Programme
Monday, 5 February 2024
| 09h00 - 09h20 | Registration and welcome coffee |
| 09h20 - 09h30 | Welcome |
| Chair: Hansjoerg Albrecher | |
| 09h30 - 10h15 | Invited speaker Séverine Arnold, University of Lausanne, Switzerland Subsidising inclusive insurance to reduce poverty |
| 10h15 - 10h45 | Contributed talk Gero Junike, Carl von Ossietzky University, Germany Empirical and theoretical analysis of profit and loss allocations |
| 10h45 - 11h15 | Coffee break |
| Chair: Jan Dhaene | |
| 11h15 - 12h00 | Invited speaker Christian Robert, ISFA, Université Lyon 1, and ENSAE, IPP, France Conditional expectation given the sum when variables have regularly varying densities |
| 12h00 - 12h30 | Contributed talk Alessandro Mutti, Politecnico di Torino, Italy Symmetric Bernoulli distributions and minimal dependence copulas |
| Chair: Ann De Schepper | |
| 12h30 - 13h00 | Poster storm session |
| 13h00 - 14h30 | Sandwich lunch combined with poster session |
| Chair: Steven Vanduffel | |
| 14h30 - 15h15 | Invited speaker Manuel Rach, University of St. Gallen, Switzerland Stochastic dominance in retirement plans |
| 15h15 - 15u45 | Contributed talk Matteo Buttarazzi, La Sapienza University, Italy Optimal annuitization and bequest motives |
| 15h45 - 16h15 | Coffee break |
| Chair: Michel Vellekoop | |
| 16h15 - 16h45 | Contributed talk Julie Bjørner Søe, University of Copenhagen, Denmark What is the value of the annuity market? |
| 16h45 - 17h30 | Invited speaker Anne Balter, Tilburg University, Netherlands Systematic Longevity Risk: The Willingness to Pay |
| 18h30 - 21h30 | Conference Dinner at University Foundation |
Tuesday, 6 February 2024
| 08h30 - 09h00 | Registration |
| Chair: Tahir Choulli | |
| 09h00 - 09h45 | Invited speaker Fang Fang, TU Delft, Netherlands A Dimension-Reduced Cosine-Expansion Method for Solving Multivariate Expectations |
| 09h45 - 10h15 | Contributed talk Yevhen Havrylenko, University of Copenhagen, Denmark Value-at-risk constrained portfolios in incomplete markets: a dynamic programming approach to Heston's model |
| 10h15 - 10h45 | Coffee break |
| Chair: Ludger Ruschendorf | |
| 10h45 - 11h30 | Invited speaker Thorsten Schmidt, University of Freiburg, Germany Insurance Finance Arbitrage |
| 11h30 - 12h00 | Contributed talk Josha Arne-Pieter Dekker, University of Amsterdam, Netherlands Optimal Stopping with Randomly Arriving Opportunities |
| 12h00 - 13h00 | Sandwich lunch combined with poster session |
| Chair: Monique Jeanblanc | |
| 13h00 - 13h45 | Invited speaker Peter Tankov, ENSAE Paris, France Asset pricing under transition scenario uncertainty |
| 13h45 - 14h15 | Contributed talk Morten Wilke, Vrije Universiteit Brussel, Belgium Optimal Payoffs under KMM Preferences |
| 14h15 - 14h45 | Coffee break |
| Chair: Carole Bernard | |
| 14h45 - 15h30 | Invited speaker Paolo Giudici, University of Pavia, Italy Sustainable, Accurate, Fair and Explainable AI in finance |
| 15h30 - 16h00 | Contributed talk Corina Birghila, Otto-von-Guericke University Magdeburg, Germany Portfolio selection with ambiguity aversion and model ambiguity |
| 16h00 - 16h15 | Closing |