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 Melissa BagriMarcel 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: 12:30pm Paris time and 6:30pm Singapore time

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

3rd Term : During this lockdown period, the frequency seminars will be reduced to once a month. They will take place via zoom, in France and Singapore. Thank you to the speakers to have accepted to proceed this way!

 June 25, 2020 

Treatment Effect Estimation with Missing Attributes
Abstract                                                                                Talk

Prof. Julie JOSSE

Ecole Polytechnique  
Visiting Researcher at Google Brain
April 30, 2020   
Graphical Models, Sparsity and Structural
Learning for Extremes

          Abstract                                                                               Talk

Prof. Sebastian ENGELKE
Research Center for Statistics
University of Geneva, Switzerland
May 11-15, 2020

     Virtual International Actuarial Colloquium Paris 2020 

Then click on 'register' just next to the session title you want to attend.

May 15
, 2020
1pm - 2pm

Round table on:

Key Issues and Challenges for Actuarial Science - Bringing Together Academics and Practitioners



- Corina CONSTANTINESCU (Prof., IFAM, Liverpool University)
- Wesley CUI (Deputy General Manager of CICTIC-Prudential Life (CPL) China)
- Philippe DOMART (Asia Pacific P&C, Head of Underwriting, PartnerRe)
- Marie KRATZ (Prof.,ESSEC CREAR) 
- Henning WERGEN (Executive Manager of DAA, DAV´s actuarial academy, & Chairperson AAE Education Committee)

2nd Term : 
March 30, 2020   

Prof. Emmanuel Bacry
Ecole Polytechnique

March 20, 2020

Cancelled (all campuses closed due to COVID 19)

Trading Desk Behavior Modeling via LSTM 

for Fraud Detection


Marine NEYRET 
Data Lab - Inst. L. Bachelier 
Data Lab - Inspection Générale, Société Générale

February 26, 2020

Robust Tests for White Noise and Cross-Correlation

 Abstract                                                                              Talk

Prof. Liudas Giraitis
Queen Mary Univ.
London, UK
February 20, 2020 

Generative Models for Dynamic Graph Exploration

  Abstract                                                                             Talk
Prof. Fabrice Rossi
University Paris-Dauphine
Member of CEREMADE and MILES 

1st Term : 

 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

From quadratic Hawkes processes
to rough volatility and Zumbach effect

Prof. Mathieu ROSENBAUM
École Polytechnique