Poster sessions
Monday, 2 February 2026
- Ruizhe Bu, Beijing Normal-Hong Kong Baptist University, China
Gambler's Ruin Problem in a Markov-modulated Jump-diffusion Risk Model with Hyperexponential Jumps - Alessandro Cariolaro, Università degli Studi di Verona, Italy
Convex and non-convex stochastic multi-stage models with recourse actions for active investment decisions - Olivier Côté, Université Laval, Canada
Profiling Actuarial Discrimination via Causal Decomposition - Antoine Duysinx, UCLouvain, Belgium
Climate-Adjusted Credit Scoring Incorporating Supply Chain Network for European SMEs - Arnaud Germain, UCLouvain, Belgium
Early Warning System for Non-Performing Clients - Boris Günther, Justus-Liebig-Universität Gießen, Germany
Affine Volterra covariance processes and applications to commodity models - Wouter Honig, University of Amsterdam and Dutch Central Bank, Netherlands
Improved optimal investment and consumption strategies under inflation risk with stochastic volatility - Leonard Mushunje, The University of Sydney, Australia
Leveraging Generative AI to Assess the Impact of Climate Change on Housing Mortgage Prices and Credit Risk
Tuesday, 3 February 2026
- Maren Dück, Justus-Liebig-Universität Gießen , Germany
Microscopic Foundations of Inhomogeneous Heston Models - Meriam El Mansour, Université Paris Dauphine-Tunis, Tunisia
Super-Hedging an Arbitrary Number of European Options with Integer-Valued Strategies - Enej Kovac, University of Lausanne, Switzerland
Controlled refinement of actuarial models: balancing interpretability and predictive performance - Truong Ngoc Nguyen, Utrecht University, Netherlands
Adaptive Multilevel Fourier–RQMC Methods for Multivariate Shortfall Risk - Pertiny Wilfried Nkuize Ketchiekmen, Université Laval, Canada
Optimal Investment and Entropy-Regularized Learning Under Stochastic Volatility Models with Portfolio Constraints - Liju P, National Institute of Technology Calicut, India
Spectral Analysis of a Partial Integro-Differential Equation Governing European-Style Asian Option Pricing in Jump-Diffusion Markets - Xiaodan Wang, EMLYON Business School , France
Optimal design of energy retail contracts for agents with habit-formation attitudes
For more information please contact ann.deschepper(at)uantwerpen.be