The 5th RE2A Conference on “Extreme Risks and Reinsurance” will take place on Tuesday 10 October 2023 from 9am to 12pm in the IRA conference room at Le Mans University.

The event is organised within the framework of the RE2A IdR “Emerging or Atypical Risks in Insurance”. The IdR deals mainly with the problems of modelling and pricing emerging (or atypical) risks in different sectors of insurance. The development of new actuarial methodologies and digital tools are at the heart of the project. This project consolidates a long-standing partnership between MMA and LMU and extends it to research and innovation carried out by the Institut du Risque et de l’Assurance du Mans.

This conference will be organised in hybrid mode, as the number of face-to-face places is limited, registration is compulsory but free of charge.

Programme:

9.00am-9.30am: Welcome and coffee at the IRA

9.30am-9.35am: Introduction to the conference

9:35-10:05: Gilles Stupfler, University of Angers
Expectile and extreme risk measurement

10h05-10h35: Antoine Heranval, ENSAE-CREST
Generalized Pareto regression trees for pricing extreme events

10h35-10h50: Coffee break

11h-11h30: Julie Barbe, Covéa Reinsurance Cessions Department
The role of reinsurance in risk management

11.30am-12pm: Sandrine Boulet, Covéa Risks Department
Extreme risks in risk management at Covéa

Registration

Organizer

  • Le Mans Université,
  • LMM,
  • MMA,
  • Groupe Covéa,
  • IdR RE2A,
  • ILB

Location

IRA – Salle de Conférence, Le Mans Université Avenue Olivier Messiaen, Le Mans, 72085 France