Calendar of the meetings  in 2015-2016:

3rd Term: focus on topics related to low interest rates and new investment strategies

Co-organization: Dr. Michael Schmutz (FINMA, Switzerland) 

Note also some interesting events that CREAR supports:

• Colloquium on Risk, Extremes and Contagion organized by 2 PhD students from Nanterre Univ., Charles Tillier and Paul de Buyer, on May 25-26 at Nanterre Univ. 

• Semestre thématique Mathématiques du Risque et Applications, sponsorisé par Labex MME-DII and ANR Ameriska

2nd Term : focus on the new IFRS rules and their impact on the financial and insurance sectors

Co-organization: Prof. Luc PAUGAM (ESSEC CREAR, Accounting & Auditing Management dpt) 

December 17, EEE (La Défense), Atrium:

The chair Edgar Morin on Complexity, directed by Prof. Laurent Bibard, organizes a round table on:

"Managing increasingly complex risks in an increasingly stochastic world "

animated by Laurent Bibard, Professor of Philosophy (ESSEC), Michel Dacorogna, Doctor in Science (Physics) and Scientific advisor to the Chairman of SCOR, Marie Kratz, Professor of Probability and Statistics (ESSEC) and Actuary. 

The Working Group on Risk – CREAR has the pleasure to participate in this event, with the support of the IDS department of ESSEC​, the group BFA (SFdS), Institut des Actuaires & Labex MME-DII.

This round table is based on a paper by M. Dacorogna and M. Kratz under the title “Living in a Stochastic World and Managing Complex Risks”. The full paper is available at http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2668468

1. Extreme Quantile and Simulation of rare events