Programme
Monday, 2 February 2026
| 09h00 - 09h20 | Registration and welcome coffee |
| 09h20 - 09h30 | Welcome |
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| 09h30 - 10h15 | Invited speaker Heidi Delobelle, CEO AG Insurance, Belgium Challenges for the insurance and finance industry in the 21th century |
| 10h15 - 10h45 | Contributed talk Zahra Abootalebi Naeini, Bayes Business School, United Kingdom Differential measurement of proxy discrimination |
| 10h45 - 11h15 | Coffee break |
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| 11h15 - 12h00 | Invited speaker Silvana Pesenti, University of Toronto, Canada Preference robust distortion risk measures |
| 12h00 - 12h30 | Contributed talk Corrado De Vecchi, University of Verona, Italy On expectiles and almost stochastic dominance |
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| 12h30 - 13h00 | Poster storm session |
| 13h00 - 14h00 | Sandwich lunch combined with poster session |
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| 14h00 - 14h45 | Invited speaker Karim Barigou, UCLouvain, Belgium Mortality Under Stress: Modelling the Impact of Extreme Pandemic and Climate Shocks in Life Insurance |
| 14h45 - 15u15 | Contributed talk Martijn de Werd, University of Groningen, The Netherlands The Implications of Side Bequest Motives on the Life Insurance Decisions of Retired Couples |
| 15h15 - 15h45 | Coffee break |
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| 15h45 - 16h15 | Contributed talk Austin Riis-Due, University of Waterloo, Canada Exploratory Optimal Reinsurance under the Mean-Variance Criterion |
| 16h15 - 17h00 | Invited speaker Daniel Linders, KULeuven, Belgium Fair valuation of hybrid insurance claims: a 4-step approach |
| 18h30 - 21h30 | Conference Dinner at University Foundation |
Tuesday, 3 February 2026
| 08h30 - 09h00 | Registration |
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| 09h00 - 09h45 | Invited speaker Eva Lütkebohmert, University of Freiburg, Germany Bayesian Calibration of Option Pricing Models Using Sequential Monte Carlo Samplers |
| 09h45 - 10h15 | Contributed talk Andrea Buffoli, City St George's, University of London, United Kingdom From Theory to Practice: Optimal Asset Allocations for Endowment Funds Using Dynamic Programming and Reinforcement Learning |
| 10h15 - 10h45 | Coffee break |
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| 10h45 - 11h30 | Invited speaker Eduardo Abi Jaber, Institut Polytechnique de Paris, France Volatility dynamics and memory: from the Quintic model to Signatures |
| 11h30 - 12h00 | Contributed talk Nathan Lassance, UCLouvain, Belgium The distribution of out-of-sample returns of estimated optimal portfolios |
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| 12h00 - 12h30 | Poster storm session |
| 12h30 - 13h30 | Sandwich lunch combined with poster session |
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| 13h30 - 14h15 | Invited speaker Ludger Rüschendorf, University of Freiburg, Germany Risk bounds under dependence uncertainty |
| 14h15 - 14h45 | Contributed talk Emma Kroell, University of Copenhagen, Denmark Model Ambiguity in Risk Sharing with Monotone Mean-Variance |
| 14h45 - 15h15 | Coffee break |
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| 15h15 - 16h00 | Invited speaker Asma Khedher, University of Amsterdam, Netherlands Infinite-dimensional stochastic volatility models with applications to energy forward markets |
| 16h00 - 16h30 | Contributed talk Luke Servat, University of Maastricht, Netherlands Optimal Investment for Retirement with Multiplicative External Habit Formation |
| 16h30 - 16h45 | Closing |