Programme
Monday, 3 February 2025
| 09h00 - 09h20 | Registration and welcome coffee |
| 09h20 - 09h30 | Welcome |
| Chair: Carole Bernard | |
| 09h30 - 10h15 | Invited speaker Emmanuel Gobet, Institut Polytechnique de Paris, France Modelling uncertainty and investment decision for adapting to climate change |
| 10h15 - 10h45 | Contributed talk Bertrand Tavin, EMLYON Business School, France Robust portfolio allocation under dependence uncertainty |
| 10h45 - 11h15 | Coffee break |
| Chair: Frédéric Vrins | |
| 11h15 - 12h00 | Invited speaker Raffaella Calabrese, University of Edinburgh, UK A climate scenario analysis for the European SME lending market based on the NGFS projections |
| 12h00 - 12h30 | Contributed talk Daria Sakhanda, ETH Zürich, Switzerland Optimal Consumption Policy in a Carbon-Conscious Economy: A Machine Learning Approach |
| Chair: Ann De Schepper | |
| 12h30 - 13h00 | Poster storm session |
| 13h00 - 14h00 | Sandwich lunch combined with poster session |
| Chair: Karel in't Hout | |
| 14h00 - 14h45 | Invited speaker Fred Espen Benth, University of Oslo, Norway Hedging weather risk in energy markets |
| 14h45 - 15u15 | Contributed talk Luke Thomas Servat, Maastricht University, Netherlands Optimal Investment with Intergenerational Solidarity |
| 15h15 - 15h45 | Coffee break |
| Chair: Hansjoerg Albrecher | |
| 15h45 - 16h15 | Contributed talk John Armstrong, King's College London, United Kingdom Inter-generational cross-subsidies in UK collective defined contribution funds |
| 16h15 - 17h00 | Invited speaker Elena Vigna, Università di Torino and Collegio Carlo Alberto, Italy Optimal additional voluntary contribution in DC pension schemes to manage inadequacy risk |
| 18h30 - 21h30 | Conference Dinner at University Foundation |
Tuesday, 4 February 2025
| 08h30 - 09h00 | Registration |
| Chair: Michel Vellekoop | |
| 09h00 - 09h45 | Invited speaker Roberto Reno, ESSEC Business School, France 0DTE Option Pricing |
| 09h45 - 10h15 | Contributed talk Sascha Günther, Université de Lausanne, Switzerland Modern pension design by refundable income tontines |
| 10h15 - 10h45 | Coffee break |
| Chair: Steven Vanduffel | |
| 10h45 - 11h30 | Invited speaker Fei Huang, UNSW Sydney, Australia Fair Decision-Making via Counterfactual Sensitivity Analysis |
| 11h30 - 12h00 | Contributed talk Marie-Pier Cote, Université Laval, Canada Causal insights on the spectrum of ``fair'' insurance tariffs |
| Chair: Ann De Schepper | |
| 12h00 - 12h30 | Poster storm session |
| 12h30 - 13h30 | Sandwich lunch combined with poster session |
| Chair: Tahir Choulli | |
| 13h30 - 14h15 | Invited speaker Emmanuel Lepinette, Université Paris Dauphine, France Alternative technique of pricing without martingale measure |
| 14h15 - 14h45 | Contributed talk Aleksandar Arandjelović, WU - Vienna University of Economics and Business, Austria Importance sampling for option pricing with feedforward neural networks |
| 14h45 - 15h15 | Coffee break |
| Chair: Wim Schoutens | |
| 15h15 - 16h00 | Invited speaker Julien Guyon, École nationale des ponts et chaussées, Institut Polytechnique de Paris, France Volatility: rough or not? |
| 16h00 - 16h30 | Contributed talk Philipp Carsten Hornung, University of Copenhagen, Denmark Optimal Smooth Consumption and its Trade-Offs |
| 16h30 - 16h45 | Closing |