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