09:00
10:00
11:00
12:00
13:00
14:00
15:00
16:00
9:00 - 10:00 (1h)
Discussions
Salle de Conférences
10:00 - 10:30 (30min)
Coffee break
Salle de Déjeuner
›10:30 (30min)
› Salle de Conférences
10:30 - 11:00 (30min)
Marie Kratz
Salle de Conférences
Efficient estimation in extreme value regression models of hedge funds tail risks
https://30ans-lmm.sciencesconf.org/data/program/Marie_Kratz_ok.pdf›11:00 (30min)
› Salle de Conférences
11:00 - 11:30 (30min)
Lionel Truquet
Salle de Conférences
Stability Properties of Certain Markov Chain Models in Random Environments
›11:30 (30min)
› Salle de Conférences
11:30 - 12:00 (30min)
Gilles Stupfler
Salle de Conférences
Inference for extremal regression with dependent heavy-tailed data
›12:00 (2h)
12:00 - 14:00 (2h)
Lunch
›14:00 (45min)
› Carré Plantagenet - Le Mans - Centre Ville
14:00 - 14:45 (45min)
Olivier Lopez
Carré Plantagenet - Le Mans - Centre Ville
Actuarial science and emerging risks: how to push away the frontiers of insurability
15:00 - 16:30 (1h30)
Round table
Carré Plantagenet - Le Mans - Centre Ville
