Event details

26 March 2013
09:00 - 17:00

Extremes and Model Uncertainty – A Multidisciplinary Workshop

Date: 26 March 2013
Venue: Imperial College London
Organiser: Dr Enrico Biffis

Programme

Extremes and Model Uncertainty – A Multidisciplinary Workshop

Speakers/discussants

  • Michael Ghil (ENS, Paris)
  • Damiano Brigo (Imperial College London)
  • David Simmons (Willis Re)
  • Rama Cont (Imperial College London)
  • Richard Green (Imperial College Business School)
  • Peter Taylor (OASIS and Oxford)
  • Paolo Zaffaroni (Imperial College Business School)
  • Pauline Barrieu (London School of Economics)
  • Markus Gesmann (Lloyds of London)
  • Andrew Robertson (Columbia University)
  • Dan Crisan (Imperial College London)
  • Valérie Stephan (Goldman Sachs)

Presentations

Copies of the presentations from the workshop can be found below:

Session 1 Chair: Dickie Whitaker (Financial Services KTN and OASIS)

  • Speaker: Michael Ghil (ENS, Paris), Business Cycles and Natural Hazards
  • Discussants: Damiano Brigo (Imperial College London) and David Simmons (Willis Re)
  • Speaker: Rama Cont (Imperial College London), Model Uncertainty and Risk Measurement in Finance
  • Discussants: Richard Green (Imperial College Business School) and Peter Taylor (OASIS and Oxford)

Session 2 Chair: James Slaughter (Liberty Mutual)

  • Speaker: Paolo Zaffaroni (Imperial College Business School), Model Averaging in Asset Management
  • Discussants: Pauline Barrieu (London School of Economics) and Markus Gesmann (Lloyds of London)
  • Speaker: Andrew Robertson (Columbia University), Uncertainty in Climate Forecasts and Near-term Climate Change Projections
  • Discussants: Dan Crisan (Imperial College London) and Valérie Stephan (Goldman Sachs)

Event details

26 March 2013
09:00 - 17:00

Event details

Date: 26 March 2013
Time: 09:00 - 17:00