› Autocalibration for Insurance Pricing with Machine Learning - Arthur Charpentier, UQAM - Université du Québec à Montréal = University of Québec in Montréal
15:15-15:45 (30min)
› Machine learning methods to perform pricing optimisation: a comparison with standard GLM - Christophe Dutang, CEntre de REcherches en MAthématiques de la DEcision
15:45-16:15 (30min)
› Un estimateur explicite pour le GLM à variables explicatives catégorielles - Tom Rohmer, INRAE Toulouse
16:15-16:45 (30min)
15:15 - 16:45 (1h30)
sess_67084
C2/IRA
Chair: Diana Pop
› Trends in Intergenerational Social Mobility in the United States (1957-2015) - Jhon Jair-Gonzalez, Groupe dÁnalyse des Itinéraires et des Niveaux Salariaux
15:15-15:45 (30min)
› Environmental Score and Firm Valuation - Tristan Jourde, Laboratoire d'Économie de Dauphine, Centre de recherche de la Banque de France - Arthur Stalla-Bourdillon, Centre de recherche de la Banque de France, Dauphine Recherches en Management
15:45-16:15 (30min)
› The perils of endogenous persistence - Jordan Roulleau-Pasdeloup
17:00-17:30 (30min)
› Build Back Better: The Role of Green Monetary and Fiscal Policies - Xiaofei Ma, ESSCA
17:30-18:00 (30min)
› The Transmission Channels of Government Spending Uncertainty - Aurélien Eyquem
18:00-18:30 (30min)
17:00 - 18:30 (1h30)
sess_66620
C2/IRA
Chair: Alexandre Brouste
› Performance evaluation of portfolio optimization strategies for the life insurance company -
17:00-17:30 (30min)
› Stock Return Predictability: comparing Macro- and Micro-Approaches - Arthur Stalla-Bourdillon, Centre de recherche de la Banque de France, Dauphine Recherches en Management
17:30-18:00 (30min)
› One-step estimation procedure for linear Gaussian State-Space models -
18:00-18:30 (30min)
› Uncertainty diffusion across commodity markets - Jacques Minlend, CREM, Rennes 1
10:15-10:45 (30min)
› The Rise of For-Profit Higher Education: A General Equilibrium Analysis - Ioana Schiopu, ESADE Business School
10:45-11:15 (30min)
› Les discriminations dans l'accès à la banque et à l'assurance : les enseignements de trois testings - Pascale PETIT, Université Paris-Est, Loic du PARQUET, Gains, LMU
11:15-11:45 (30min)
10:15 - 11:45 (1h30)
sess_66611
C1/IRA
Chair: Xavier Fairise
› Optimal Monetary Policy According to HANK - Edouard Challe, European University Institute
10:15-10:45 (30min)
› Fundamental Pricing of Utility Tokens - Julien Prat, ENSAE IP, Paris
10:45-11:15 (30min)
› Public Debt as Private Liquidity: Optimal Policy - Fabrice Collard, Toulouse School of Economics
11:15-11:45 (30min)
› Waiting for the Prince Charming: Fixed-term Contracts as Stopgaps - Normann Rion, Groupe dÁnalyse des Itinéraires et des Niveaux Salariaux
15:15-15:45 (30min)
› Central Bank Transparency and Interest Rate Volatility - Christoph Weber, ESSCA
15:45-16:15 (30min)
› Risk indicators based on semi-Markov models: an application to wind energy production - Irène Votsi, Alexandre Brouste
16:15-16:45 (30min)
15:15 - 16:45 (1h30)
sess_66303
C1/IRA
Chair: Serge Blondel
› Quels sont les facteurs associés à l'adoption de comportements de prévention face à la COVID19 ? Le cas de la vaccination, du traçage numérique et du soutien au confinement - Marlène GUILLON, MRE - Montpellier Recherche en Economie
15:15-15:45 (30min)
› Expectations and other drivers of happiness during the COVID pandemic - Nikos Georgantzis, Burgundy School of Business (BSB)
15:45-16:15 (30min)
› Préférences et décisions face à la COVID-19 : confiance dans les autorités, télétravail et vaccination - Serge Blondel, Groupe de Recherche ANgevin en Economie et Management
16:15-16:45 (30min)
› On ruin probabilities with risky investment in a stock with stochastic volatility - Anastasia Ellanskaya, Lomonosov Moscow State University
10:15-10:45 (30min)
› The time to ruin in a perturbed Cramer-Lundberg model - Anita Behme, Technische Universität Dresden = Dresden University of Technology
10:45-11:15 (30min)
› Modèles de ruine avec des investissements -
11:15-11:45 (30min)
10:15 - 11:45 (1h30)
sess_66302
C2/IRA
Chair: Amélie Charles
› The Commodity Risk Premium and Neural Networks - Joëlle Miffre, Audencia Business School
10:15-10:45 (30min)
› Weather shocks and sovereign risks: assessment of heterogeneous exposure - Julien Thavard, Bureau d\'Économie Théorique et Appliquée
10:45-11:15 (30min)
› The Financialization of Food : an Heterogeneous Agent Model with Index Investors - Camille Ait-Youcef, LEMNA
11:15-11:45 (30min)
Chargement... 
Amhi IRA
