- Date: March 14-15, 2016.
- Location: ETH Zurich, main building (Rämistrasse 101, 8092 Zurich), room G 19.1.
- Internet connection within the ETH building, valid from March 11 at 08:00 to March 21 at 08:00: choose the "public" or "public-5" Wi-Fi network. Then enter the same username and password as those required to access the website. Username: CU_ETH. Password: march2016.
- Material for the talks and discussions: we will provide a Mac which will be connected to the slide projector and on which all presentations will be uploaded. However, please pay attention to the fact that if you use a PowerPoint file, there may be some incompatibilities with Mac (especially, formulas may not be displayed correctly). In that case, please bring your own computer.
- Organization: Prof. P. Embrechts, E. Koch and G. Shoham (RiskLab, Dept. of Mathematics, ETH Zurich).
- Funding: RiskLab (with additional support by the ETH Risk Center) will pay for accomodation (including breakfasts) during the entire stay of participants (by invitation only) as well as for meals during the conference. Flights, local travel costs and meals outside of the conference are expected to be paid by the participants.
- Contact: E. Koch; Office: HG G 32.2; Email: firstname.lastname@example.org;
Phone: +41 44 632 0394.
The main topic of this workshop will be the statistical description of environmental
(mainly meteorological) events -especially extreme ones (such as hurricanes
and severe thunderstorms)- as well as the mathematical/statistical modeling of these
events and their consequences on (re)insurance and financial markets. An
important aim of this workshop is to initiate collaboration on the above topics between
Columbia University (CU) and ETH Zurich.
In a truly interdisciplinary spirit, we want to study issues exactly at the
crossroads between meteorology, statistics and insurance; we aim at defining concrete
research projects involving meteorologists, statisticians and actuaries. The best way to
find interactions between different fields is to let people have time to discuss. This is why
each session will end with a discussion between the session's speakers and the audience, led by the session's chair.
The chair is expected to prepare the discussion by identifying relevant questions and topics based on the content of the talks of the session.
Each session (apart from the last one) involves at least one speaker from the meteorological
world and one from the statistical/actuarial one. Talks from experts from one
field are expected to be understandable for participants from different areas of research.
Thus, talks should not focus on specialized research but more on pedagogical aspects
providing fundamental knowledge in the field. Each speaker is expected to begin his/her talk by a short introduction of himself/herself as well as the presenter's main field of research.
Morning session (8:45:12:45)
Chair: E. Koch (RiskLab, Dept. of Mathematics, ETH Zurich). Discussion available upon request.
- 8:45-9:00: Prof. P. Embrechts (RiskLab, Dept. of Mathematics, ETH Zurich), Introduction and main stakes of this collaboration between CU and ETH Zurich;
- 9:00-9:45: Prof. H. Wernli (Institute for Atmospheric and Climate Science, ETH Zurich), A weather-system perspective on extreme wind and rainfall events in midlatitudes;
- 9:45-10:30: Prof. R. A. Davis (Dept. of Statistics, CU), Topics in spatial extreme value theory;
- 10:30-11:00: Coffee break;
- 11:00-11:45: Prof. M. K. Tippett (Dept. of Applied Physics and Applied Mathematics, CU), Variability in US tornado reports and environments;
- 11:45-12:45: Round table with Prof. H. Wernli, Prof. R. A. Davis and Prof. M. K. Tippett and open discussion with the audience.
Lunch with time for informal discussions: 12:45-14:00, in room G 69.
Afternoon session (14:00-17:00)
Chair: Prof. T. Schneider (Geological Institute, ETH Zurich)
- 14:00-14:45: Prof. A. H. Sobel (Dept. of Earth and Environmental Sciences, CU), Climate change and extreme weather events;
- 14:45-15:30: Prof. J. H. Blanchet (Dept. of Statistics, CU), Monte Carlo simulation and meta-modeling techniques;
- 15:30-16:00: Coffee break;
- 16:00-17:00: Round table with Prof. A. H. Sobel and Prof. J. H. Blanchet and open discussion with the audience.
Apero and Dinner: 18:30-22:00.
Tuesday, March 15 (in room G 19.1)
Morning session (9:00-12:00)
Chair: Prof. M. K. Tippett (Dept. of Applied Physics and Applied Mathematics, CU)
- 9:00-9:45: Prof. S. J. Camargo (Lamont-Doherty Earth Observatory, CU) and C. Lee (International Research Institute for Climate and Society, CU), Relationship of tropical cyclones and climate: from intra-seasonal to climate change;
- 9:45-10:30: Prof. P. Embrechts (Dept. of Mathematics, RiskLab, ETH Zurich), Measuring risk;
- 10:30-11:00: Coffee break;
- 11:00-12:00: Round table with Prof. S. J. Camargo and Prof. P. Embrechts and open discussion with the audience.
Lunch with time for informal discussions: 12:00-13:15, in room G 69.
Afternoon session (13:15-17:00)
Chair: Prof. A. H. Sobel (Dept. of Earth and Environmental Sciences, CU)
- 13:15-14:00: P. Zimmerli (Head of Atmospheric Perils, Swiss Re), Natural catastrophes: understanding reinsurance cat modeling needs;
- 14:00-14:45: M. Wüest (Natural catastrophe model developer in Group Underwriting, Swiss Re), The Swiss Re in-house approach for modeling natural catastrophe;
- 14:45-15:45: Round table with P. Zimmerli and M. Wüest and open discussion with the audience;
- 15:45-16:15: Coffee break;
- 16:15-17:00: Closing discussion led by Prof. P. Embrechts and E. Koch.
List of participants
Available upon request.
All participants coming from abroad will stay at Hotel Sunnehus (address: Sonneggstrasse 17, 8006 Zurich), which is at a 3 minutes walk distance from the ETH Zurich main building, where the workshop takes place. These participants can directly go to hotel after arriving at Zurich airport. Especially, those arriving very early in Zurich will have the possibility to early check in. Moreover, the participants will receive a street map of Zurich during the check-in. Finally, the hotel will make adaptors (both US plug-Swiss plug and English plug-Swiss plug) available during the whole stay of participants.
There are easy train and taxi connections from the airport to the hotel. However, the preferred mode of transport is the following: take the tramway number 10, direction "Zurich, Bahnhofplatz/HB", and get off at the stop "Zurich, ETH/Universitätsspital". After leaving the tram walk back a couple of steps, take a left for 100m and then again a left into Sonneggstrasse. After about 100m you will see the hotel. The duration is about 35 minutes.
The hotel is located at a walking distance of the city center. Thus, participants may only use one tram ticket to reach the hotel from the airport upon arrival (buy a single ticket) and another one to reach the airport on departure (buy a single ticket).
Both dinners below are conference events and are paid by the organizers.
- Conference Dinner on Monday March 14: Restaurant Neumarkt. Meeting at 18:30 at the entrance of Hotel Sunnehus or at 18:45 at Restaurant Neumarkt (Neumarkt 5, 8001 Zurich).
- Dinner on Tuesday March 15: Restaurant Le Dézaley. Meeting at 18:30 at the entrance of Hotel Sunnehus or at 18:45 at Restaurant Le Dézaley (Römergasse 7, 8001 Zurich).
Available upon request.