Stochastic processes- Actuarial science and Finance

Time:09:00:31/07/2017 to  17:00:03/08/2017

Venue/Location: VIASM

Purpose: The main objective of this workshop is to gather recognized researchers working on probability theory, with applications in insurance and finance. We wish to encourage scientific exchanges between the participants and create new collaborative projects. Practitioners from BNP Paribas Cardif Asia will participate to the workshop, it will also offer the opportunity of ideas sharing between academics and practitioners in Asia. This workshop is funded by the VIASM, the research chair Data Analytics & Models for Insurance, BNP Paribas Cardif, and the DIAF association.


Topics: Dependence models, Risk measures, Stochastic control, Statistics for stochastic processes.


Organizers and scientific committee: Nguyễn Hữu Dư (VIASM); Nabil Kazi-Tani (Lyon 1 University, France), Long Ngo Hoang (Hanoi National University of Education), Dylan Possamaï (Université Paris Dauphine, France), Didier Rullière (Lyon 1 University, France), Romuald Elie (University of Paris-Est and ENSAE).