The three-day workshop Advances in Risk Modelling at ETH Zurich on July 6-8 2026 will showcase recent advances in risk modeling and quantification. A major theme will be to identify and address challenges posed by complex data structures, rare and extreme events, and intricate forms of dependence arising in these areas.  The format of the workshop is a combination of invited presentations by leading international experts, contributed flash talks together with a poster presentation and a panel discussion with panelists from industry and academia. Moreover, there will be ample time for networking and informal discussion.

Young researchers are specifically encouraged to submit a flash talk.

Invited speakers include

Hansjörg Albrecher, Université de Lausanne
Valérie Chavez, Université de Lausanne
Marie-Pier Côté, Université Laval
Clément Dombry, Université de Franche-Compté
Christian Genest, McGill University
Nicola Gnecco, Imperial College London
Marius Hofert, The University of Hong Kong
Philippe Naveau, CNRS
Natalia Nolde, The University of British Columbia
Silvana Pesenti, University of Toronto
Johan Segers, KU Leuven
Almut Veraart, Imperial College London
Ruodu Wang, University of Waterloo

Important deadlines

16 March 2026:

• Applications for contributions to poster sessions/flash talks
• Application for funding for young researchers (limited amount, application via the conference webpage)

30 June 2026:

• General Registration

For further information see the conference webpage

Advances in Risk Modeling – FIM - Institute for Mathematical Research | ETH Zurich

We are looking forward to meeting you in Zurich in July.

The organizers

Rüdiger Frey (Wirtschaftsuniversität Wien), Johanna Neslehova (McGill University), Johanna Ziegel (ETH Zürich)