Programme
Poster session
- Dupret Jean-Loup
Impact of rough stochastic volatility models on long-term life insurance pricing - Germain Arnaud
Optimal securitization of SME loans: the selection problem - Kumar Pankaj
Deep Hawkes Process for High-Frequency Market Making - Louth Kaitlyn
Bayesian Modelling and Statistical Machine Learning for Morbidity Rate Prediction - Ng Tak Wa
Efficient Collective Investment with Limited Expected Loss: Pareto-optimal Wealth Sharing and Risk Allocation - Sachse Felix
State space decomposition and classification of term structure shapes in the two-factor Vasicek model - Safarveisi Saeid
Catastrophe Bond Pricing Under Renewal Process - Stefanakis Konstantinos
Equilibrium returns in markets with price impact and frictions
For more information please contact ann.deschepper(at)uantwerpen.be