Conférences
- 03/2020: Workshop "Validation of Ensemble forecasting", Aussois CNRS center. Empirical weighted risk minimization: Transfer learning based on Importance Sampling.
- 12/2019: 12ème Conférence CM Statistics, Londres. Empirical weighted risk minimization: Transfer learning based on Importance Sampling.
- 07/2019: 21ème European Young Statisticians Meetings, Belgrade. Hidden Regular Variations for Point Processes and the single/multiple large point heuristic.
- 04/2019: 8ème RJS de la SFDS, Porquerolles. Empirical weighted risk minimization and transfer learning.
- 03/2019: Workshop "Causality", Uder, Germany. Semi-parametric transformation boundary regression models.
- 03/2019: Workshop "Validation of Ensemble forecasting", Aussois CNRS center. Concentration inequalities in biased sampling models.
- 12/2018: Workshop "Statistique, mot et entropie", Caon. Statistical study of the extremal behavior of regenerative Markov chains.
- 07/2018: 12ème "International Vilnius Conference on Probability theory", Vilnius. Semi-parametric transformation boundary regression models.
- 06/2018: 4ème Conférence ISNPS, Salerno. Extremal behavior for a class of stochastic processes with application to risk theory.
- 05/2018: 50ème JDS de la SFDS, Paris Saclay. Estimation and testing problems in nonparametric regression with bounded support.
- 03/2018: 6ème conférence "Structural Inference in Statistics", Spreewald. Semi-parametric transformation boundary regression models.
- 06/2017: 10ème Conférence EVA, Delft. Regularly varying Markov chains.
- 05/2017: 49ème JDS de la SFDS, Avignon. Regularly varying stochastic recurrence equation.
- 05/2017: Workshop "Entropie, Mots et Statistiques", Reims. Study of the extremal behavior of stochastic processes involved in risk theory.
- 04/2017: 7ème RJS de la SFDS, Porquerolles. Extremal properties and risk indicators for dietary risk assessment models with heavy-tailed intakes.
- 07/2016: Concluding International «Rare » Conference on Risk Analysis, Ruin theory and Extremes. La Baule, France. Regular variation of a random
length sequence of random variables with applications to finance and insurance.
- 06/2016: 3ème Conférence ISNPS. Palais des Glaces, Avignon. A generalization of Breiman's lemma with applications in insurance.
- 09/2015: Eurobanking, Evergreen Business Center, Issy les Moulineaux. Application of some statistical methods in the banking field.
- 08/2015: SMA organisée par l'INRA, Villa Clythia, Fréjus. Extreme value statistics for general Markov chains.
- 12/2014: Extreme events in Finance, organisée par l'ESSEC, Abbaye de Royaumont. Extreme values statistics for Markov chains with applications to Finance and Insurance.
- 06/2014: 46ème JDS de la SFDS, Rennes. Risk theory and dietary risk assessment.
Séminaires
- 12/2019: Empirical weighted risk minimization with biased samples. SPST, Hamburg.
- 09/2019: Robust estimates for PDMPs. LMV, Versailles.
- 03/2019: Semi-parametric transformation boundary regression models. MAP5, Paris Descartes.
- 03/2019: Estimation in Semi-parametric transformation boundary regression models. LMO, Orsay.
- 03/2019: Robust estimates for Markov Chains with application to PDMPs. SPST, Hamburg.
- 02/2019: Robust estimation for Markov chains with application to PDMPs. LMAC, Compiègne.
- 02/2019: Estimation in Semi-parametric transformation boundary regression models. LMV, Versailles.
- 02/2019: Extremal behavior and estimation of dietary risk models. Lab. Biostatistiques, Paris Descartes.
- 11/2018: Semi-parametric transformation boundary regression models. LMB, Besançon.
- 06/2018: Risk theory and its applications. SPST, Hamburg.
- 03/2018: Risk indicators in non-life insurance mathematics. IRA, Le mans.
- 12/2017: Estimation in boundary regression models. INRA, Paris.
- 06/2017: Extremal properties of Shot Noise Processes. 2nd meeting Ameriska. Jussieu.
- 09/2016: Regular variation of a random length sequences. UPL, Paris Nanterre.
- 05/2016: Regular variation for Shot Noise Processes. Inst. of Math. Sciences, Copenhagen.
- 02/2015: Multivariate regular variation theory and its applications. LMR, Reims.
- 11/2014: Non-life insurance mathematics. Workshop "Risk theory". UPL, Paris Nanterre.
- 04/2015: Extreme values for Markov chains with applications to insurance. LSTA, Jussieu.
- 02/2014: Application of ruin theory to the dietary risk assessment. LMR, Reims.
- 01/2014: Ruin theory and dietary risk. Working group. "Extreme Value Theory". LSTA, Jussieu.
Co-organisations
- 04/2019: Conférence "8ème Rencontres des Jeunes Statisticiens". Porquerolles.
Lien
- 05/2016: Conférence sur deux jours "Risk, Extremes and Contagion". UPL, Paris Nanterre.
Lien
- 01-07/2016 : Semestre thématique "Risk and applications". Jussieu. Lien
- 10/2014: Workshop "Risk theory". MODAL'X, UPL, Paris Nanterre.
- 05/2014: Participation à la création du projet ANR AMERISKA.
Lien
Principales participations
- 05/2018: Workshop « Rare events, Extremes and Machine Learning ». Paris.
- 06/2017: Conférence « Heavy Tails and Long Range Dependence ». TélécomParisTech.
- 02/2017: Workshop « Statistics for Piecewise Determinsistic Markov Processes». Nancy.
- 05/2016: Conférence « Dependence, Stability and Extreme » organised by Ameriska network. Fields institut, Toronto.
- 06/2015: 9ème « Extreme Value Analysis conference », Ann Arbor, USA.
- 06/2015: Conférence « Mathematical Foundations of Heavy Tailed Analysis ». Copenhagen.
- 05/2015: Conférence « Dependence, Limits Theorems and Applications ». Institut Henri Poincaré. Paris.
