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Euro-Mediterranean Research Center for Mathematics and its Applications (EMRCMA):
Third school


1 Proposals for 2013
• Poster Third School
• The school will take place in " Ecole nationale d'Ingenieurs Tunis, ENIT, from June the 17th to July the 6th.
•It will include four courses (about ten hours per course),
• The lectures are devoted to
Mathematical tools for modelisation of Risk in insurance.
•For any question concerning the lectures, contact the program committee:
Anis Matoussi
Professor, Universite du Maine, anis.matoussi@univ-lemans.fr
Mohamed Mnif
Professor, ENIT, Universite Tunis El Manar, Mohamed.Mnif@enit.rnu.tn
Habib Ouerdiane
Professor, Universite Tunis El Manar, habib.ouerdiane@fst.rnu.tn


2 Program
(Agenda could be modified, summaries will be specified later)


- Yuri KUTOYANTS :
(12h30, June 17th-21st) Statistics on Poisson and Diffusion Processes.
(Statistiques des processus stochastiques).

Summary Kutoyants

Lecture notes in
https://dl.dropbox.com/u/1822955/notesKUTOYANTS.pdf


- Danielle FLORENS-LANDAIS (Université Paris Dauphine)
(5h, June 17th-18th) Stochastic processes in insurance: typology of large claims.
(Processus stochastiques en actuariat : typologie des grands risques)
Then (9h, June 24th-26th) Ruin model for large exposures.
(Modèles de ruine pour les grands risques).


- Patrice BERTAIL (Université Paris 10)
(15h, 19th-21th, and 24th-25th) Statistics of extreme risks
(Statistiques des risques extrêmes).


- Ludovic MOREAU (UTH Zurich)
(9h, 26th and 28th) Stochastic control for insurance,
(Contrôle stochastique pour l'assurance.)


- Huyen PHAM (Paris Diderot)
(9h, July 1st-3d) Large deviations and applications to finance and insurance.
(Grandes déviations et applications à la finance et l'assurance).

Summary Huyen PHAM

Lecture notes Pham Notes


More details and agenda in 3dschool

3 Foreign students' accomodation
As the previous school, it will take place in "la Cité des Sciences", Tunis
http://www.cst.rnu.tn/
Here some possibilities to rent a room (around 16 euros per night). Moreover, there is a cafeteria very near the class room.

4 Registration
The application must include:
- a detailed academic CV (specific and detailed programs, evaluation),
- a cover letter with the subject of the thesis organization and some details of the results already obtained,
- supervisor's recommendation letter.

Selection Criteria:
- Prerequisite (stochastic calculus in master 2, basic scientific programming such Scialab or Matlab),
- be at least the first year of PhD.

We expect about thirty PhD students. If there is room, students master in the end (high level and highly motivated) may be accepted.

All the candidacies have to be sent to Mohamed Mnif
Professor, ENIT, Université Tunis El Manar, Mohamed.Mnif@enit.rnu.tn
and will be considered by the program committee.
DEAD LINE: May 1, 2013 (1er Mai 2013)
Frais d'inscription : 20 dinards tunisiens.

5 Doctoral scholarships
There are some possibilities:
. Doctoral Scholarships for Excellence Eiffel MAEE http://www.egide.asso.fr/eiffel
. Scholarships AUF www.tn.refer.org
. Erasmus Mundus European Union (program Averroes) www.averroes.fr Scholarships Embassy www.ifctunisie.org
For the latter, a call for nominations is made each year (closing late January). Eligible graduate students enrolled in first year 'cotutelle' (duration of the award six months / year for 3 years max).