Since the seminal work of Knight, model uncertainty is a standard subject of study in the academic community, in particular in probability, control theory, and economic analysis. In view of the recent financial crisis, it has become an important practical subject in the insurance and financial industries, for the companies and for the regulators. It is also a particularly active field of research in mathematical finance and insurance.

This workshop, organised on January 31th 2020 will bring together practitioners and academics to discuss and exchange ideas about the use of robust techniques for pricing and risk management.


  • Beatrice Acciaio, London School of Economics
  • Laurence Carassus, De Vinci Research Center
  • Samuel Cohen, University of Oxford
  • Michael Kupper, University of Konstanz
  • Rodolphe Le Riche, LIMOS and Fayol Institute
  • Ludger Rüschendorf, University of Freiburg
  • Nizar Touzi, Ecole Polytechnique



Natixis 59, avenue Pierre Mendès-France, Paris, 75013 France