Gouvernance des modèles actuariels et performativité

13-14 février 2018

Lieux : EHESS et FMSH. Détails ci-dessous.

Performativity and the Governance of Actuarial Models

Programme des journées

Résumé et problématique : voir ICI (cliquer sur le lien)

Programme détaillé

Mardi 13 février

9.00 – 10.00                       Coffee and registration

Amphitheatre François Furet, EHESS 105 bd Raspail

 

10.00 – 10.15                     Welcome and opening remarks

Christian Walter, Fondation Maison des Sciences de l’Homme

 

10.15 – 11.00                     Keynote:

Hubert Rodarie, Deputy CEO of SMA Insurance Group, title TBC

 

11.00 – 11.15                     Coffee break

 

11.15 – 12.00                     Keynote:

John Hibbert, founder of Barrie & Hibbert, Edinburgh, title TBC

 

12.00 –  13.30                     Lunch

 

13.30 – 15.30                     Actuarial Modelling (Room 13, EHESS 105 bd Raspail)

Fytros Charalampos, Lancaster University, The Financialization of Risk Liabilities: Folding the Actuarial

Arjen van der Heide, University of Edinburgh, Hybridity, ‘Rough Edges’ and Politics: British Actuaries and the Ontologies of Modelling

Anne van der Graaf, Sciences Po, Creating a Body of Health: Calculating Insurance risks and wealth

Wilhelm Benjamin, Justus Liebig Universität Gießen / Universität Erfurt, United in diversity? Insurance and the production of systemic risk

 

15.30 – 15.45                     Tea break

 

15.45 – 17.15                     Governance of Actuarial Models (Room 13, EHESS 105 bd Raspail)

Kamal Armel, ARMEL Consulting, & Frederic Planchet, ISFA, How to Define the Quality of an Economic Scenario Generator for Calculating the Economic Value of a French Savings Contract in €?

Sabrina Abib, From risk modelling to risk of regulation: how can we think the emergence of a total and contextual ethics on financial markets

Israel Klein, Hebrew University of Jerusalem, The Gap in the Perception of GAAP

Mercredi 14 février

 

10.00 – 10.15                     Coffee

Room BS1-28 & BS1-05, 54 bd Raspail

 

10.15 – 11.00                     Keynote

Donald MacKenzie, University of Edinburgh, title TBC

 

11.00 – 11.15                     Coffee break

 

11.15 – 12.45                     Actuarial Expertise

Natascha van der Zwan, University of Leiden, The Actuary and the Welfare State

Yasmine Chahed, London School of Economics & Zsuzsanna Vargha, University of Leicester, At the press of a button’: changing relationships and professional expertise in the UK pension market

Yally Avrahampour, London School of Economics and Political Science, The Actuary in the Division of Expert Labour

David Teira, UNED & Antonio Heras, Computense University of Madrid, Actuarial Fairness Counter-Performed

12.45 –  14.00                     Lunch

 

14.00 – 14.45                     Keynote

Christian Walter, FMSH, From real world probability measure to risk neutral models: the `second quantisation’ of finance and its ethical, legal and social implications

 

14.45 – 15.00                     Tea break

 

15.00 – 17.00                     Reinsurance, Climate Change and Catastrophe Modelling

Zac Taylor and Jessica Weinkle, Negotiating the Residual: Shifting Enactments of « Actuarial Fairness » in Florida’s Public Hurricane Insurer

Julius Kob, University of Edinburgh, title TBC

Alexandros-Andreas Kyrtsis, National and Kapodistrian University of Athens, Innovation and Model Governance in Financial Reinsurance

Nicholas Taylor, Goldsmiths, University of London, Actuarial responses to climate-related risks in the United Kingdom

 

17.00 – 17.15                     Concluding remarks


Christian Walter

Actuaire agrégé, chercheur en philosophie et sciences sociales, spécialiste de la finance / Fully qualified actuary, my research activities relate to financial modelling, history of financial thought, epistemology of finance and ethics of finance.

Laisser un commentaire

Votre adresse de messagerie ne sera pas publiée. Les champs obligatoires sont indiqués avec *