13th International Workshop on Rare-Event Simulation
RESIM 2021 will be the 13th workshop in a series of successful events held on the topic of rare-event simulation since 1997. The topics of the workshop cover all aspects of rare-event simulation, from purely theoretical developments to practical applications. The objective is to bring together researchers, not only from the mathematical sciences, and practitioners to discuss recent results and how methods and open problems from different areas can lead to new directions that drive the field forward.
The highlighted topics of this conference are (non exhaustive): risk management and stress-test in finance/insurance, statistical physics, climate and environment, reliability and uncertainty quantification, large deviation, Sequential Monte Carlo and particle methods, extreme value theory…
A round table about Climate Risks will be organized.