Mathematics of Risk and Applications
This thematic semester “Mathematics of Risk and applications” on risk assessment, mainly sponsored by the ANR Ameriska and the labex MME-DII (Modèles Mathématiques et Économiques de la Dynamique, de l’Incertitude et des Interactions), aims at encouraging interactions between people from different backgrounds (mathematics, toxicology, climatology and economy) and different countries around the quantification of risks. The main applications will be oriented towards finance and insurance but also on food and environmental risks assessments. We will in particular study the interaction or dependence between risks and extremes in a multivariate context.
The network Ameriska aims at gathering researchers, practicians and students around the field of risk analysis in all its different aspects. The main goal of this semester is thus to bring together researchers, master and Ph.D. students as well as actors from the industries, bank and insurances to work and study together. Conferences, courses and seminars will be devoted to the investigation of new multivariate and/or temporally dependent models for extremal events and of related new statistical procedures. We will try to gather applied mathematicians as well as toxicologists, climatologists and economists, to develop an international network for discussions and collaborations.
We will organize two different types of courses during the semester : introductory courses which are specifically intended for Master and PhD students or newcomers in this field, and advanced research courses on important current subjects linked to extreme values and risk assessment. Several international researchers have already accepted to participate. Some of the courses will take place in Université Paris-Ouest and others in Université Pierre et Marie Curie. A one hour seminar will be held every week. Several European researchers (who have already accepted the invitation) as well as practicians will present recent advances in the field as well as applications of these methods.
For more information and to sign up for the different events, click here: