lundi 16 janvier 2023 ›
07:00
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20:00
›7:30 (1h45)
Petit déjeuner
› 12631
›9:15 (45min)
Optimal stopping: Bermudan strate- gies meet non-linear evaluations
Miryana Grigorova
› 12630
›10:00 (45min)
Robust asymptotic insurance-finance arbitrage
Thorsten Schmidt
› 12630
›10:45 (20min)
Pause café
› -1
›11:05 (45min)
Optimal ratcheting of dividends in insurance
Hansjoerg Albreche
› 12630
›12:20 (1h10)
Déjeuner
› 12631
›14:00 (45min)
Convex stochastic optimization
Teemu Pennanen
› 12630
›15:40 (30min)
Second order random fields and yield curve modeling
Raphael Douady
› 12630
›16:10 (20min)
Pause café
› 12632
›16:30 (30min)
The normal approximation of com- pound Hawkes functionals
Mahmoud Khabou
› 12630
›17:00 (30min)
Misfortunes never come singly: managing the risk of chain disasters
Aleksey Minabutdinov
› 12630
›19:00 (1h30)
Dîner
› 12631
Session
Discours
Logistique
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