Meetings in
2024-2025

CREAR Events Calendar

Current Meetings

Meetings organized with the support of the ESSEC research center - IDS dpt, the LabEx MME-DII, the French Institute of Actuaries - Institut des Actuaires, and the group Risques AEF (Assurantiels, Economiques et Financiers) of SFdS (Société Française de Statistique). Organization: Marie Kratz; Jeremy Heng, Olga Klopp, Roberto Reno (for ESSEC), and Riada Djebbar (for the Singapore Actuarial Society - ERM)

Date

Topic

Speaker(s)

T3 (animated by Marie Kratz) 

Apr. 29th 2025
(12:30pm CET) 

TBA

Talk :  Slides & Recording 

Dr. Pierre-Olivier Goffard

MCF, UFR Math-Info,
  Univ. Strasbourg, France

May. 13th 2025
(12:30pm CET) 

TBA

Talk :  Slides & Recording 

Dr. Gerhard Stahl

Chief Research & Development
Officer of the HDI Group,
Talanx, Hanover, Germany

May. 27th 2025
(12:30pm CET) 

TBA

Talk :  Slides & Recording  

Prof. Liang Peng

Thomas P Bowles chair professor of actuarial science, Robinson College of Business,
Georgia State University, USA

June. 12th 2025
(12:30pm CET) 

TBA

Talk :  Slides & Recording 

Prof. Marcus Christiansen

Institut für Mathematik,

Carl von Ossietzky
Universität Oldenburg, Germany

July 02nd 2025
(12:30pm CET) 

TBA

Talk :  Slides & Recording 

TBA


Apr. 17th 2025
(12:30pm CET) 

"On the simulation of extreme events
with neural networks"

Talk :  Slides & Recording 

Dr. Stéphane GIRARD

Directeur de  recherche, INRIA,
Grenoble Rhône-Alpes, France

T2 (animated by Roberto Reno) - Financial risks

Mar. 27, 2025
(12:30pm CET) 

"Pricing short-term volatility surfaces

Talk :  Slides & Recording 

Dr. Guido Gazzani

Department of Economics

University of Verona, Italy

Jan. 8, 2025
(12:30pm CET) 

"Systemic Illiquidity"

Talk : Slides & Recording

Prof. Paolo Santucci

Department of Economics and Finance

LUISS University, Rome, Italy

Jan. 23, 2025
(12:30pm CET) 

"Economic Tracking Forests: Leveraging  Tree-based Models for Macroeconomic Forecasts"

Talk :  Slides & Recording

Prof. Anastasija Tetereva

Erasmus School of Economics

Rotterdam, Netherlands

Feb. 12, 2025
(12:30pm CET) 

A general randomized test of Mean-Variance efficiency

Talk : Slides & Recording

Dr. Pierluigi Vallorino

Erasmus University 

Rotterdam, Holland

Feb. 25, 2025
(12:30pm CET) 

“Common factors in large panels of equity options”

Talk :  Slides &  Recording

Dr. Maria Grith

Department of Econometrics

Erasmus University of Rotterdam, Netherlands

Mar. 12, 2025
(12:30pm CET) 

"Clustered Network Connectedness: A New Measurement Framework with Application to Global Equity Markets"

Talk : Slides &  Recording

Dr. Bastien Buchwalter

SKEMA Business School 

Paris, France

T1 (animated by Marie Kratz) - Climate Risk  

Oct. 18, 2024
(12:30pm CET) 

Actuarial climate indexes : international comparative
study and insurance applications

Abstract
Talk
Recording

Prof. José GARRIDO

Concordia University

Montreal, Canada

Oct. 30, 2024 

Geometric approaches to statistics of multivariate extremes, with application to river flows

Abstract
Talk
Recording

Prof. Jennifer WADSWORTH

Univ. Lancaster, UK

Nov, 22, 2024

(12:30pm CET) 

On Modeling Space-Time Threshold Exceedances with an Application to Extreme Precipitations

Abstract
Talk

Prof. Carlo GAETAN

Univ. Ca'Foscari, Venezia, Italy

Nov, 28, 2024 

CY TECH

Conference 'Cyber Securité et IA pour la Santé'

Organisation: CY Tech & ESSEC CREAR

Dec 6th, 2024 (TBD) 

“On the Insurance of Environmental Risks:  Modeling and Pricing with Mean-Reverting Regime-Switching Lévy Processes”

Abstract
Talk

Prof. Olivier LE COURTOIS

EM Lyon, France