Risk Measure and Optimization in Finance and Insurance
Time: June 15 - June 19, 2015
Venue: Room 77201, Jingchunyuan 78, BICMR
The Summer School on Risk Measures and Optimization in Finance and Insurance wants to bring together researchers interested in risk measures and optimization. The first aim of the Summer School is to confront viewpoints about risk measures and their properties in Insurance and in Finance. The second aim is to encourage active cooperation and collaboration among European and Chinese institutions. The first two days will be devoted to advanced mini-courses. The three following days will be used for invited and contributed talks. The Summer School will address the following topics: coherence and elicitable risk measures, dynamic risk measures, time-consistency and stochastic optimal control, etc. The conference is open to researchers as well as PhD and post-doctoral students.
Speakers:
Eyraud-Loisel Anne (Université Lyon 1)
Cousin Areski (Université Lyon 1)
Rullière Didier (Université Lyon 1)
Pham Huyên (Université Paris 7)
Dhaene Jan (Catholic University of Leuven)
Zakoian Jean-Michel (Centre de Recherche en Économie et Statistique)
Chunhua Ma (Nankai University)
Rutkowski Marek (University of Sydney)
Jeanblanc Monique (Université d'Évry)
Kazi Tani Nabil (Université Lyon 1)
El Karoui Nicole (Université Paris 6)
Cai Ning (Hong Kong University of Science and Technology)
Xianhua Peng (Hong Kong University of Science and Technology)
Scotti Simone (Université Paris 7)
Crepey Stéphane (Université d'Évry)
Loisel Stéphane (Université Lyon 1)
Xiaolu Tan (Université Paris Dauphine)
Schmock Uwe (Vienna University of Technology)
Kang Wanmo (Korea Advanced Institute of Science and Technology)
Lan Wu (Peking University)
Jingping Yang (Peking University)
Chao Zhou (National University of Singapore)