Meetings in
2024-2025
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. 17th 2025
(12:30pm CET)
TBA
Talk : Slides & Recording
Dr. Stéphane GIRARD
Directeur de recherche, INRIA,
Grenoble Rhône-Alpes, France
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
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
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
Nov, 28, 2024
CY TECH
Conference 'Cyber Securité et IA pour la Santé'
Organisation: CY Tech & ESSEC CREAR