Communications

Invited talks in conferences

• April 2024 : 11th International Conference of Mathematical and statistical methods for Actuarial sciences and Finance (MAF 2024), Le Havre, France : Bias- and variance-corrected asymptotic Gaussian inference about extreme expectiles.

• December 2023 : 16th International Conference of the ERCIM WG on Computational and Methodological Statistics, Berlin, Germany : Accurate Gaussian inference about extreme expectiles and application in cyber risk.

• August 2023 : 6th International Conference on Econometrics and Statistics, Tokyo, Japan (videoconference) : Bias- and variance-corrected asymptotic Gaussian inference about extreme expectiles.

• December 2022 : 15th International Conference of the ERCIM WG on Computational and Methodological Statistics, London, England (videoconference) : Bias- and variance-corrected asymptotic Gaussian inference about extreme expectiles.

• June 2022 : 5th International Conference on Econometrics and Statistics, Kyoto, Japan (videoconference) : Composite bias-reduced Lp-quantile-based estimators of extreme quantiles and expectiles.

• December 2021 : 14th International Conference of the ERCIM WG on Computational and Methodological Statistics, London, England (videoconference) : Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models.

• July 2021 : 12th international conference on Extreme Value Analysis, Edinburgh, Scotland (videoconference) : Extreme expectile regression: Theory and applications.

• June 2021 : 4th International Conference on Econometrics and Statistics, Hong-Kong (videoconference) : Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models.

• December 2020 : 13th International Conference of the ERCIM WG on Computational and Methodological Statistics, London, England (videoconference) : On automatic bias reduction for extreme expectile estimation.

• December 2019 : 12th International Conference of the ERCIM WG on Computational and Methodological Statistics, London, England :  Nonparametric extreme conditional expectile estimation.

• April 2019 : Final CRoNoS meeting and Workshop on Multivariate Data Analysis and Software, Limassol, Cyprus : Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors. 

• December 2018 : 11th International Conference of the ERCIM WG on Computational and Methodological Statistics, Pisa, Italy : Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors. 

Contributed talks in conferences

• June 2023 : 13th international conference on Extreme Value Analysis, Milan, Italy :  Bias- and variance-corrected asymptotic Gaussian inference about extreme expectiles.

• July 2019 : 11th international conference on Extreme Value Analysis, Zagreb, Croatia : Nonparametric extreme conditional expectile estimation.

• May 2018 : 50èmes Journées de Statistique, Palaiseau, France : Estimation de quantiles conditionnels extrêmes pour des distributions elliptiques. 

• March 2018 : MASCOT-NUM conference 2018, Nantes, France : Quantile prediction of a random field extending the gaussian setting.

• March 2018 : 13th International Conference on Operations Research, Havana, Cuba : Estimation of conditional extreme quantiles from heavy-tailed elliptical random vectors.

• June 2017 : 49èmes Journées de Statistique, Avignon, France : Prédictions de quantiles et d’expectiles spatiaux pour des champs elliptiques.

• July 2016 : 3rd Young Researchers Meeting in Probability, Numerics and Finance, Le Mans, France : On Conditional Quantiles Approximation for Elliptical Random Fields.

Invitations in seminars and workshops

• June 2023 : Journées RESSTE "Evènements extrêmes et risques", Marseille, France : Expectrem: An R package for inference of extreme expectiles.

• April 2023 : Séminaire de probabilités et statistique, Angers, France : Estimation d'expectiles extrêmes : régression, réduction de biais et inférence.

• June 2022 : Journées Statistiques du Sud, Avignon, France : Extreme expectiles estimation: regression, bias reduction and inference.

• May 2022 : WG Risk seminar, ESSEC Business School Paris, France : Some extreme regression models.

• December 2021 : Séminaire de Probabilités et Statistique, Nice, France : Quelques modèles de régression extrême.

• October 2021 : Joint Statistics Seminar, Leuven, Belgium : Some extreme regression models.

• October 2021 : Séminaire de Statistique, Avignon, France : Quelques modèles de régression extrême.

• July 2021 : Doctoral Workshop on Decision Mathematics and Statistics, Toulouse, France (videoconference) : Extreme expectile regression from dependent data.

• April 2021 : Séminaire de Statistiques, Paris 5, France (videoconference) : Quelques modèles de régression extrême.

• March 2021 : Séminaire Statistique, Marseille, France (videoconference) : Quelques modèles de régression extrême.

• February 2021 : Séminaire de Probabilités et Statistiques, Montpellier, France (videoconference) : Quelques modèles de régression extrême.

• December 2020 : Séminaire généraliste de l'équipe Probabilités et Statistiques, Nancy, France (videoconference) : Quelques modèles de régression extrême.

• October 2020 : Séminaire Statistique de l'IRMA, Strasbourg, France : Quelques modèles de régression extrême.

• May 2019 : Seminar of Chaire "Stress Testing", Ecole Polytechnique, France : Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors.

• March 2019 : Statistics and Probability seminar, University of Nottingham, United Kingdom : Estimation of risk measures for conditioned elliptical distributions.

• November 2018 : Journées scientifiques de la chaire OQUAIDO, Cadarache, France : Prédiction de quantiles pour des mélanges gaussiens.

• November 2018 : Séminaire LJK Probabilités et Statistique, Grenoble, France : Estimation de mesures de risque pour des distributions elliptiques conditionnées.

• June 2018 : Séminaire des Doctorants et Doctorantes, Lyon, France : Estimation de mesures de risque extrêmes pour des distributions elliptiques conditionnées.

• November 2017 : Lyon - Jena workshop on Statistics, Stochastic Analysis and Applications in Insurance and Finance, Jena, Germany : Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors.

Workgroups

• April 2017 : Septièmes rencontres des jeunes statisticiens, Porquerolles, France : Prédiction spatiale sur des champs aléatoires elliptiques.

Posters in conferences

• March 2017 : MASCOT-NUM conference 2017, Paris, France : Expectile prediction through asymmetric kriging.

• August 2016 : Journées Modélisation Aléatoire et Statistique, Grenoble, France : Spatial Quantiles Predictions for Elliptical Random Fields.

Organised sessions in conferences

• August 2023 : 6th International Conference on Econometrics and Statistics, Tokyo, Japan (online session) : Extreme risk measures estimation in various attraction domains.

• December 2022 : 15th International Conference of the ERCIM WG on Computational and Methodological Statistics, London, England (hybrid session) : Extreme value statistics.

• June 2022 : 5th International Conference on Econometrics and Statistics, Kyoto, Japan (online session) : Regression and bias reduction in extreme value theory.

• December 2021 : 14th International Conference of the ERCIM WG on Computational and Methodological Statistics, London, England (online session) : Recent advances in extreme risk measures estimation.