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Events for May 13, 2025

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10:00 am

François HU (Milliman) “Obtaining Fair Insurance Premiums with Multiple Sensitive Attributes”

May 13 @ 10:00 am - May 20 @ 11:00 pm

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, […]

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11:00 am

Robert Miller (Carnegie Mellon University)

May 13 @ 11:00 am - 12:15 pm

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)

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12:15 pm

Stefano CARIA (University of Warwick) – “t.b.a.”

May 13 @ 12:15 pm - 1:30 pm

Applied Micro Seminar : Every Tuesday Time: 12:15 pm - 13:30 pm Date: 13th of May Room : 3001   Stefano CARIA (University of Warwick) - "t.b.a"   Abstract :     Organizers: Benoît SCHMUTZ (Pôle économie du CREST) Clément MALGOUYRES (Pôle économie du CREST) Sponsors: CREST

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1:00 pm

Jan Obloj (University of Oxford): “X-OT: On Variants Of Optimal Transport Problem and Understanding Model Robustness”

May 13 @ 1:00 pm - 4:15 pm

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

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4:00 pm

Antonio OCELLO (Ecole Polytechnique) “Convergence Analysis of Diffusion Models: Towards Reliable Sampling”

May 13 @ 4:00 pm - May 20 @ 5:00 pm

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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