Communications
Members of the research team have participated to several meetings and conference to present the results of their projects.
17th French Actuaries Congress. Évaluer le cyber-risque : un enjeu majeur pour la création de valeur, 15th June 2018, Paris.
12th Financial Risks International Forum. Cyber-insurance: an actuarial approach. 18-19 March 2019, Paris.
Workshop Cyber Insurance and its Contribution to Cyber Risk Mitigation, participation to the working groups, 25-29 March 2019, Lorentz Center, Leiden, The Netherlands.
Mathematicals Methods in Reliability. Analysis of cyber incidents with Generalized Pareto Regression Trees. June 2019, Hong Kong.
51èmes Journées de Statistique (SFdS). Cyber-claim analysis through Generalized Pareto Regression Trees with applications to insurance pricing and reserving, 3-7 June 2019, Nancy.
Meetup Insurtech-Assurtech "Cyber-risques", June 24th 2019, Paris.
Cyber-préjudice 2019 : l'impact réel des attaques informatiques contre les entreprises (co-organisation), June 25th 2019, Paris.
11th Conference in Extreme Value Theory, 1-5 July 2019, Zagreb.
Conference Insurance: Mathematics and Economics, Cyber-claim analysis through Generalized Pareto Regression Trees with applications to insurance pricing and reserving, July 2019, Munich.
International Congress on Industrial and Applied Mathematics (ICIAM), Cyber-claim analysis: estimating frequency and severity. Applications to insurance pricing and reserving. 17th July 2019, Valence.
Insurance Data Science conference, Predicting Cyber-Attacks using the 'Hawkes' R package, July 2019, Zürich.
ASTIN Symposium, Predicting Cyber-Attacks using Hawkes processes, Warsaw, 25 October 2019.
Les défis cyber, Third edition, Table ronde "Cyber-insurance", 14th November 2019.
Table ronde Cyber-Assurance, GT Cyber-Risque Institut des Actuaires, 14th November 2019.
Chaire Data Analytics and Models for Insurance, Analyse de sinistres en assurance cyber-criminalité à l'aide d'arbres de régression basés sur les distributions Pareto généralisées, 19th November 2019.
100% Data Science, 29th November 2019.
Webinar "Modélisation du risque cyber", Institut du Risk Management, 19th December 2019 and 21th January 2020.
CFE-ERCIM, London, December 2019
Seminar P&C Allianz, 25 february 2020.
Round table : "Cyber-attaque - anticipation, gestion de crise et leçons" organized by Lettre des Juristes d'Affaires.
International Congress AAI, May 2020, Paris. www.actuarialcolloquium2020.com Four papers based on the results of the IdR have been accepted and presented.
Webinar d'AXA XL "Un virus peut en cacher un autre : la cyber criminalité boostée ar le Covid-19", 12 June 2020
GT Covid-19, Laboratoire Jacques-Louis Lions, ”D’un virus à l’autre : la modélisation de l’impact d’un cyber-ouragan pour la cyber-assurance”, 22 June 2020.
Webinar of Institut des Actuaires organized by the working groups "Big data" and "Cyber Risk" "Pandémie cyber : modélisation de l'accumulation de sinistres sur un portefeuille d'assurance" 7 July 2020
Groupe de Travail du LPSM : Finance mathématique, probabilités numériques et statistique des processus, 15th October 2020.
Round table : ”Cyber-attaque : anticipation, gestion de crise et leçons” organized by Lettre des Juristes d’Affaires, 2020.
Assises de la Recherche Stratégique 2020: ”La nécessaire modélisation des risques”
Colloque SCOR 2020 : ”Construire des scénarios : retours d’expérience sur le risque Pandémie et sur le risque Cyber.”
Conference ”Processus de Hawkes en Assurance et Finance” Le Mans Université, December 15, 2020
Webinar, AXA Groupe, 21 January 2021.
Webinar Maths-Innovation of SUMMIT (Sorbonne Université), January 2021.
14th Financial Risks International Forum, March 2021.
Webinar ”Zoom sur le risque cyber” of Institut des actuaires, 9 March 2021
Seminar CIGREF on Cyber insurance, March 2021.
Probability Seminar of LaMME, Evry University, March 2021
ASTIN 2021 Online Colloquium, May 2021. (4 talks)
Round Table on cyber risk at ”Cap Actuariat” June 2021.
European Actuarial Days, June 2021
24th International Congress on Insurance: Mathematics and Economics, July 2021. (3 talks)
European Securities and Market Authority Seminar, ”Propagation of cyber incidents in an insurance portfolio”, July 2021.
Actuarial Science Seminar, Banque Nationale de Belgique, ”Accumulation scenarios for cyber-insurance”, Septembre 2021.
OWARS One World Actuarial Research Seminar, September 15, 2021.
Probability Seminar of Institut Mathématiques de Toulouse, September 2021,
CIMPA School, 2021
20th French Actuaries Congress, 9 November 2021
Closing conference of Panorisk, November 2021
Colloque "Risques et Incertitude" de l'IUF, November 2021
FAiR Webinar on Cyber Risk, Cyber Insurance and Financial Stability, December 2021
ACPR Chair Conference on Post-Covid Finance: "New Risks, New Opportunities", December 2021
Berkeley Seminar, February 2022
Webinar Chaire PARI, February 2022
Waterloo, Actuarial Science and Financial Mathematics Seminar, March 2022.
Meeting "Trustworthy Data Science and Security", TU Dortmund and Sorbonne U., 2022.
Conference "Stochastic Control and Analysis and Applications", Hammamet, March 2022
Round Table on cyber risk at "Journées IARD" March 2022
Conference "New trends on Hawkes Processes", Toulouse, June 2022
European Congress of Actuaries, Madrid, June 2022
Conference "Insurance Data science", Milan, June 2022
Conference "Le printemps de l'Assurance", Université Paris Dauphine, June 2022
Round Table organized by "Le Centre des professions financières", June 2022.
Seminar of ACPR Research Initiative "Regulation and Systemic Risks", September 2022
Conference "Machine Learning in Insurance Sector Targeted to Risk Analysis and Losses", CIRM, September 2022.
Roundtable at Mind Fintech Club "Cyber-Assurance : le marché va t'il dans le mur?" November 2022