MULTIYEAR PROGRAM
CONFERENCE

Advances in Mathematics of Randomness for Handling Risks in Finance and Insurance

Développements récents dans les mathématiques de l’aléatoire pour la gestion des risques en finance et assurance

15 – 19 September 2025

INTRANET FOR ORGANIZERS

Scientific Committee 
Comité scientifique 

Marc Abeille (CRITEO)
Guillaume Carlier (Université Paris Dauphine)
Mathieu Rosenbaum (Ecole Polytechnique)
Nizar Touzi (École Polytechnique)
Thaleia Zariphopoulou (University of Texas at Austin)

Organizing Committee
Comité d’organisation

Bruno Bouchard-Denize (Université Paris Dauphine-PSL)
Jan Obłój (University of Oxford)
Jean-Luc Pfisterer (ETH Zürich)
Martin Schweizer (ETH Zürich)

IMPORTANT WARNING:  Scam / Phishing / SMiShing ! Note that ill-intentioned people may be trying to contact some of participants by email or phone to get money and personal details, by pretending to be part of the staff of our conference center (CIRM).  CIRM and the organizers will NEVER contact you by phone on this issue and will NEVER ask you to pay for accommodation/ board / possible registration fee in advance. Any due payment will be taken onsite at CIRM during your stay.

This workshop is the first of a series of three dedicated to advances in stochastic analysis in the context of applications to economics and mathematical finance. It will focus on the notions of information and uncertainty with two core areas: reinforcement learning and robustness. This workshop will  bring together experts from mathematical finance and specialists of these fields.

Cet atelier est le premier d’une nouvelle série de trois consacrés aux progrès de l’analyse stochastique dans le contexte des applications à l’économie et à la finance mathématique. Il se concentrera sur les notions d’information et d’incertitude avec deux domaines principaux : l’apprentissage par renforcement et la robustesse. Cet atelier réunira des experts de la finance mathématique et des spécialistes de ces domaines.

SPEAKERS

Beatrice Acciaio (ETH Zurich)
Mathias Beiglböck (TUWien)
José Blanchet (Stanford University)
Daniel Lacker (Columbia University)
Vianney Perchet (ENSAE-CREST)
Lukasz Szpruch (University of Edinburgh)
Renyuan Xu (University of Southern California)
Xunyu Zhou (Columbia University)

SPONSORS