from 13 to 14 February 2018
Performativity and the Governance of Actuarial Models

International meeting - 13 & 14 February 2018

The governance of actuarial models is a field not yet investigated by the social studies of finance but of growing importance for the future, in particular because of the prescription of financial models through international prudential regulation. The meeting aims at documenting the new challenges of model governance given the fact that financialisation has now invaded actuaries’ territory.

Those study days are organised by the Ethics & Finance chair and the University of Edinburgh. Their scientific committee is composed of Annie Cot (Univ. Paris 1, MSE), Pierre François (Sciences Po, CSO), Olivier Lopez (Univ. Paris 6, ISUP), Donald  MacKenzie (Univ. of Edinburgh), Yuval Millo (Univ. of  Warwick), Emmanuel Picavet (Univ. Paris1, ISJPS) and Christian Walter.

Days in collaboration and financed by SMA-BTP.

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Programme | February 13, 2018

EHESS, 105 boulevard Raspail, 75 006 Paris

9:00-10:00 am Coffee and registration | Amphitheatre François Furet

10:00-10:15 am Welcome and opening remarks
| Christian Walter, Fondation Maison des sciences de l’homme

10:15-11:00 am Keynote: From Solvency I to Solvency II: a cybernetic view on professional changes
| Hubert Rodarie, Deputy CEO of SMA Insurance Group

Coffee break

11:15-12:00 am Keynote: 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

Lunch break

1:30-3:30 pm Actuarial Modelling | Room 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

Tea break

3:45-5:15 pm Governance of Actuarial Models | Room 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 | February 14, 2018

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

10:00-10:15 am Coffee

10:15-11:00 am Keynote
| Donald MacKenzie, University of Edinburgh, title TBC

Coffee break

11:15-12:45 am Actuarial Expertise
| 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

Lunch break

2:00-2:45 pm Keynote
| Christian Walter, FMSH,
From real world probability measure to risk neutral models: the `second quantisation’ of finance and its ethical, legal and social implications

Tea break

3:00-5:00 pm Reinsurance, Climate Change and Catastrophe Modelling
| 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

5:00-5:15 pm Concluding remarks


Study days

Tuesday, February 13,2018
9:00am - 5:15pm

EHESS | 105, bd Raspail, Paris 6

Wednesday, February 14, 2018
10:00am - 5:15 pm

FMSH | 54, bd Raspail, Paris 6

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Journée d'étude

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