Talks | Lionel Sopgoui

Upcoming

Mathematical Advances on Emerging Risks 20263–6 November 2026 · Mexico City, MexicoA major–minor MFG with common jumps and impulse control for optimal cybersecurity investmentCyber Risk

7th European Actuarial Journal Conference9–11 September · Istanbul, Turkey · SlidesA stochastic SIR model for cyber contagion: from granular growth of firms to insurance portfolioCyber Risk
CEMRACS 202620 July – 14 August · CIRM, Marseille, FranceDynamic top-down model for financial loss distribution under climate, credit and market risks (with D. Bastide, S. Crépey, S. Pavarana, R. Timeus)Climate Transition Risk
XIII Bachelier World Congress29 June – 3 July · Bologna, ItalyA stochastic SIR model for cyber contagion: from granular growth of firms to insurance portfolioCyber Risk
Scandinavian Actuarial Conference 202615–16 June · Stockholm University, SwedenA stochastic SIR model for cyber contagion: from granular growth of firms to insurance portfolioCyber Risk
Financial Risks International Forum 202630–31 March · Palais Brongniart, Paris, FranceA stochastic SIR model for cyber contagion: from granular growth of firms to insurance portfolioCyber Risk
XXVII Workshop on Quantitative Finance30–31 March · Bergamo, ItalyA stochastic SIR model for cyber contagion: from granular growth of firms to insurance portfolioCyber Risk

Quantitative Methods in Finance 202516–19 November · University of Technology Sydney, Australia · SlidesImpact of the carbon price on credit portfolio’s loss with stochastic collateralClimate Transition Risk
Séminaire Actuariat & Finance (IRA-ISFA-ENSAE-CNAM-ISUP)21 November · Institut du Risque & de l’Assurance, Le Mans, FranceA stochastic SIRS model for cyber contagion: application to firms’ growth and insurance portfoliosCyber Risk
SIAM Conference on Financial Mathematics and Engineering (FM25)15–18 July · Miami, Florida, USAModeling the impact of climate transition on real estate pricesClimate Transition Risk
EconophysiX seminar8 April · Capital Fund Management, Paris, France · SlidesA top-down and a bottom-up approach for financial fragility under climate changeClimate Transition Risk
UCLA Financial and Actuarial Mathematics Seminar20 February · UCLA (online) · SlidesPricing and hedging of climate transition risk in credit portfolioClimate Transition Risk
London–Oxford–Warwick Financial Mathematics Workshop9–10 January · University of Oxford, EnglandModeling the impact of climate transition on real estate pricesClimate Transition Risk

9th Green Finance Research Advances9–10 December · Banque de France, Paris, FranceImpact of climate transition on credit-portfolio loss with stochastic collateralClimate Transition Risk
Groupe de Travail – Risques Climatiques17 October · CACIB, Montrouge, FranceModeling the impact of climate transition on real estate pricesClimate Transition Risk
12th Bachelier World Congress8–12 July · FGV EMAp, Rio de Janeiro, BrazilPropagation of carbon taxes in credit portfolio through macroeconomic factorsClimate Transition Risk
XXV Workshop on Quantitative Finance11–13 April · Università di Bologna, ItalyImpact of climate transition on credit-portfolio loss with stochastic collateralClimate Transition Risk
Séminaire Bachelier9 February · Institut Henri Poincaré, Paris, FranceImpact of climate transition on loss given default with stochastic collateralsClimate Transition Risk

8th Green Finance Research Advances13–14 December · Banque de France, Paris, FrancePropagation of carbon taxes in credit portfolio through macroeconomic factorsClimate Transition Risk
European Summer School in Financial Mathematics4–8 September · TU Delft, The NetherlandsPropagation of carbon taxes in credit portfolio through macroeconomic factorsClimate Transition Risk
London/Oxford/Warwick Financial Mathematics Workshop12–13 July · King’s College London, England · SlidesDiffusion of carbon price in credit portfolio through macroeconomic factorsClimate Transition Risk
MathRisk Conference on Numerical Methods in FinanceNot held14–16 June · University of Udine, ItalyPropagation of carbon tax in credit portfolio through macroeconomic factorsClimate Transition Risk
SIAM Conference on Financial Mathematics and Engineering (FM23)Not held6–9 June · Philadelphia, Pennsylvania, USAPropagation of carbon tax in credit portfolio through macroeconomic factorsClimate Transition Risk
Groupe de travail des thésards du LPSM30 May · Sorbonne Université, Paris, FrancePropagation of carbon tax in credit portfolio through macroeconomic factorsClimate Transition Risk
Quantitative Finance Workshop 202320–22 March · Università di Cassino, Gaeta, ItalyDiffusion of carbon price in credit portfolio through macroeconomic factorsClimate Transition Risk

London–Paris Bachelier Workshop (6th edition)15–16 September · Institut Henri Poincaré, Paris, FranceDiffusion of carbon price in a credit portfolio through macroeconomic factorsClimate Transition Risk