Overview

This event will focus on addressing the opportunities and current challenges of using Generative models to simulate Extreme events.


The aim is to federate the Statistical Learning / Generative modelling community with the Extreme values statisticians and Climate / Financial Risk assessment researchers, to start a conversation about recent advances in each field and their interaction or lack thereof.

The presentations will be given by leading experts of both domains that have already a contribution in the intersection between both disciplines.

Registration is free but mandatory. Registration is now closed. We have reached full capacity and can no longer accept additional participants.

Program

Morning – Theoretical / Fundamental Session

9:00 – 9:30
Welcome coffee and opening session
12:30 – 13:30
Lunch break

Afternoon – Applied Session & Actuarial Perspectives

15:30 – 16:00
Coffee break
17:20 – 18:00
Application of Extreme Value theory to a parametric insurance product
18:00 – 18:10
Closing

Venue

The venue of the workshop is located at Sorbonne Université, Campus Pierre et Marie Curie, 4 place de Jussieu, 75005 Paris. The sessions will take place in Barre 44–45, salle 102/108 (1st floor), accessible via Tour 44, in the salles du CICSU.

Getting there

Metro: Jussieu (Lines 7 & 10)
Nearby Metro: Place Monge (Line 7), Cardinal Lemoine (Line 10)
RER: Gare d’Austerlitz (RER C) then ~15–20 min walk (or metro connection)
Buses: 63, 67, 86, 87, 89

Contact

For any questions, contact us