Since the seminal work of Knight, model uncertainty is a standard subject of study in the academic community, in particular in probability, control theory, and economic analysis. In view of the recent financial crisis, it has become an important practical subject in the insurance and financial industries, for the companies and for the regulators. It is also a particularly active field of research in mathematical finance and insurance.

This workshop, organised on January 31th 2020 will bring together practitioners and academics to discuss and exchange ideas about the use of robust techniques for pricing and risk management.


Beatrice Acciaio, London School of Economics

Laurence Carassus, De Vinci Research Center

Samuel Cohen, University of Oxford

Michael Kupper, University of Konstanz

Rodolphe Le Riche, CNRS LIMOS at Mines St-Etienne

Ludger Rüschendorf, University of Freiburg

Nizar Touzi, Ecole Polytechnique

The Slides of the Workshop are available here.

Practical Information

The workshop takes place at Natixis, 59, avenue Pierre Mendès-France, 75013 Paris, building Austerlitz II, Auditorium. An access plan is available here

Participants are welcomed between 8:45am and 9:20am. The talks will start at 9:30am.
The program is available here.

A buffet will be offered to the participants.
Registration to the event is mandatory, please follow this link.

Organising team

The workshop is organised by Sophie Didelot (Natixis), Nabil Kazi-Tani (Lyon 1 University) , Maike Klein (Vienna University of Technology) and Pascal Oswald (Natixis). 
The organisers acknowledge the financial support from the Europlace Institute of Finance.

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