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Program & Schedule

Schedule:


Monday, Apr. 13th

Place: Mudd Building Room 303 - map

Morning session:

9:15 - 10:05            Stephane Loisel (University of Lyon)
                                  "On some robustness and uncertainty issues in ruin theory"

10:10 - 11:00          Hansjoerg Albrecher (University of Lausanne)
                                  "On heavy tails and catastrophe insurance"

Afternoon session:

1:30 - 2:20              Paul Embrechts (ETH Zurich)
                                   "Risk aggregation under dependence uncertainty"

2:25 - 3:15               Erwan Koch (ERH Zurich)
                                   "Spatial risk measures and applications to max-stable processes"


Lunch for speakers is from 12:00 p.m. - 1:20 p.m. at the Faculty House - map