Extremes and Model Uncertainty

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)

Session 2 Chair: James Slaughter (Liberty Mutual)