Attend asf2026 in order to meet the leaders in the actuarial science and finance and keep abreast of all advances in the field.
13th Conference in Actuarial Science & Finance on Samos
The Department of Statistics and Actuarial – Financial Mathematics of the University of the Aegean is pleased to host the 12th Conference in Actuarial Science & Finance on Samos
Why to attend?
Participate
Participate in asf2026 in order to present your own research achievements and accomplishments and gain insight or new ideas from colleagues from Universities, Insurance Companies, Banks, Consulting Firms or Regulatory Authorities, interested in actuarial-financial mathematics.
Alfred MuellerProfessor, Department Mathematik, University of Siegen, Germany
mueller@mathematik.uni-siegen.de
Personal Website
Main Research Interests:
- Stochastic order relations and modeling dependence
- Theory of copulas and Lévy copulas
- Actuarial and financial mathematics
- Stochastic models for electricity markets and electricity derivatives
- Stochastic models for sea level and flood data
- Risk measures
- Markov decision processes
- Optimal stopping problems
- Decisions under risk and uncertainty
Alfred MuellerProfessor, Department Mathematik, University of Siegen, Germany
mueller@mathematik.uni-siegen.de
Personal Website
Main Research Interests:
- Stochastic order relations and modeling dependence
- Theory of copulas and Lévy copulas
- Actuarial and financial mathematics
- Stochastic models for electricity markets and electricity derivatives
- Stochastic models for sea level and flood data
- Risk measures
- Markov decision processes
- Optimal stopping problems
- Decisions under risk and uncertainty
Julien GuyonProfessor of Applied Mathematics, École Nationale des Ponts, France
julien.guyon@enpc.fr
Personal Website
Julien Guyon is a professor of Applied Mathematics at École nationale des ponts et chaussées, one of the oldest and one of the most prestigious French Grandes Écoles, where he holds the BNP Paribas Chair Futures of Quantitative Finance, and a visiting associate professor in the Department of Finance and Risk Engineering at the NYU Tandon School of Engineering. He is also an adjunct professor in the Department of Mathematics at Columbia University (New York). Before joining Ecole des Ponts, Julien worked in the financial industry for 16 years, first in the Global Markets Quantitative Research team at Societe Generale in Paris (2006-2012), then as a senior quantitative analyst in the Quantitative Research group at Bloomberg L.P., New York (2012-2022). Julien was also previously an adjunct professor at the Courant Institute of Mathematical Sciences, NYU; at Baruch College, City University of New York; at Université Paris Diderot; and at École nationale des ponts et chaussées.
Julien received the 2025 Quant of the Year award by Risk. He is also a Louis Bachelier Fellow. He serves as an Associate Editor of Finance & Stochastics, SIAM Journal on Financial Mathematics, Quantitative Finance, and Journal of Dynamics and Games.
Julien co-authored the book Nonlinear Option Pricing (Chapman & Hall, 2014) with Pierre Henry-Labordere. He has published more than 25 articles in peer-reviewed journals (including Finance and Stochastics, SIAM Journal on Financial Mathematics, Quantitative Finance, Risk, Journal of Computational Finance, Annals of Applied Probability, Stochastic Processes and their Applications) and is a regular speaker at international conferences, both academic and professional. His main research interests include volatility and correlation modeling, option pricing, optimal transport, and numerical probabilistic methods.
A big soccer fan, Julien has also published articles on fairness in sports both in academic journals and in top-tier newspapers including The New York Times, The Times, Le Monde, and El País. Some of his suggestions for draws and tournament design have been adopted by FIFA and UEFA, including a new, fairer draw method for the FIFA World Cup (since 2018); a fairer format for the 2026 FIFA World Cup (adopted in March 2023); a new knockout bracket for the UEFA Euro (since 2020); and an optimized schedule of the UEFA Champions League. His paper "Risk of collusion: Will groups of 3 ruin the FIFA World Cup?" won the 2nd prize at the 2021 MIT Sloan Sports Analytics Conference, the biggest sports analytics event in the world.
Julien GuyonProfessor of Applied Mathematics, École Nationale des Ponts, France
julien.guyon@enpc.fr
Personal Website
Julien Guyon is a professor of Applied Mathematics at École nationale des ponts et chaussées, one of the oldest and one of the most prestigious French Grandes Écoles, where he holds the BNP Paribas Chair Futures of Quantitative Finance, and a visiting associate professor in the Department of Finance and Risk Engineering at the NYU Tandon School of Engineering. He is also an adjunct professor in the Department of Mathematics at Columbia University (New York). Before joining Ecole des Ponts, Julien worked in the financial industry for 16 years, first in the Global Markets Quantitative Research team at Societe Generale in Paris (2006-2012), then as a senior quantitative analyst in the Quantitative Research group at Bloomberg L.P., New York (2012-2022). Julien was also previously an adjunct professor at the Courant Institute of Mathematical Sciences, NYU; at Baruch College, City University of New York; at Université Paris Diderot; and at École nationale des ponts et chaussées.
Julien received the 2025 Quant of the Year award by Risk. He is also a Louis Bachelier Fellow. He serves as an Associate Editor of Finance & Stochastics, SIAM Journal on Financial Mathematics, Quantitative Finance, and Journal of Dynamics and Games.
Julien co-authored the book Nonlinear Option Pricing (Chapman & Hall, 2014) with Pierre Henry-Labordere. He has published more than 25 articles in peer-reviewed journals (including Finance and Stochastics, SIAM Journal on Financial Mathematics, Quantitative Finance, Risk, Journal of Computational Finance, Annals of Applied Probability, Stochastic Processes and their Applications) and is a regular speaker at international conferences, both academic and professional. His main research interests include volatility and correlation modeling, option pricing, optimal transport, and numerical probabilistic methods.
A big soccer fan, Julien has also published articles on fairness in sports both in academic journals and in top-tier newspapers including The New York Times, The Times, Le Monde, and El País. Some of his suggestions for draws and tournament design have been adopted by FIFA and UEFA, including a new, fairer draw method for the FIFA World Cup (since 2018); a fairer format for the 2026 FIFA World Cup (adopted in March 2023); a new knockout bracket for the UEFA Euro (since 2020); and an optimized schedule of the UEFA Champions League. His paper "Risk of collusion: Will groups of 3 ruin the FIFA World Cup?" won the 2nd prize at the 2021 MIT Sloan Sports Analytics Conference, the biggest sports analytics event in the world.
Luca RegisAssociate Professor, ESOMAS Department, University of Torino, Italy
uca.regis@unito.it
Personal Website
Since 2019: Associate Professor in Mathematics for Economics, Finance and Actuarial Science, ESOMAS Department, University of Torino.
2016-2019: Tenure-track Assistant Professor in Mathematics for Economics, Finance and Actuarial Science, Department of Economics, University of Siena.
2013-2016: Assistant Professor, AXES Research Unit, IMT Lucca.
2012-2013: Post-Doc Researcher, Faculty of Economics, University of Torino.
2007-2011: Ph.D in Economics, track in Applied Mathematics and Statistics, V. Pareto Ph.D. program, University of Torino.
Luca RegisAssociate Professor, ESOMAS Department, University of Torino, Italy
uca.regis@unito.it
Personal Website
Since 2019: Associate Professor in Mathematics for Economics, Finance and Actuarial Science, ESOMAS Department, University of Torino.
2016-2019: Tenure-track Assistant Professor in Mathematics for Economics, Finance and Actuarial Science, Department of Economics, University of Siena.
2013-2016: Assistant Professor, AXES Research Unit, IMT Lucca.
2012-2013: Post-Doc Researcher, Faculty of Economics, University of Torino.
2007-2011: Ph.D in Economics, track in Applied Mathematics and Statistics, V. Pareto Ph.D. program, University of Torino.
Ruixun ZhangAssistant Professor, Department of Financial Mathematics, Peking University, China
zhangruixun@pku.edu.cn
Personal Website
Hi, I am an Assistant Professor in the Department of Financial Mathematics, School of Mathematical Sciences at Peking University (PKU). I am also affiliated with the PKU Center for Statistical Science, the PKU National Engineering Laboratory for Big Data Analysis and Applications, the PKU Laboratory for Mathematical Economics and Quantitative Finance, and the MIT Laboratory for Financial Engineering.
Prior to joining PKU, I obtained my Ph.D. in Applied Mathematics from MIT in 2015, under the supervision of Andrew W. Lo. I received my bachelor's degrees in Mathematics and Applied Mathematics, and Economics (double degree) from Peking University in 2011. I also worked at Google and Goldman Sachs in the past.
My research interests include sustainable investing, market microstructure, machine learning applications in finance, and evolutionary foundations of economic behavior and financial markets. My research has been recognized by the S&P Global Academic ESG Research Award (2022), the International Centre for Pension Management (ICPM) Research Award, Honourable Mention (2023), the CFRI&CIRF-China Finance Review International Research Excellence Award (2023), the Best Paper Prize for Young Scholars in the Annual Conference of the Operations Research Society of China (Financial Engineering and Risk Management Branch, 2023), and the Commodity and Energy Markets Association (CEMA) Questrom-CEMA Best Paper Prize (2024).
Ruixun ZhangAssistant Professor, Department of Financial Mathematics, Peking University, China
zhangruixun@pku.edu.cn
Personal Website
Hi, I am an Assistant Professor in the Department of Financial Mathematics, School of Mathematical Sciences at Peking University (PKU). I am also affiliated with the PKU Center for Statistical Science, the PKU National Engineering Laboratory for Big Data Analysis and Applications, the PKU Laboratory for Mathematical Economics and Quantitative Finance, and the MIT Laboratory for Financial Engineering.
Prior to joining PKU, I obtained my Ph.D. in Applied Mathematics from MIT in 2015, under the supervision of Andrew W. Lo. I received my bachelor's degrees in Mathematics and Applied Mathematics, and Economics (double degree) from Peking University in 2011. I also worked at Google and Goldman Sachs in the past.
My research interests include sustainable investing, market microstructure, machine learning applications in finance, and evolutionary foundations of economic behavior and financial markets. My research has been recognized by the S&P Global Academic ESG Research Award (2022), the International Centre for Pension Management (ICPM) Research Award, Honourable Mention (2023), the CFRI&CIRF-China Finance Review International Research Excellence Award (2023), the Best Paper Prize for Young Scholars in the Annual Conference of the Operations Research Society of China (Financial Engineering and Risk Management Branch, 2023), and the Commodity and Energy Markets Association (CEMA) Questrom-CEMA Best Paper Prize (2024).