10:00 am
François HU (Milliman) “Obtaining Fair Insurance Premiums with Multiple Sensitive Attributes”
Finance-Insurance Time: 10.00 am Date:13th of May 2025 Room 3001 François HU (Milliman) "Obtaining Fair Insurance Premiums with Multiple Sensitive Attributes" Abstract : In the context of Algorithmic Fairness, the goal is to ensure that sensitive attributes have no influence on decision-making outcomes. This objective has driven the development of various fairness definitions and tools, […]
Find out more »11:00 am
Robert Miller (Carnegie Mellon University)
Organized by ENSAI’s Economics Department, enable guest researchers to present their work. They are open to the public and subject to registration. May 13, 2025, 11am-12.15pm: Robert Miller (Carnegie Mellon University)
Find out more »12:15 pm
Stefano CARIA (University of Warwick) – “Mitigating the Consequences of Job Loss: Experimental Evidence After a Tariff Shock”
Applied Micro Seminar : Every Tuesday Time: 12:15 pm - 13:30 pm Date: 13th of May Room : 3001 Stefano CARIA (University of Warwick) - "Mitigating the Consequences of Job Loss: Experimental Evidence After a Tariff Shock" joint work with Lukas Hensel, Girum Abebe and Francois Gerard. Abstract : "Job loss is an […]
Find out more »1:00 pm
Jan Obloj (University of Oxford): “X-OT: On Variants Of Optimal Transport Problem and Understanding Model Robustness”
Jan Obloj (University of Oxford): "X-OT: On Variants Of Optimal Transport Problem and Understanding Model Robustness" 06/05/2025 - 07/05/2025 - 13/05/2025 - 14/05/2025 Room 2043 Referent: Peter Tankov
Find out more »4:00 pm
Antonio OCELLO (Ecole Polytechnique) “Convergence Analysis of Diffusion Models: Towards Reliable Sampling”
Finance-Insurance Time: 4.00 p.m. Date:13th of May 2025 Room 3001 Antonio OCELLO (Ecole Polytechnique) "Convergence Analysis of Diffusion Models: Towards Reliable Sampling" Abstract : Generative models are increasingly explored in insurance for tasks such as risk simulation, scenario generation, and synthetic data augmentation. Their usefulness hinges on the ability to reproduce stylized features of actuarial […]
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