mass Data
CNAM Paris

November 18, 2019
Essec La Défense 
Room 202
Insurance Pricing in a Competitive Market

Université du Québec à Montreal (UQAM), 
December 11, 2019

Essec La Défense 
Room 220
 Solving Cyber Risk
Cambridge Judge Business School, UK

 December 18, 2019

Essec La Défense 
Room 202

quadratic Hawkes processes
to rough volatility and Zumbach effect

Prof. Mathieu ROSENBAUM
École Polytechnique