Attend asf2024 in order to meet the leaders in the actuarial science and finance and keep abreast of all advances in the field.
12th 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 asf2024 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.
Julia EisenbergAssociate Professor, Vienna University of Technology (TUW), Austria
eisenbe@fam.tuwien.ac.at
Personal Website
Research areas:
- Actuarial Mathematics
- Stochastic Optimization
- Optimal Control Theory
- Reinsurance, Dividends, Capital Injections in Insurance Companies
- Pensions
Julia EisenbergAssociate Professor, Vienna University of Technology (TUW), Austria
eisenbe@fam.tuwien.ac.at
Personal Website
Research areas:
- Actuarial Mathematics
- Stochastic Optimization
- Optimal Control Theory
- Reinsurance, Dividends, Capital Injections in Insurance Companies
- Pensions
Carole BernardProfessor of finance, Faculty of Economics, Vrije Universiteit Brussel, Belgium
carole.bernard@vub.be
Personal Website
Research topics
- Systemic Risk.
- Decision Theory, Quantitative Behavioral Finance.
- Dependence Modelling, Assessing Model Risk.
- Volatility Derivatives, Quadratic Variation Hedging, Timer Options.
- Optimal Insurance and Reinsurance.
- Pricing and Hedging Exotic Derivatives: Barrier Options, Parisian Options.
- Applications of the Option Theory: Bank Deposit Guarantees, Regulation, Market Value.
- Valuation of Life Insurance Contracts.
- International Accounting Standards (IAS), IFRS, Solvency II.
- American Products, Surrender Option.
- Risk management, Economic capital, Risk measures: Value-at-Risk.
Carole BernardProfessor of finance, Faculty of Economics, Vrije Universiteit Brussel, Belgium
carole.bernard@vub.be
Personal Website
Research topics
- Systemic Risk.
- Decision Theory, Quantitative Behavioral Finance.
- Dependence Modelling, Assessing Model Risk.
- Volatility Derivatives, Quadratic Variation Hedging, Timer Options.
- Optimal Insurance and Reinsurance.
- Pricing and Hedging Exotic Derivatives: Barrier Options, Parisian Options.
- Applications of the Option Theory: Bank Deposit Guarantees, Regulation, Market Value.
- Valuation of Life Insurance Contracts.
- International Accounting Standards (IAS), IFRS, Solvency II.
- American Products, Surrender Option.
- Risk management, Economic capital, Risk measures: Value-at-Risk.
Emmanuel GobetProfessor of Applied Mathematics, Ecole Polytechnique, France
emmanuel.gobet@polytechnique.edu
Personal Website
Main research topics:
- Monte Carlo simulations and stochastic approximations
- Machine learning, data science, extremes
- Quantitative finance, risk management, digital finance
- Stochastic control and stochastic modelling
- Applications: Climate change, Energy
Emmanuel GobetProfessor of Applied Mathematics, Ecole Polytechnique, France
emmanuel.gobet@polytechnique.edu
Personal Website
Main research topics:
- Monte Carlo simulations and stochastic approximations
- Machine learning, data science, extremes
- Quantitative finance, risk management, digital finance
- Stochastic control and stochastic modelling
- Applications: Climate change, Energy
Torsten KleinowProfessor, Faculty of Economics, University of Amsterdam, Holland
t.kleinow@uva.nl
Personal Website
Kleinow studied mathematics at Humboldt-Universität zu Berlin and received his degree in 1998. He later obtained his PhD in Economics from the same institution. From 2004 to 2010 he worked as a lecturer at Heriot-Watt University’s Department of Actuarial Mathematics and Statistics in Edinburgh and since 2010 he worked here as an associate professor. During his academic career Kleinow has supervised PhD students, held various administrative roles, and he continues to participate in many national and international research projects dealing with mortality rates and life expectancy.
Torsten KleinowProfessor, Faculty of Economics, University of Amsterdam, Holland
t.kleinow@uva.nl
Personal Website
Kleinow studied mathematics at Humboldt-Universität zu Berlin and received his degree in 1998. He later obtained his PhD in Economics from the same institution. From 2004 to 2010 he worked as a lecturer at Heriot-Watt University’s Department of Actuarial Mathematics and Statistics in Edinburgh and since 2010 he worked here as an associate professor. During his academic career Kleinow has supervised PhD students, held various administrative roles, and he continues to participate in many national and international research projects dealing with mortality rates and life expectancy.
Caroline HillairetProfessor, Finance and actuarial science, ENSAE-Crest, France
caroline.hillairet@ensae.fr
Personal Website
Research interests:
- Cyber risk : : Co-director of the Research Initiative : "Cyber insurance : actuarial modeling" coordinated by the Fondation du risque (Institut Louis Bachelier), and supported by AXA Research Fund
- Dynamic utilities and long term yield curve modeling
- Longevity risk and pensions
- Asymmetric information and enlargement of filtrations
- Principal-agent contract with moral hazard, Public-Private-Partnerships
- Credit Risk
Caroline HillairetProfessor, Finance and actuarial science, ENSAE-Crest, France
caroline.hillairet@ensae.fr
Personal Website
Research interests:
- Cyber risk : : Co-director of the Research Initiative : "Cyber insurance : actuarial modeling" coordinated by the Fondation du risque (Institut Louis Bachelier), and supported by AXA Research Fund
- Dynamic utilities and long term yield curve modeling
- Longevity risk and pensions
- Asymmetric information and enlargement of filtrations
- Principal-agent contract with moral hazard, Public-Private-Partnerships
- Credit Risk
Fima KlebanerProfessor, Director of Centre for Modelling of Stochastic Systems (CMSS), Monash University, Australia
Fima.Klebaner@monash.edu
Personal Website
Research areas of interest are:
- Stochastic Processes
- Applied Probability
- Stochastic Calculus
- Financial Mathematics
- Mathematical Biology
- Population Dependent Branching Processes
Fima KlebanerProfessor, Director of Centre for Modelling of Stochastic Systems (CMSS), Monash University, Australia
Fima.Klebaner@monash.edu
Personal Website
Research areas of interest are:
- Stochastic Processes
- Applied Probability
- Stochastic Calculus
- Financial Mathematics
- Mathematical Biology
- Population Dependent Branching Processes