Conférence 2025 du RT Matrisk

9:00 - 9:45 (45min)

Horizon risk and interest rates uncertainty in dynamic risk measuring

Amphi

Giulia Di Nunno

https://rt-matrisk2025.sciencesconf.org/data/program/Talk_13.pdf

9:45 - 10:30 (45min)

Uncertain Vol Target Volatility Model

Amphi

Philippe Dumont

https://rt-matrisk2025.sciencesconf.org/data/program/Talk_28.pdf

10:30 - 11:00 (30min)

Coffee break

Amphi

11:00 - 11:45 (45min)

Actuarial Challenges Arising from Climate Change

Amphi

Thibault Monnet

https://rt-matrisk2025.sciencesconf.org/data/program/Talk_27.pdf

11:45 - 12:30 (45min)

Boosted tree-models, explainability and tuning

Amphi

Mathias Lindholm

https://rt-matrisk2025.sciencesconf.org/data/program/Talk_16.pdf

12:30 - 14:00 (1h30)

Lunch

Amphi

14:00 - 14:45 (45min)

A SPDE Model: The $\Phi^4_3$ Equation Associated with the Harmonic Oscillator

Amphi

Aurélien Deya

https://rt-matrisk2025.sciencesconf.org/data/program/Talk_17.pdf

14:45 - 15:30 (45min)

A Law of Large Numbers for Kinetic Diffusions

Amphi

Carlo Bellingeri

https://rt-matrisk2025.sciencesconf.org/data/program/Talk_18.pdf

15:30 - 16:00 (30min)

Coffer break

Amphi

16:00 - 17:30 (1h30)

Propagation of carbon price shocks through the value chain: the mean-field game of defaults

Amphi

Peter Tankov

https://rt-matrisk2025.sciencesconf.org/data/program/Talk_19.pdf

17:30 - 17:30 ()

Finance

Amphi

Arnaud Gocsei (cancelled)

19:00 - 22:00 (3h)

Conference diner

Program