Gouvernance des modèles actuariels et performativité / Performativity and the Governance of Actuarial Models

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.

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