Workshop - Finance and Insurance
Part of the FRIAS/USIAS project "Linking Finance and Insurance: Theory and Applications
| When |
Nov 14, 2019 10:00 AM
to
Nov 15, 2019 05:00 PM |
|---|---|
| Where | FRIAS, Albertstr. 19, Seminar Room |
| Contact Name | Andrea Nordlander |
| Contact Phone | +49 (0)761 203-97362 |
| Attendees |
auf Einladung / invitation only |
| Add event to calendar |
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Workshop: Finance and Insurance
This conference on topics in finance and insurance is the last conference in a series of conferences and workshops at FRIAS in Freiburg taking part in the joint two-year FRIAS/USIAS project „Linking Finance and Insurance: Theory and Applications“. It brings together participating researchers with additional guests to summarize our outcomes and foster future developments.
The invited speakers are leading experts from both fields, mathematical finance and actuarial science and constitute an ideal framework for inspiring discussions far beyond existing results in the fields.
The conference is also a great opportunity to welcome Yuri Kabanov as senior fellow at FRIAS in Freiburg and celebrate his major contributions in both fields.
Organisation:
Please note that pre-registration for the workshop is possible. Please pre-register by November 12 by e-mail to andrea.nordlander@frias.uni-freiburg.de
You can also register for the FRIAS Lunch on Thursday. The lunch costs 12 €. When registering, please specify whether you would like the meat/fish or vegetarian option.
Programme
- Can be downloaded here
14th of November
10:15 Laura Ballotta
Risk management of climate impact for tourism operators: An empirical analysis on ski resorts
11:00 Nicole Bäuerle
Portfolio Optimization in Fractional and Rough Heston Models
12:30 Lunch at FRIAS
14:00 Anna Maria Gambaro
Time Consistent Optimal Asset Allocation for Life Insurance Funds under Solvency II
14:45 Griselda Deelstra
On barrier option pricing by Erlangization in a regime-switching model with jumps
16:00 Pietro Millossovich
On The Optimal Design of Participating Life Insurance Contracts
16:45 An Chen
On the optimal combination of annuities and tontines
19:00 Conference Dinner
15th of November
10:15 Emmanuel Lepinette
Arbitrage and pricing without martingale probability measure in discretetime
11:00 Thilo Meyer-Brandis
Systemic Risk Measures: Random Capital Allocation and Fair Risk Allocation
Lunch at the Mensa
14:00 Francesca Biagini
Reduced-form framework under model uncertainty
14:45 Yuri Kabanov
On ruin problems with investment
16:00 Monique Jeanblanc
Generalisation of the Cox model
