SCOR and IDEI Conference on Extreme Events and Uncertainty in Insurance and Finance

Davide Canestraro, « Estimating Copulas for Insurance from Scarce Observations, Expert Opinion and Prior Information: A Bayesian Approach », SCOR and IDEI Conference on Extreme Events and Uncertainty in Insurance and Finance, Siège social SCOR, Paris, 10 janvier 2014.

Paul Embrechts, « Model Uncertainty and Risk Aggregation », SCOR and IDEI Conference on Extreme Events and Uncertainty in Insurance and Finance, Siège social SCOR, Paris, 10 janvier 2014.

Christian Gollier (Toulouse School of Economics), « Evaluation of Long-Dated Investments Under Uncertain Growth Trend, Volatility and Catastrophes », SCOR and IDEI Conference on Extreme Events and Uncertainty in Insurance and Finance, Siège social SCOR, Paris, 10 janvier 2014.

Rustam Ibragimov, « Heavy-Tailedness and Diversification Disasters: Implications for Models in Economics, Finance and Insurance », SCOR and IDEI Conference on Extreme Events and Uncertainty in Insurance and Finance, Siège social SCOR, Paris, 10 janvier 2014.

Marie Kratz (ESSEC Business School), « Normex, a New Method for Evaluating the VaR of Aggregated Heavy Tailed Risks », SCOR and IDEI Conference on Extreme Events and Uncertainty in Insurance and Finance, Siège social SCOR, Paris, 10 janvier 2014.

Viktor Todorov (Northwestern University), « Tail Risk Premia and Return Predictability », SCOR and IDEI Conference on Extreme Events and Uncertainty in Insurance and Finance, Siège social SCOR, Paris, 10 janvier 2014.