Measuring Uncertainty and Risk Models: New Challenges and New Horizons

On 31 January, Natixis' Enterprise Risk Management department (ERM) and Lyon 1 University, in partnership with the Institut Europlace de Finance, are holding the Model Uncertainty in Risk Measures Day in Paris. The aim is to foster partnerships and dialogues between the community of quantitative analysts (QUANTS) at Natixis and research laboratories while promoting innovation within Natixis.

Visuel QuantsThis event is part of a global approach to the creation and animation of the Natixis Quants community and more broadly of Groupe BPCE. It brings together seven guests, renowned researchers and scientists, to discuss and exchange ideas on the use of robust techniques for pricing and risk management. 

  • Michael Kupper, Professor, University of Konstanz
  • Ludger Rüschendorf, Professor, University of Freiburg
  • Beatrice Acciaio, Professor, London School of Economics
  • Rodolphe Le Riche, CNRS senior researcher
  • Nizar Touzi, Professor, Ecole Polytechnique, Paris
  • Laurence Carassus, Professor, Da Vinci Research Center
  • Samuel Cohen, Professor, Oxford University 


Since Knight's seminal work, model uncertainty has been a standard topic of study in the academic community, particularly in the fields of probability, control theory, and economic analysis. In light of the recent financial crisis, it has become an important practical topic in the insurance and financial sectors, for both companies and regulators. It is also a particularly active area of research in mathematical finance and insurance. 

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