40th Seminar, Paris, 17-19 September 2012
25th Geneva Risk Economics lecture by Miles Kimball on "The Effect of Uncertainty on Optimal Control Models in the Neighborhood of a Steady State"
Program Committe: Ray Rees, Georges Dionne, Jean Pinquet, Rachel J. Huang
Local Organizer: Pierre Picard
Sunday, September 15th |
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18:00 | Welcome Cocktail at Le Carmen |
Monday, September 16th |
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08:00 - 08:45 | Registration and Welcome Coffee | |
08:45 - 09:00 | Welcome Speech | |
09:00 - 10:30 |
Geneva Risk Economics Lecture M. Kimball "The Effect of Uncertainty on Optimal Control Models in the Neighborhood of a Steady State" Discussant: N.V. Long |
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10:30 - 11:00 | Coffee Break | |
11:00 - 12:30 |
Session A1 (Chair: L. Eeckhoudt) H. Schlesinger, S. Ebert, L. Eeckhoudt "All Investors Are Risk-Averse Expected Utility Maximizers" (Discussant: H. Loubergé) |
Session A2 (Chair: G. Turner) J. Wang, A. Subramanian C. Grislain-Letrémy |
12:30 - |
Lunch |
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14:00 - 16:00 |
Session B1 (Chair: C. Heinzel) R. Peter, A. Hofmann A. Snow, R.J. Huang, L.Y. Tzeng R.Peter, M. Hoy, A. Richter |
Session B2 (N. Gatzert) E. Biffis, L.R. Sotomayor, D. Bauer N. Gatzert, M. Martin J. Etner, H. d' Albis |
16:00 - 16:30 | Coffee Break |
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16:30 - 18:00 |
Session C1 (Chair: M. Hoy) P. Picard, K. Wang M. Santolino, M. Ayuso, L. Bermúdez |
Session C2 (Chair: P. Zweifel) S. Kamiya, J.T. Schmit F. Glenzer, H. Gründl, C. Wilde |
19:30 | Conference Dinner at Le Capitaine Fracasse: Cruise on the Seine River |
Tuesday, September 17th |
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08:30 - 10:30 |
Session D1 (Chair: E. Biffis) F. Schreiber, A. Braun, H. Schmeiser J.K. Hammitt, D. Crainich, L. Eeckhoudt |
Session D2 (Chair: C. Courbage) F. Pannequin, A. Corcos, C. Montmarquette L. Liu, J. Meyer C. Courbage, B. Rey |
10:30 - 11:00 | Coffee Break |
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11:00 - 12:30 |
Session E1 (Chair: C. Bernard) S. Ebert, P. Strack R. Laeven, L. Eeckhoudt |
Session E2 (Chair: J. Garven) J. Garven, N. Doherty, S.H. Sinclair G. Turner |
12:30 - 14:00 | Lunch | |
14:00 - 15:30 |
Session F1 (Chair: N. Treich) N: Treich, X.Z. He B. Lopez-Cabrera, W.k. Härdle, H.W. Teng |
Session F2 (Chair: W. Koeniger) G.N.F. Weiss F. Loss, G. Piaser |
15:30 - 16:00 | Coffee Break |
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16:00 | General Assembly |
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19:00 | Gala Dinner at Musée du Vin |
Wednesday, September 19th |
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8:00 - 8:30 | Welcome Coffee | ||
8:30 - 10:00 |
Session G1 (Chair: F. Pannequin) X.Ping, G. Zanjani |
Session G2 (Chair: J.J Wang) S. Ben Ammar, M. Eling |
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10:00 - 10:30 | Coffee Break |
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10:30 - 12:00
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Session H1 (Chair: A. Richter) V. Aseervatham, P. Born, A. Richter C. Cheng, F. Uzelac |
Session H2 (Chair: A. Kartasheva) W. Koeniger, G. Bertola A. Bohnert, P. Born, N. Gatzert |
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12:00 |
Lunch |