Model Uncertainty in Risk Management

31 janv. 2020
Immeuble Austerlitz II. 59, avenue Pierre Mendès-France - 75013 Paris - Paris (France)

http://modelrisk.sciencesconf.org

Since the seminal work of Knight, model uncertainty is a standard subject of study in the academic community, in particular in probability, control theory and economic analysis. In view of the recent financial crisis, model uncertainty has become an important practical subject in the insurance and financial industries, for the companies and for the regulators. It is also a particularly active field of research in mathematical finance and insurance. This workshop will bring together practitioners and academics to discuss and exchange ideas about the use of robust techniques for pricing and risk management.
Discipline scientifique : Optimisation et contrôle - Probabilités - Statistiques - Économie et finance quantitative

Lieu de la conférence
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