Planning (tentative)

Week Tue. 26 Wed. 27 Thu. 28 Fri. 29 List

	Tue. 26	Wed. 27	Thu. 28	Fri. 29
09:00 10:00 11:00 12:00 13:00 14:00 15:00 16:00 17:00 18:00 19:00 20:00 21:00 22:00 23:00	Thematic Session: finance - H. Lam, P. Nyquist, C. Rey 9:30 - 10:30 (1h) Thematic Session: finance - H. Lam, P. Nyquist, C. Rey Amphitheater Bilski-Pasquier Thematic Session: finance - H. Lam, P. Nyquist, C. Rey 11:00 - 12:00 (1h) Thematic Session: finance - H. Lam, P. Nyquist, C. Rey Amphitheater Bilski-Pasquier › Meta-model for a large credit portofolio - Clément Rey, Centre de Mathématiques Appliquées - Ecole Polytechnique 11:00-11:30 (30min) › On the Impacts of Tail Model Uncertainty in Rare-Event Estimation - Henry Lam, Columbia University 11:30-12:00 (30min) Poster session 13:00 - 13:55 (55min) Poster session Reception room Marie Curie Thematic session: sequential Monte Carlo, particle methods - Stéphane Girard, P. Lecuyer, M. Rousset, N. Whiteley 14:00 - 15:00 (1h) Thematic session: sequential Monte Carlo, particle methods - Stéphane Girard, P. Lecuyer, M. Rousset, N. Whiteley Amphitheater Bilski-Pasquier › The Viterbi process and parallelized estimation - Nick Whiteley, Institute for Statistical Science 14:00-15:00 (1h) Contributed talks 15:05 - 16:05 (1h) Contributed talks Amphitheater Bilski-Pasquier Thematic session: sequential Monte Carlo, particle methods - Stéphane Girard, P. Lecuyer, M. Rousset, N. Whiteley 16:30 - 18:00 (1h30) Thematic session: sequential Monte Carlo, particle methods - Stéphane Girard, P. Lecuyer, M. Rousset, N. Whiteley Amphitheater Bilski-Pasquier › Asymptotic normality of some splitting particle methods. - Mathias Rousset, Institut de Recherche en Informatique et Systèmes Aléatoires 16:30-17:00 (30min) Cocktail 18:00 - 20:00 (2h) Cocktail Reception room Marie Curie	Thematic session: insurance - H. Albrecher, E. Di Bernardino, R. Targino, S. Weber 9:00 - 10:00 (1h) Thematic session: insurance - H. Albrecher, E. Di Bernardino, R. Targino, S. Weber Amphitheater Bilski-Pasquier Thematic session: insurance - H. Albrecher, E. Di Bernardino, R. Targino, S. Weber 10:30 - 12:00 (1h30) Thematic session: insurance - H. Albrecher, E. Di Bernardino, R. Targino, S. Weber Amphitheater Bilski-Pasquier › Non-parametric Estimation of Multivariate Extreme Risk Measures - Elena Di Bernardino, Conservatoire national des arts et métiers (CNAM) 10:30-11:00 (30min) › The capital allocation problem in Insurance and Finance - Rodrigo Targino, Fundacao Getulio Vargas [Rio de Janeiro] 11:00-11:30 (30min) Poster session 13:00 - 13:55 (55min) Poster session Reception room Marie Curie Thematic session: large deviations - M. Cameron, J. Collamore, K. Ramanan, H. Touchette 14:00 - 15:00 (1h) Thematic session: large deviations - M. Cameron, J. Collamore, K. Ramanan, H. Touchette Amphitheater Bilski-Pasquier › Large deviation estimators and their efficiency - Hugo Touchette, Stellenbosch University 14:00-15:00 (1h) Contributed talks 15:05 - 16:05 (1h) Contributed talks Amphitheater Bilski-Pasquier › Importance Sampling for McKean-Vlasov SDEs - Goncalo dos Reis, Edinburgh Univ. 15:05-15:25 (20min) › Network simulator using the RESTART method - Jose Villén-Altamirano, Universidad Politécnica de Madrid 15:25-15:45 (20min) › Exponential and Convolution Estimators of Risk Measures for Hitting Times to Rarely Visited Sets of Regenerative Systems - Marvin Nakayama, New Jersey Institute of Technology 15:45-16:05 (20min) Thematic session: large deviations - M. Cameron, J. Collamore, K. Ramanan, H. Touchette 16:30 - 18:00 (1h30) Thematic session: large deviations - M. Cameron, J. Collamore, K. Ramanan, H. Touchette Amphitheater Bilski-Pasquier	Thematic session: climate, environment - F. Bouchet, V. Chavez, P. Naveau 9:00 - 10:00 (1h) Thematic session: climate, environment - F. Bouchet, V. Chavez, P. Naveau Amphitheater Bilski-Pasquier Thematic session: climate, environment - F. Bouchet, V. Chavez, P. Naveau 10:30 - 11:30 (1h) Thematic session: climate, environment - F. Bouchet, V. Chavez, P. Naveau Amphitheater Bilski-Pasquier Thematic session: industrial applications - E. Dumonteil, Sylvain Girard, D. Moncoulon, S. Parey 13:30 - 16:00 (2h30) Thematic session: industrial applications - E. Dumonteil, Sylvain Girard, D. Moncoulon, S. Parey Amphitheater Bilski-Pasquier Round table: climate risk 16:30 - 18:30 (2h) Round table: climate risk Amphitheater Bilski-Pasquier Banquet (for speakers only) 19:30 - 23:00 (3h30) Banquet (for speakers only)	Thematic session: statistical physics - D. Aristoff, A. Duncan, S. Grosskinsky, R. Harris 9:00 - 10:00 (1h) Thematic session: statistical physics - D. Aristoff, A. Duncan, S. Grosskinsky, R. Harris Amphitheater Bilski-Pasquier Thematic session: statistical physics - D. Aristoff, A. Duncan, S. Grosskinsky, R. Harris 10:30 - 12:00 (1h30) Thematic session: statistical physics - D. Aristoff, A. Duncan, S. Grosskinsky, R. Harris Amphitheater Bilski-Pasquier Poster session 13:00 - 13:55 (55min) Poster session Reception room Marie Curie Thematic session: reliability, uncertainty - J. Garnier, I. Papaionnou, C. Prieur, B. Sudret 14:00 - 15:00 (1h) Thematic session: reliability, uncertainty - J. Garnier, I. Papaionnou, C. Prieur, B. Sudret Amphitheater Bilski-Pasquier Contributed talks 15:05 - 16:05 (1h) Contributed talks Amphitheater Bilski-Pasquier Thematic session: reliability, uncertainty - J. Garnier, I. Papaionnou, C. Prieur, B. Sudret 16:30 - 18:00 (1h30) Thematic session: reliability, uncertainty - J. Garnier, I. Papaionnou, C. Prieur, B. Sudret Amphitheater Bilski-Pasquier

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