Conférence Moshé Flato 1999

Dijon 5 - 8 September 1999

Special session

Sciences applied to insurance and finance.

Under the auspices of Denis Kessler, President of the Fédération Française des Sociétés d'Assurances.

Chaired by Dominique Perrin, President of the Université Marne-la-Vallée.

Monday, September 6   In the University, Bâtiment Sciences Mirande

9:15   9:30 Opening of the special session and scientific conference by Arthur Jaffe and Daniel Sternheimer.

9:30 10:10 Introduction :

-- Yvette Chassagne, Honorary Chairperson of UAP

   (presented par Roland Lejart, former General Director of UAP)

   Le Conseil scientifique de l'UAP et ses réalisations

-- Erik Taflin (AXA)

   A new method for optimal equity allocation and portfolio selection

10:10 10:50 Jean-Claude Simon, PDG, A2iA and Emeritus professor, Université Pierre et Marie Curie
La reconnaissance automatique de l'écriture manuscrite (abstract)

10:50 11:30 Hélyette Geman, Professor of Finance, Université Paris IX Dauphine and ESSEC
From Bachelier and Lundberg to insurance derivatives (abstract)

12:00 14:00 Lunch at Clos du Roy in Chenôve.

Monday, September 6 In the University, Bâtiment Sciences Mirande

9:15 9:30	Opening of the special session and scientific conference by Arthur Jaffe and Daniel Sternheimer.
9:30 10:10	Introduction :
	-- Yvette Chassagne, Honorary Chairperson of UAP
	(presented par Roland Lejart, former General Director of UAP)

	Le Conseil scientifique de l'UAP et ses réalisations
	-- Erik Taflin (AXA)
	A new method for optimal equity allocation and portfolio selection
10:10 10:50	Jean-Claude Simon, PDG, A2iA and Emeritus professor, Université Pierre et Marie Curie La reconnaissance automatique de l'écriture manuscrite (abstract)
10:50 11:30	Hélyette Geman, Professor of Finance, Université Paris IX Dauphine and ESSEC From Bachelier and Lundberg to insurance derivatives (abstract)
12:00 14:00	Lunch at Clos du Roy in Chenôve.