Organizing Committee
Comité d’organisation
Katrien Antonio (KU Leuven & University of Amsterdam)
Xavier Milhaud (Aix-Marseille Université)
Samuel Stocksieker (Aix-Marseille Université)
Mathias Valla (Université Claude Bernard Lyon 1)
Following the success of the MILSTRAL conference in 2022 (Machine Learning in the Insurance Sector Targeted to Risk Analysis and Losses), we propose organizing “MLISTRAL 2” — an international conference in Actuarial Science dedicated to bridging the gap between mathematical theory (primarily statistical learning) and actuarial practice, with a particular focus on the impact of climate change.
The conference, titled “MLISTRAL 2: Climate Evolution and Insurability”, aims to bring together researchers, insurance practitioners, and climate risk experts to address a critical and timely issue: the consequences of climate change on the insurability of risks. This event is designed as an interdisciplinary forum fostering dialogue around statistical, economic, and actuarial approaches for modeling, quantifying, and managing emerging climate-related risks.
Through a combination of keynote lectures and shorter, focused presentations, the thematic sessions will highlight both theoretical and practical challenges that climate evolution poses to insurance modeling. Topics will include, but are not limited to: the impact of climate change on the frequency and severity of claims, modeling of extreme risks, sustainability challenges for insurance systems, and the growing limits of insurability. Special attention will also be given to the analysis and modeling of climatic events, forward-looking risk management strategies, and the issues surrounding access to and use of climate data.
The format will feature in-depth plenary sessions, allowing for comprehensive presentation of key research, alongside shorter and more diverse contributions aligned with the general theme of the conference.
Après le succès de la conférence MILSTRAL ((M)achine (L)earning in (I)nsurance (S)ector (T)argeted to (R)isk (A)nalysis and (L)osses) en 2022, nous proposons d’organiser “MLISTRAL 2”, une conférence internationale en Sciences Actuarielles ayant pour vocation de faire le lien entre la théorie mathématique (de l’apprentissage statistique principalement) et la pratique de l’actuariat, et plus précisément concernant l’impact du dérèglement climatique.
La conférence « MLISTRAL 2 : Évolution climatique et assurabilité » a pour objectif de rassembler chercheurs, praticiens de l’assurance et experts du risque climatique autour d’un enjeu majeur et actuel : les conséquences du dérèglement climatique sur l’assurabilité. L’événement vise à créer un espace d’échange interdisciplinaire autour des approches statistiques, économiques, actuarielles permettant de modéliser, quantifier et gérer les risques climatiques émergents. À travers des présentations plénières et des interventions plus courtes et ciblées, ces journées thématiques mettront en lumière les défis que posent l’évolution du climat aux modèles assurantiels, tant sur le plan théorique qu’opérationnel. Les thématiques abordées couvriront notamment : l’impact du changement climatique sur la fréquence et la gravité des sinistres, la modélisation des risques extrêmes, les enjeux de soutenabilité des systèmes d’assurance, ainsi que les limites croissantes de l’assurabilité. Un accent particulier sera également mis sur l’analyse et la modélisation des événements climatiques, les approches de gestion prospective des risques, et les enjeux liés aux données climatiques. Il sera également évoqué l’accès et l’exploitation des données liés au climat.
Le format de la journée comprendra des sessions plénières longues, permettant un approfondissement des travaux présentés, et des présentations courtes et variées, en lien avec la thématique générale.
KEYNOTE SPEAKERS
Hansjoerg Albrecher (University of Lausanne) Climate Change, Insurance of NatCat Risks and a Shareholder’s Perspective
José Garrido (Concordia University) Can we statistically link excess mortality to climate extremes? A survey of methods and applications
Claude Lefèvre (Université Libre Bruxelles) Insurance coverage for a SIR epidemic
Stéphane Loisel (CNAM) Recommendations and challenges regarding the construction of climate change impact scenarios in health and life insurance
Philippe Naveau (CNRS, LSCE) Analysis of records in a non-stationary context with applications to environmental data
Kevin Schwarzwald (Columbia Climate School) Climate uncertainty in the range of future climate risks
Gwladys Toulemonde (Université de Montpellier ) Multivariate and spatio-temporal modeling of extremes with a peaks-over-threshold approach. Application to extreme rainfall events
Jose Luis Vilar Zanon (University of Madrid) Climate Change Monetization for Hailstorm Risk in Spanish Agricultural Insurance
SPEAKERS
Renata Alcoforado (Federal University of Pernambuco) Bivariate Discrete-Time Risk Models: Application to Financial and Environmental Costs in Insurance
Karim Barigou (Université Catholique de Louvain) Granular mortality modeling with temperature and epidemic shocks: a three-state regime-switching approach
Thierry Dumont (Université Paris-Nanterre) Climate and skin cancer: measuring the impact of global warming
Pierre-O Goffard (UNISTRA) From price observation to model calibration: Approximate Bayesian computation for finance and insurance
Quentin Guibert (Université Paris-Dauphine) Impacts of Climate Change on Mortality: An extrapolation of temperature effects based on time series data in France
Abiodun Jean-Luc Gouthon (Aix-Marseille Université) Artificial intelligence and multipopulation longevity models
Antoine Heranval (INRAE BioSP) Analyzing the dynamics and patterns of extreme events using marked point processes
Caroline Hillairet (ENSAE Paris) Disaster Risk Financing through Taxation: A Framework for Regional Participation in Collective Risk-Sharing
Irene Merk (SCOR) & Antoine Moll (SCOR) Climate change and Mental Health : Challenges for Life & Health Insurance
Xavier Milhaud (Aix-Marseille Université) admix, modèles de contamination
Mulah Moriah (Université de Bretagne Occidentale) A Spatial data integration framework for improved flood cost and occurrence modeling in house insurance
Frédéric Pons (Cerema) From Data to Decision: The Role of AI and Modelling in Managing Natural Hazard
Xavier Renard (AXA) Understanding Weather and Climate Risks with AI Weather Models
Etienne Reynal (Galea & Associés) An ERM analysis of scenario-based climate stress tests in insurance
Pauline Rivoire (University of Lausanne) Compound weather events and climate change: a dangerous mix
Jens Robben (University of Amsterdam) A Penalized Distributed Lag Non-Linear Lee-Carter Framework for Regional Weekly Mortality Forecasting
Ismaël Tahri Hassani (LSAF) Portfolio optimization under climate transition risk related ambiguity
Mathias Valla (Chaire DIALog) The Gardener’s Guide to Growing (Time-penalized) Trees: The Art and Science to Grow With Confidence
SPONSOR
