La gouvernance des modèles actuariels est un champ qui n’a pas encore été étudié par les études sociales en finance, bien qu’il est une importance grandissante dans le futur, en particulier à cause de la prescription des modèles financiers à travers des réglementations prudentielles internationales. Cette rencontre a pour but de documenter les nouveaux enjeux des modèles de gouvernance, étant donné que la financiarisation a maintenant envahi les territoires des actuaires.

Ces journées d'études sont organisées par la chaire Ethique & Finance et l'Université d'Edimbourg et ont pour comité scientifique Annie Cot (Univ. Paris 1, MSE), Pierre François (Sciences Po, CSO), Olivier Lopez (Univ. Paris 6, ISUP), Donald MacKenzie (Univ. d'Edimbourg), Yuval Millo (Univ. de Warwick), Emmanuel Picavet (Univ. Paris1, ISJPS) et Christian Walter.

Journées en collaboration et financées par SMA-BTP.

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Programme | 13 février 2018

EHESS, 105 boulevard Raspail, 75 006 Paris

9h00-10h00 Accueil et café | Amphitheatre François Furet

10h00-10h15 Ouverture
| Christian Walter, Fondation Maison des sciences de l’homme

10h15-11h00 Introduction : From Solvency I to Solvency II: a cybernetic view on professional changes
| Hubert Rodarie, Deputy CEO of SMA Insurance Group

Pause café

11h15-12h00 Introduction :  Some perspectives on a 21st Century revolution in financial risk management practices in long-term savings and insurance
| John Hibbert, founder of Barrie & Hibbert, Edinburgh

Pause déjeuner

13h30-15h30 Le modèle actuariel | Salle 13
| Fytros Charalampos, Lancaster University,
The Financialization of Risk Liabilities: Folding the Actuarial

| Arjen van der Heide, University of Edinburgh,
Hybridity, ‘Rough Edges’ and Politics: British Actuaries and the Ontologies of Modelling

| Anne van der Graaf, Sciences Po,
Creating a Body of Health: Calculating Insurance risks and wealth

| Wilhelm Benjamin, Justus Liebig Universität Gießen / Universität Erfurt,
United in diversity? Insurance and the production of systemic risk

Pause thé

15h45-17h15 La gouvernance des modèles actuariels | Salle 13
| Kamal Armel, ARMEL Consulting, & Frederic Planchet, ISFA,
How to Define the Quality of an Economic Scenario Generator for Calculating the Economic Value of a French Savings Contract in €?

| Sabrina Abib,
From risk modelling to risk of regulation: how can we think the emergence of a total and contextual ethics on financial markets

| Israel Klein, Hebrew University of Jerusalem,
The Gap in the Perception of GAAP

Programme | 14 février 2018

Salles BS1-28 & BS1-05, FMSH, 54 boulevard Raspail, 75 006 Paris

10h00-10h15 Café

10h15-11h00 Introduction
| Donald MacKenzie, University of Edinburgh, title TBC

Pause café

11h15-12h45 Expertise actuarielle
| Natascha van der Zwan, University of Leiden,
The Actuary and the Welfare State

| Yasmine Chahed, London School of Economics & Zsuzsanna Vargha, University of Leicester,
At the press of a button: changing relationships and professional expertise in the UK pension market

| Yally Avrahampour, London School of Economics and Political Science,
The Actuary in the Division of Expert Labour

| David Teira, UNED & Antonio Heras, Computense University of Madrid,
Actuarial Fairness Counter-Performed

Pause déjeuner

14h00-14h45 Introduction
| Christian Walter, FMSH,
From real world probability measure to risk neutral models: the `second quantisation’ of finance and its ethical, legal and social implications

Pause thé

15h00-17h00 Réassurance, changement climatique et modélisation des catastrophes
| Zac Taylor and Jessica Weinkle,
Negotiating the Residual: Shifting Enactments of "Actuarial Fairness" in Florida's Public Hurricane Insurer

| Julius Kob, University of Edinburgh, title TBC

| Alexandros-Andreas Kyrtsis, National and Kapodistrian University of Athens,
Innovation and Model Governance in Financial Reinsurance

| Nicholas Taylor, Goldsmiths, University of London,
Actuarial responses to climate-related risks in the United Kingdom

17h00-17h15 Conclusions