Journée SIFA-IRA-ENSAE (Lyon-Le Mans-Paris)

09:00–09:15 : ACCUEIL – CAFÉ
09:15 – 09:55 : Pierre THEROND (ISFA-SAF, Université de Claude Bernard, Lyon)
Insurance & Post-Growth: Protecting Within Planetary Boundaries
10:00 –10:40 : Caroline HILLAIRET (ENSAE-CREST, IP Paris)
Risk Quantification of Cumulative Losses exhibiting contagion and cross dependencies
10:40 – 11:00 : PAUSE CAFÉ
11:00 – 11:40 : Daniel NKAMENI (ENSAE-CREST, IP Paris)
An optimal Index insurance framework for extreme losses
11:45 – 12:25 : Anis MATOUSSI (IRA-LMM, Le Mans Université)
Numerical approximation of Multivariate Risk Measures
12:30 – 13:55 : DÉJEUNER SUR PLACE
14:00 – 14:40 : Armand BERNOU (ISFA-SAF, Université de Claude Bernard, Lyon)
Convex Order for the McKean-Vlasov Equation with Common Noise
14:45 – 15:25 : Fallou NIAKH (ENSAE-CREST, IP Paris)
P2P Risk Basis Management for renewable production parametric insurance
15:25 – 15:45 : PAUSE CAFÉ
15:45 – 16:25 : Alexandre POPIER (IRA-LMM, Le Mans Université)
A dependent and censored first hitting-time model with compound Poisson processes
16:30 – 17: