PUBLICATIONS & CONFERENCES
Publications
Rodrigue Kazzi (2023), “Advancing Model Uncertainty Assessment to Address Actuarial Modelling Challenges.” PhD thesis at Vrije Universiteit Brussel.
Carole Bernard, Rodrigue Kazzi, and Steven Vanduffel (2020). “Range Value-at-Risk Bounds for Unimodal Distributions under Partial Information.” Published in Insurance: Mathematics and Economics.
Carole Bernard, Rodrigue Kazzi, and Steven Vanduffel (2023). “A Practical Approach to Quantitative Model Risk Assessment.” Published in Variance.
Carole Bernard, Rodrigue Kazzi, and Steven Vanduffel (2022). “Range Value-at-Risk Bounds for Unimodal Distributions under Partial Information - an updated version.”
Working Papers
Carole Bernard, Rodrigue Kazzi, and Steven Vanduffel (2022). “Model uncertainty assessment for symmetric and right-skewed distributions.”
Jan Dhaene and Rodrigue Kazzi (2024). “Decentralized risk-sharing under partial information.”
Carole Bernard, Rodrigue Kazzi, and Steven Vanduffel (2023). “Impact of model misspecification on the Value-at-Risk of unimodal T-symmetric distributions.”
Carole Bernard, Rodrigue Kazzi, and Steven Vanduffel (2023). “Incorporating robust information into model risk assessment.”
International Conferences & Workshops
Jan 2024 Seminar at the University of Amsterdam, Amsterdam, Netherlands
Jan 2024 Seminar at Universidade de Lisboa - ISEG, Lisbon, Portugal
Oct 2023 Seminar at the University of Liverpool, Liverpool, England
Sep 2023 Seminar at the University of Piraeus, Athens, Greece
Sep 2023 8th Workshop on Recent Developments in Dependence Modeling with Applications in Finance, Insurance and Pensions, Agistri, Greece
Jul 2023 Actuarial, Finance, Risk and Insurance Congress, Victoria Falls, Zimbabwe
Jul 2023 26th International Congress on Insurance: Mathematics and Economics, Edinburgh, Scotland
Apr 2023 17th meeting of the Belgian Financial Research Forum, Brussels, Belgium
Feb 2023 14th Actuarial and Financial Mathematics Conference Interplay between Finance and Insurance Brussels, Belgium
Jan 2023 Perspectives on Actuarial Risks in Talks of Young researchers, Valencia, Spain
Sep 2022 7th Workshop on Recent Developments in Dependence Modeling with Applications in Finance, Insurance and Pensions, Agistri, Greece
Aug 2022 5th European Actuarial Journal Conference, Tartu, Estonia
May 2022 11th Conference in Actuarial Science & Finance, Samos, Greece
Apr 2022 10th International Conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance, Salerno, Italy
Jul 2021 24th International Congress on Insurance: Mathematics and Economics, Online
Jul 2021 Stochastic Models and Complex Systems Summer School, Online
Jul 2019 23rd International Congress on Insurance: Mathematics and Economics, Munich, Germany
Sep 2018 5th Workshop on Recent Developments in Dependence Modeling with Applications in Finance and Insurance, Aegina, Greece