{"id":864,"date":"2022-12-11T20:42:39","date_gmt":"2022-12-11T20:42:39","guid":{"rendered":"http:\/\/127.0.0.1\/conference\/?page_id=864"},"modified":"2024-05-12T07:10:38","modified_gmt":"2024-05-12T07:10:38","slug":"conference-program","status":"publish","type":"page","link":"https:\/\/actuarweb.aegean.gr\/samos2024\/conference-program\/","title":{"rendered":"Conference Program"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-page\" data-elementor-id=\"864\" class=\"elementor elementor-864\">\n\t\t\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-4b36e48f elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"4b36e48f\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-44c28e41\" data-id=\"44c28e41\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-34afdf75 elementor-widget elementor-widget-text-editor\" data-id=\"34afdf75\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<style>\/*! elementor - v3.21.0 - 08-05-2024 *\/\n.elementor-widget-text-editor.elementor-drop-cap-view-stacked .elementor-drop-cap{background-color:#69727d;color:#fff}.elementor-widget-text-editor.elementor-drop-cap-view-framed .elementor-drop-cap{color:#69727d;border:3px solid;background-color:transparent}.elementor-widget-text-editor:not(.elementor-drop-cap-view-default) .elementor-drop-cap{margin-top:8px}.elementor-widget-text-editor:not(.elementor-drop-cap-view-default) .elementor-drop-cap-letter{width:1em;height:1em}.elementor-widget-text-editor .elementor-drop-cap{float:left;text-align:center;line-height:1;font-size:50px}.elementor-widget-text-editor .elementor-drop-cap-letter{display:inline-block}<\/style>\t\t\t\t<p><!-- wp:paragraph --><\/p>\n<p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/2024\/05\/ConferenceProgram24_10-2.doc\">You can download the full pdf of the conference program here.<\/a><\/p>\n<p><!-- \/wp:paragraph --><\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-ab2eee6 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"ab2eee6\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-c3eaf63\" data-id=\"c3eaf63\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-524a298 elementor-widget elementor-widget-eael-adv-tabs\" data-id=\"524a298\" data-element_type=\"widget\" data-widget_type=\"eael-adv-tabs.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t        <div data-scroll-on-click=\"no\" data-scroll-speed=\"300\" id=\"eael-advance-tabs-524a298\" class=\"eael-advance-tabs eael-tabs-horizontal eael-tab-auto-active \" data-tabid=\"524a298\">\n            <div class=\"eael-tabs-nav\">\n                <ul class=\"eael-tab-inline-icon\" role=\"tablist\">\n                                            <li id=\"mondaybr-20th\" class=\"active-default eael-tab-item-trigger\" aria-selected=\"true\" data-tab=\"1\" role=\"tab\" tabindex=\"0\" aria-controls=\"mondaybr-20th-tab\" aria-expanded=\"false\">\n                            \n                                                                                                                            \n                                                            <span class=\"eael-tab-title  title-after-icon\">Monday<br> 20th<\/span>                            \n                                                    <\/li>\n                                            <li id=\"tuesday-br-21st-\" class=\"inactive eael-tab-item-trigger\" aria-selected=\"false\" data-tab=\"2\" role=\"tab\" tabindex=\"-1\" aria-controls=\"tuesday-br-21st--tab\" aria-expanded=\"false\">\n                            \n                                                                                                                            \n                                                            <span class=\"eael-tab-title  title-after-icon\">Tuesday <br> 21st <\/span>                            \n                                                    <\/li>\n                                            <li id=\"wednesdaybr22nd\" class=\"inactive eael-tab-item-trigger\" aria-selected=\"false\" data-tab=\"3\" role=\"tab\" tabindex=\"-1\" aria-controls=\"wednesdaybr22nd-tab\" aria-expanded=\"false\">\n                            \n                                                                                                                            \n                                                            <span class=\"eael-tab-title  title-after-icon\">Wednesday<br>22nd<\/span>                            \n                                                    <\/li>\n                                            <li id=\"thursdaybr23rd\" class=\"inactive eael-tab-item-trigger\" aria-selected=\"false\" data-tab=\"4\" role=\"tab\" tabindex=\"-1\" aria-controls=\"thursdaybr23rd-tab\" aria-expanded=\"false\">\n                            \n                                                                                                                            \n                                                            <span class=\"eael-tab-title  title-after-icon\">Thursday<br>23rd<\/span>                            \n                                                    <\/li>\n                                            <li id=\"fridaybr24th\" class=\"inactive eael-tab-item-trigger\" aria-selected=\"false\" data-tab=\"5\" role=\"tab\" tabindex=\"-1\" aria-controls=\"fridaybr24th-tab\" aria-expanded=\"false\">\n                            \n                                                                                                                            \n                                                            <span class=\"eael-tab-title  title-after-icon\">Friday<br>24th<\/span>                            \n                                                    <\/li>\n                                            <li id=\"saturdaybr25th\" class=\"inactive eael-tab-item-trigger\" aria-selected=\"false\" data-tab=\"6\" role=\"tab\" tabindex=\"-1\" aria-controls=\"saturdaybr25th-tab\" aria-expanded=\"false\">\n                            \n                                                                                                                            \n                                                            <span class=\"eael-tab-title  title-after-icon\">Saturday<br>25th<\/span>                            \n                                                    <\/li>\n                                    <\/ul>\n            <\/div>\n            \n            <div class=\"eael-tabs-content\">\n\t\t        \n                    <div id=\"mondaybr-20th-tab\" class=\"clearfix eael-tab-content-item active-default\" data-title-link=\"mondaybr-20th-tab\">\n\t\t\t\t                                    \t\t<div data-elementor-type=\"section\" data-elementor-id=\"1693\" class=\"elementor elementor-1693\">\n\t\t\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-7e0ca56e elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"7e0ca56e\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-1be917fa\" data-id=\"1be917fa\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-26b76e06 elementor-widget elementor-widget-text-editor\" data-id=\"26b76e06\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<table width=\"635\"><tbody><tr><td colspan=\"2\" width=\"619\"><p><strong><em>Session 1: <\/em><\/strong><em>Stochastic Models in Non-Life Insurance<\/em> <em>(<\/em><em>Chair,<\/em><em> \u00a0<a href=\"http:\/\/www.hec.unil.ch\/people\/halbrecher\">Hansjoerg Albrecher<\/a>).<\/em><\/p><\/td><td width=\"16\"><p><em>\u00a0<\/em><\/p><\/td><\/tr><tr><td width=\"151\"><p><em>\u00a0<\/em><\/p><\/td><td width=\"468\"><p><em>\u00a0<\/em><\/p><\/td><td width=\"16\"><p><strong><em>\u00a0<\/em><\/strong><\/p><\/td><\/tr><tr><td width=\"151\"><h4><em>\u00a0<\/em><em>Time<\/em><\/h4><\/td><td colspan=\"2\" width=\"484\"><h4><em>Subject<\/em><\/h4><\/td><\/tr><tr><td width=\"151\"><p>08:30 \u2013 09:10<\/p><\/td><td colspan=\"2\" width=\"484\"><p><strong><em>Invited Lecture:<\/em><\/strong><em> <strong><a href=\"https:\/\/fam.tuwien.ac.at\/~jeisenbe\/\">Julia Eisenberg<\/a><\/strong><\/em><\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/2024\/03\/AbstractEisenberg24.pdf\"><em> Ornstein-Uhlenbeck Process in Non-life Insurance: The Beauty and the Beast<\/em><\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>09:10 \u2013 09:30<\/p><\/td><td colspan=\"2\" width=\"484\"><p><em>S. C. Vanegas <strong>Andrei L. Badescu<\/strong>, X. S. Lin<\/em><\/p><p><em><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/Samos_submission_Andrei_Badescu.pdf\">Claim Reserving via Inverse Probability Weighting. <br \/>A Micro-Level Chain-Ladder Method<\/a><\/em><\/p><\/td><\/tr><tr><td width=\"151\"><p>09:30 \u2013 09:50<\/p><\/td><td colspan=\"2\" width=\"484\"><p><em>G. Tzougas, <strong>D. Makariou<\/strong><\/em><\/p><p><em><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/MPGIG_abstract_submission.pdf\">The Multivariate Poisson-Generalized Inverse Gaussian Claim Count Regression Model with Varying Dispersion and Shape Parameters<\/a><\/em><\/p><\/td><\/tr><tr><td width=\"151\"><p>09:50 \u2013 10:10<\/p><\/td><td colspan=\"2\" width=\"484\"><p><strong><em>D. G. Konstantinides<\/em><\/strong><em>, C. D. Passalidis, N. E. Porichis<\/em><\/p><p><em><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/KPP24D15absCASF.pdf\">Closure properties in positively decreasing and related distributions under dependence<\/a><\/em><\/p><\/td><\/tr><tr><td width=\"151\"><p>10:10 \u2013 11:00<\/p><\/td><td colspan=\"2\" width=\"484\"><p><em>Break<\/em><\/p><\/td><\/tr><tr><td width=\"151\"><p>11:00 \u2013 11:20<\/p><\/td><td colspan=\"2\" width=\"484\"><p><em>M. A. Lkabous, Z. Wang, <strong>M. Yang <\/strong><\/em><\/p><p><em><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/Abstract_On_the_Range_Process.pdf\">On the Range Process of a Levy Risk Process with Fair Valuation of Insurance Contract<\/a><\/em><\/p><\/td><\/tr><tr><td width=\"151\"><p>11:20 \u2013 11:40<\/p><\/td><td colspan=\"2\" width=\"484\"><p><strong>S. Asmussen<\/strong><\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/02\/AsmussenSamos24.pdf\">Matrix representations of Wiener-Hopf Factorizations for Levy Processes<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>11:40 \u2013 12:00<\/p><\/td><td colspan=\"2\" width=\"484\"><p><strong>S. Tzaninis<\/strong>, A. Bozikas<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/Tzaninis_abstract_ASF2024.pdf\">A recursive algorithm for the computation of some mixed compound distributions<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>12:00 \u2013 12:20<\/p><\/td><td colspan=\"2\" width=\"484\"><p><strong>L. Kanellopoulos<\/strong><\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/Abstract-May-2024-SAMOS.pdf\">Some approximation results for ruin probabilities in the classical risk model<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>12:20 \u2013 12:40<\/p><\/td><td colspan=\"2\" width=\"484\"><p><strong>H. Albrecher, <\/strong>P. Azcue, N. Muler<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/abstract_template_ASF2024-2.pdf\">Optimal dividend strategies for a catastrophe insurer<\/a><\/p><\/td><\/tr><\/tbody><\/table>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t                            <\/div>\n\t\t        \n                    <div id=\"tuesday-br-21st--tab\" class=\"clearfix eael-tab-content-item inactive\" data-title-link=\"tuesday-br-21st--tab\">\n\t\t\t\t                                    \t\t<div data-elementor-type=\"section\" data-elementor-id=\"1699\" class=\"elementor elementor-1699\">\n\t\t\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-6a28ec91 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"6a28ec91\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-3d6d4d87\" data-id=\"3d6d4d87\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-687e2e69 elementor-widget elementor-widget-text-editor\" data-id=\"687e2e69\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<table width=\"635\"><tbody><tr><td colspan=\"2\" width=\"619\"><p><strong>Session 2: <\/strong><em>Financial Theory and Practice<\/em> (<em>Chair<\/em>, <a href=\"https:\/\/www.maths.ox.ac.uk\/people\/jan.obloj\">Jan Ob\u0142\u00f3j<\/a>).<\/p><\/td><td width=\"16\">\u00a0<\/td><\/tr><tr><td width=\"151\">\u00a0<\/td><td width=\"468\">\u00a0<\/td><td width=\"16\"><p><strong>\u00a0<\/strong><\/p><\/td><\/tr><tr><td width=\"151\"><h4>\u00a0Time<\/h4><\/td><td colspan=\"2\" width=\"484\"><h4>Subject<\/h4><\/td><\/tr><tr><td width=\"151\"><p>08:30 \u2013 09:10<\/p><\/td><td colspan=\"2\" width=\"484\"><p><strong><em>Invited Lecture:<\/em><\/strong> <strong><a href=\"http:\/\/www.carole.bernard.free.fr\/\">Carole Bernard<\/a> <\/strong>(together with G. Junike, T. Lux and S. Vanduffel)<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/2024\/04\/AbstractBernard24.pdf\">Cost-efficiency under Model Ambiguity<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>09:10 \u2013 09:30<\/p><\/td><td colspan=\"2\" width=\"484\"><p>B. Dong, <strong>W. Xu<\/strong><\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/abstract_ASF2024_WX.pdf\">Joint Implied Willow Tree: an approach for joint S and P 500\/VIX Calibration<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>09:30 \u2013 09:50<\/p><\/td><td colspan=\"2\" width=\"484\"><p><strong>M. Bladt<\/strong><\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/abstract_MB.pdf\">Phase-type modelling of stochastic interest rates<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>09:50 \u2013 10:10<\/p><\/td><td colspan=\"2\" width=\"484\"><p><strong>S. Desmettre<\/strong>, S. Hochgerner<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/02\/abstract_ASF2024_Desmettre.pdf\">A Mean-Field Extension of the LIBOR Market Model for the Valuation of Long-Term Guarantees<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>10:10 \u2013 11:00<\/p><\/td><td colspan=\"2\" width=\"484\"><p><em>Break<\/em><\/p><\/td><\/tr><tr><td width=\"151\"><p>11:00 \u2013 11:20<\/p><\/td><td colspan=\"2\" width=\"484\"><p>M. Augustyaniak, <strong>Alexandru Badescu<\/strong>, J. F. Begin, S. K. Jayaraman<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/Badescu_extended_abstract_SAMOS.pdf\">On the relation between discrete and continuous-time affine option pricing models<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>11:20 \u2013 11:40<\/p><\/td><td colspan=\"2\" width=\"484\"><p><strong>M. Augustyniak<\/strong>, A. Badescu, J. F. Begin<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/02\/Augustyniak_extended_abstract.pdf\">A Discrete-Time Hedging Framework for Econometric Option Pricing Models<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>11:40 \u2013 12:00<\/p><\/td><td colspan=\"2\" width=\"484\"><p>M. Kelner, <strong>Z. Landsman<\/strong>, E. Makov<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/Abstract-Kelner.Landsman.Makov-_Samos-2024.pdf\">A New Approach for Generating Archimedean Copulas<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>12:00 \u2013 12:20<\/p><\/td><td colspan=\"2\" width=\"484\"><p>D. G, Konstantinides, <strong>C. D. Passalidis<\/strong><\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/abstract_template_ASF2024-1.pdf\">Closure properties and heavy tails: random vectors in the presence of dependence<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>12:20 \u2013 12:40<\/p><\/td><td colspan=\"2\" width=\"484\"><p>M. V. Boutsikas, <strong>D. J. Economides<\/strong><\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/abstract_template_ASF2024-4.pdf\">Perpetual American Options in a jump-diffusion model with random inspection<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>12:40 \u2013 13:00<\/p><\/td><td colspan=\"2\" width=\"484\"><p><strong>P. Gapeev<\/strong>, G Peskir<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/02\/abstract_template_ASF2024-Gapeev.pdf\">Perpetual American Options in Two-Dimensional Diffusion Model<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>13:10 \u2013 13:40<\/p><\/td><td colspan=\"2\" width=\"484\"><p><span style=\"color: #1f497d;\">Meeting of the Organizing Committee<\/span><\/p><\/td><\/tr><\/tbody><\/table>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t                            <\/div>\n\t\t        \n                    <div id=\"wednesdaybr22nd-tab\" class=\"clearfix eael-tab-content-item inactive\" data-title-link=\"wednesdaybr22nd-tab\">\n\t\t\t\t                                    \t\t<div data-elementor-type=\"section\" data-elementor-id=\"1702\" class=\"elementor elementor-1702\">\n\t\t\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-7a5e6b69 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"7a5e6b69\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-43b94cc6\" data-id=\"43b94cc6\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-269ace7c elementor-widget elementor-widget-text-editor\" data-id=\"269ace7c\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<table width=\"624\"><tbody><tr><td colspan=\"2\" width=\"619\"><p><strong>Session 3: <\/strong><em>Actuarial and Financial Data Analytics<\/em> (<em>Chair<\/em>, <a href=\"https:\/\/web.stanford.edu\/~jblanche\/\">Jose Blanchet<\/a>).<\/p><\/td><td width=\"3\">\u00a0<\/td><td width=\"2\">\u00a0<\/td><\/tr><tr><td width=\"151\">\u00a0<\/td><td width=\"468\">\u00a0<\/td><td width=\"3\"><p><strong>\u00a0<\/strong><\/p><\/td><td width=\"2\">\u00a0<\/td><\/tr><tr><td width=\"151\"><h4>\u00a0Time<\/h4><\/td><td colspan=\"3\" width=\"473\"><h4>Subject<\/h4><\/td><\/tr><tr><td width=\"151\"><p>08:30 &#8211; 09:10<\/p><\/td><td colspan=\"3\" width=\"473\"><p><strong><em>Invited Lecture :<a href=\"http:\/\/www.cmap.polytechnique.fr\/~gobet\/\">Emmanuel Gobet<\/a><\/em>,<\/strong> (together with M. Allouche, C. Lage, E. Mangin)<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/2024\/03\/AbstractGobet24.pdf\">Structured dictionary learning of rating migration matrices for credit risk modeling<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>09:10 &#8211; 09:30<\/p><\/td><td colspan=\"3\" width=\"473\"><p><strong>L. Markus<\/strong>, D. Boros<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/2024\/04\/Markus24.pdf\">Deep Learning the Parameters of Fractional Processes and Assessing Their Accuracy<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>09:30 &#8211; 09:50<\/p><\/td><td colspan=\"3\" width=\"473\"><p><strong>M. E. <\/strong><strong>Hiabu<\/strong>, J. Meyer, E. Mammen<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/abstract_template_ASF2024-2-1.pdf\">Random Planted Forest<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>09:50 &#8211; 10:10<\/p><\/td><td colspan=\"3\" width=\"473\"><p>M. Denuit, J. Huyghe, <strong>J. Trufin<\/strong>, T. Verdbout<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/Abstract_JulienTrufin.pdf\">Testing for auto-calibration with Lorenz and concentration curves<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>10:10 &#8211; 11:00<\/p><\/td><td colspan=\"3\" width=\"473\"><p><em>Break<\/em><\/p><\/td><\/tr><tr><td width=\"151\"><p>11:00 &#8211; 11:20<\/p><\/td><td colspan=\"3\" width=\"473\"><p><strong>A. Riis-Due<\/strong>, D. Landriault, B. Li<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/Samos-Extended-Abstract.pdf\">Reinforcement Learning Approaches to the Problem of Actuarial Credibility <\/a>\u00a0<\/p><\/td><\/tr><tr><td width=\"151\"><p>11:20 &#8211; 11:40<\/p><\/td><td colspan=\"3\" width=\"473\"><p>J. S. K. Chan, S. T. B. Choy, <strong>E. Makov<\/strong>, A. Shamir, V. Shapovalov<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/Abstract-_Enhanced-Variable-Selection-Algorithm-for-Handling-Overdispersion-in-Claims-Frequency-Modeling-Samos-2024.pdf\">Enhanced Variable Selection Algorithm for Handling Overdispersion in Claims Frequency Modeling with Mixture of Poisson Regression Using Telematics Car Driving Data<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>11:40 \u2013 12:00<\/p><\/td><td colspan=\"3\" width=\"473\"><p><strong>A. Janssen<\/strong>, S. Neblung, S. Stoev<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/abstract_ASF2024_Janssen.pdf\">Metric embeddings of tail correlation matrices<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>12:00 \u2013 12:20<\/p><\/td><td colspan=\"3\" width=\"473\"><p>K. Buchardt, C. Furrer, <strong>O. L. Sandqvist<\/strong><\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/02\/Samos_abstract.pdf\">Likelihood-based estimation for multistate models subject to IBNR- and RBNS-effects<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>12:20 \u2013 12:40<\/p><\/td><td colspan=\"3\" width=\"473\"><p><strong>L. Hong<\/strong>, H. Yang<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2023\/09\/abstract_Hong_ASF2024-1.pdf\">A new machine learning approach to detecting insurance fraud<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>12:40 \u2013 13:00<\/p><\/td><td colspan=\"3\" width=\"473\"><p><strong>M. Anthropelos<\/strong>, R. Feng, S. Kim<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/On-the-Expansion-of-Risk-Pooling.pdf\">On the Expansion of Risk Pooling<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>13:15 \u2013 20:00<\/p><\/td><td colspan=\"3\" width=\"473\"><p><span style=\"color: #ff0000;\">Excursion to Samos Island<\/span><\/p><\/td><\/tr><\/tbody><\/table>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t                            <\/div>\n\t\t        \n                    <div id=\"thursdaybr23rd-tab\" class=\"clearfix eael-tab-content-item inactive\" data-title-link=\"thursdaybr23rd-tab\">\n\t\t\t\t                                    \t\t<div data-elementor-type=\"section\" data-elementor-id=\"1705\" class=\"elementor elementor-1705\">\n\t\t\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-6eb415e9 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"6eb415e9\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-565464c2\" data-id=\"565464c2\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-6b28b0dd elementor-widget__width-initial elementor-widget elementor-widget-text-editor\" data-id=\"6b28b0dd\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<table width=\"633\"><tbody><tr><td colspan=\"2\" width=\"625\"><p><strong>Session 4: <\/strong><em>Life, Health, and Pension Insurance<\/em> (<em>Chair<\/em>, <a href=\"http:\/\/www.math.ku.dk\/~mogens\/\">Mogens Steffensen<\/a>)<strong>.<\/strong><\/p><\/td><td width=\"8\">\u00a0<\/td><\/tr><tr><td width=\"151\">\u00a0<\/td><td width=\"474\">\u00a0<\/td><td width=\"8\"><p><strong>\u00a0<\/strong><\/p><\/td><\/tr><tr><td width=\"151\"><h4>\u00a0Time<\/h4><\/td><td colspan=\"2\" width=\"482\"><h4>Subject<\/h4><\/td><\/tr><tr><td width=\"151\"><p>08:30 &#8211; 09:10<\/p><\/td><td colspan=\"2\" width=\"482\"><p><strong><em>Invited Lecture:<\/em><\/strong> <strong><a href=\"https:\/\/www.uva.nl\/profiel\/k\/l\/t.kleinow\/t.kleinow.html\">Torsten Kleinow<\/a><\/strong><\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/2024\/04\/kleinow.pdf\">Mortality Scenarios based on Cause-of-Death Modelling<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>09:10 &#8211; 09:30<\/p><\/td><td colspan=\"2\" width=\"482\"><p><strong>X. Yu<\/strong>, Y. Shen, J. Ziveyi, K. Park, M. Sherris<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/Modelling-Joint-Life-Functional-Disability-and-Mortality-and-Joint-Insurance-Pricing.pdf\">Modelling Joint Life Functional Disability and Mortality and Joint Insurance Pricing<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>09:30 &#8211; 09:50<\/p><\/td><td colspan=\"2\" width=\"482\"><p>M. Bladt, B. F. Nielsen, <strong>P. F. H. Olsen<\/strong><\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/abstract_pfho.pdf\">Matrix representation for prices of life-contingent derivatives<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>09:50 &#8211; 10:10<\/p><\/td><td colspan=\"2\" width=\"482\"><p>Y. Shen, M. Sherris, Y. Wang, <strong>J. Ziveyi<\/strong><\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/02\/SAMOS_Abstract_Ziveyi.pdf\">The valuation and assessment of retirement income products: A unified Markov Chain Monte Carlo framework<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>10:10 &#8211; 11:00<\/p><\/td><td colspan=\"2\" width=\"482\"><p><em>Break<\/em><\/p><\/td><\/tr><tr><td width=\"151\"><p>11:00 &#8211; 11:20<\/p><\/td><td colspan=\"2\" width=\"482\"><p><strong>P. C. Hornung<\/strong>, M. Steffensen<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/Abstract_Samos.pdf\">Investigating trade-offs in the design of smooth pension products<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>11:20 &#8211; 11:40<\/p><\/td><td colspan=\"2\" width=\"482\"><p><strong>A. G. Balter<\/strong>, M. Kallestrup-Lamb, M. D. Plovst<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/Balter_abstract_template_ASF2024.pdf\">Systematic longevity risk: The willingness to pay<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>11:40 &#8211; 12:00<\/p><\/td><td colspan=\"2\" width=\"482\"><p>K. Park, <strong>M. Sherris<\/strong><\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/ParkSherrisAbstractSAMOS2024_tex.pdf\">Design and Pricing of Private Long-term Care Insurance: An Australian Analysis<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>12:00 \u2013 12:20<\/p><\/td><td colspan=\"2\" width=\"482\"><p>J. A. Landono, <strong>J. B. Soe<\/strong><\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/Extended_Abstract.pdf\">Optimal consumption, investment, and life insurance including state dependence by risk-adjusted utility<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>12:20 \u2013 12:40<\/p><\/td><td colspan=\"2\" width=\"482\"><p>W. Li, <strong>T. Moenig<\/strong>, M. Augustyniak<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/02\/Samos2024_Abstract_BasisRiskVAs.pdf\">Basis Risk in Variable Annuity Separate Accounts<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>12:40 \u2013 13:00<\/p><\/td><td colspan=\"2\" width=\"482\"><p>J. P. Dehn-Toftehoj, <strong>D. Kusch-Falden<\/strong>, M. Steffensen<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/Falden_abstract_ASF2024.pdf\">Calibration of risk aversion to real pension asset allocation<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>13:10 \u2013 13:40<\/p><\/td><td colspan=\"2\" width=\"482\"><p><span style=\"color: #1f497d;\"><em>Open Meeting of the Scientific Committee<\/em><\/span><\/p><\/td><\/tr><\/tbody><\/table>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t                            <\/div>\n\t\t        \n                    <div id=\"fridaybr24th-tab\" class=\"clearfix eael-tab-content-item inactive\" data-title-link=\"fridaybr24th-tab\">\n\t\t\t\t                                    \t\t<div data-elementor-type=\"section\" data-elementor-id=\"1711\" class=\"elementor elementor-1711\">\n\t\t\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-f315b13 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"f315b13\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-5f1c989c\" data-id=\"5f1c989c\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-29bedc60 elementor-widget elementor-widget-text-editor\" data-id=\"29bedc60\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<table width=\"633\"><tbody><tr><td colspan=\"2\" width=\"609\"><p><strong>Session 5: <\/strong><em>Emerging risks: Climate, Cyber, Pandemics<\/em> (<em>Chair, <\/em><a href=\"http:\/\/www.math.uni-hamburg.de\/home\/drees\/\">Holger Drees<\/a>).<\/p><\/td><td width=\"16\">\u00a0<\/td><td width=\"8\">\u00a0<\/td><\/tr><tr><td width=\"151\">\u00a0<\/td><td width=\"458\">\u00a0<\/td><td width=\"16\"><p><strong>\u00a0<\/strong><\/p><\/td><td width=\"8\">\u00a0<\/td><\/tr><tr><td width=\"151\"><h4>\u00a0Time<\/h4><\/td><td colspan=\"3\" width=\"482\"><h4>Subject<\/h4><\/td><\/tr><tr><td width=\"151\"><p>08:30 &#8211; 09:10<\/p><\/td><td colspan=\"3\" width=\"482\"><p><strong><em>Invited Lecture:<\/em><\/strong><strong> <a href=\"https:\/\/www.ensae.fr\/en\/faculty\/3682-caroline-hillairet\/\">Caroline Hillairet<\/a><\/strong><strong>\u00a0<\/strong>(together with A. Reveillac, M. Rosenbaum, T. Peyrat)<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/2024\/04\/AbstractHillairet24.pdf\">Actuarial modeling for the systemic component of Cyber-risk<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>09:10 &#8211; 09:30<\/p><\/td><td colspan=\"3\" width=\"482\"><p><strong>C. Siggelkow<\/strong>, M. Scherer<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/02\/Submission.pdf\">Enhancing SME Factoring: A Stackelberg Game-Based Hybrid Pricing Model<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>09:30 &#8211; 09:50<\/p><\/td><td colspan=\"3\" width=\"482\"><p><strong>M. Ayguen<\/strong>, F. Bellini, R. J. A. Laeven<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/ExtendedAbstract_MucahitAygun.pdf\">On geometrically convex risk measures<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>09:50 &#8211; 10:10<\/p><\/td><td colspan=\"3\" width=\"482\"><p><strong>J. Alonso-Garcia<\/strong>, L. P. D. M. Garces, J. Ziveyi<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/02\/ASF2024_AlonsoGarcia.pdf\">Variables annuities: A closer look at ratchet guarantees, hybrid contract designs, and taxation<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>10:10 &#8211; 11:00<\/p><\/td><td colspan=\"3\" width=\"482\"><p><em>Break<\/em><\/p><\/td><\/tr><tr><td width=\"151\"><p>11:00 &#8211; 11:20<\/p><\/td><td colspan=\"3\" width=\"482\"><p>T. W. Ng, <strong>T. Nguyen<\/strong><\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/Abstract.pdf\">Individual Survivor Fund Account: The Impact of Bequest Motive on Tontine Participation<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>11:20 &#8211; 11:40<\/p><\/td><td width=\"458\"><p><strong>L. Yang<\/strong>, P. Shi, S. Huang<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/01\/abstract_LYang_ASF2024.pdf\">A Copula Model for Market Point Process with A Terminal Event: An Application in Dynamic Prediction of Insurance Claims<\/a><\/p><\/td><td width=\"16\">\u00a0<\/td><td width=\"8\">\u00a0<\/td><\/tr><tr><td width=\"151\"><p>11:40 &#8211; 12:00<\/p><\/td><td colspan=\"3\" width=\"482\"><p><strong>G. Pitselis<\/strong><\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/abstract_template_ASF2024.pdf\">Some New Developments in the Credible Distribution Estimation<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>12:00 &#8211; 12:20<\/p><\/td><td colspan=\"3\" width=\"482\"><p><strong>E. A. Valdez<\/strong><\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/2024\/04\/Valdez24.pdf\">Enhancing Business Insurance Loss Models through InsurTech Innovations<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>12:20 &#8211; 12:40<\/p><\/td><td colspan=\"3\" width=\"482\"><p><strong>H. Drees<\/strong><\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/abstract_Drees.pdf\">Statistical Inference on a Changing Extreme Value Dependence<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>\u00a0<\/p><\/td><td colspan=\"3\" width=\"482\"><p>\u00a0<\/p><\/td><\/tr><tr><td width=\"151\"><p>20:30 &#8211; 23:00<\/p><\/td><td colspan=\"3\" width=\"482\"><p><span style=\"color: #ff0000;\">Gala dinner in restaurant \u00abKritamo\u00bb at the Karlovassi Port.<\/span><\/p><\/td><\/tr><\/tbody><\/table>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t                            <\/div>\n\t\t        \n                    <div id=\"saturdaybr25th-tab\" class=\"clearfix eael-tab-content-item inactive\" data-title-link=\"saturdaybr25th-tab\">\n\t\t\t\t                                    \t\t<div data-elementor-type=\"section\" data-elementor-id=\"1714\" class=\"elementor elementor-1714\">\n\t\t\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-6ec821e elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"6ec821e\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-3969e671\" data-id=\"3969e671\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-55069939 elementor-widget elementor-widget-text-editor\" data-id=\"55069939\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<table width=\"624\"><tbody><tr><td colspan=\"2\" width=\"619\"><p><strong>Session 6:<\/strong><em> Risk Management<\/em> (<em>Chair<\/em>, <a href=\"http:\/\/stat.haifa.ac.il\/~landsman\/\">Zinovyi Landsman<\/a>).<\/p><\/td><td width=\"3\">\u00a0<\/td><td width=\"2\">\u00a0<\/td><\/tr><tr><td width=\"151\">\u00a0<\/td><td width=\"468\">\u00a0<\/td><td width=\"3\"><p><strong>\u00a0<\/strong><\/p><\/td><td width=\"2\">\u00a0<\/td><\/tr><tr><td width=\"151\"><h4>\u00a0Time<\/h4><\/td><td colspan=\"3\" width=\"473\"><h4>Subject<\/h4><\/td><\/tr><tr><td width=\"151\"><p>08:30 &#8211; 09:10<\/p><\/td><td colspan=\"3\" width=\"473\"><p><strong><em>Invited Lecture:<\/em><\/strong> <a href=\"https:\/\/www.monash.edu\/science\/schools\/school-of-mathematics\/Our-People\/staff\/jie-yen-fan\"><strong>Jie Yen Fan<\/strong><\/a><\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/2024\/03\/AbstractKlebaner24.pdf\">Implied Volatility, Option Models and mimicking<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>09:10 &#8211; 09:30<\/p><\/td><td colspan=\"3\" width=\"473\"><p><strong>V. Asimit<\/strong>, A. Badescu, C. Ziwei, B. Ichim, L. Peng, R. Tunary, F. Zhou<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/ASF2024_Vali_Asimit.pdf\">Estimation and Risk Modelling under Parity Principles<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>09:30 &#8211; 09:50<\/p><\/td><td colspan=\"3\" width=\"473\"><p><strong>F. Yang<\/strong>, Chen Zhou<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/abstract_ASF2024.pdf\">Systemic Risk Shift<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>09:50 &#8211; 10:10<\/p><\/td><td colspan=\"3\" width=\"473\"><p>A. Dias, <strong>J. Han<\/strong>, A. J. McNeil<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/01\/Abstract_of__the_distribution_of_VaR_Exceedances_in_a_vt_s_vine_model_.pdf\">On the Distribution of VAR Exceedances in a Vt-s-vine Model<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>10:20 &#8211; 11:00<\/p><\/td><td colspan=\"3\" width=\"473\"><p><em><strong>Closing Ceremony<\/strong><\/em><\/p><\/td><\/tr><tr><td width=\"151\">\u00a0<\/td><td colspan=\"3\" width=\"473\">\u00a0<\/td><\/tr><tr><td width=\"151\">\u00a0<\/td><td colspan=\"3\" width=\"473\">\u00a0<\/td><\/tr><tr><td width=\"151\">\u00a0<\/td><td colspan=\"3\" width=\"473\">\u00a0<\/td><\/tr><\/tbody><\/table>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t                            <\/div>\n\t\t                    <\/div>\n        <\/div>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"<p>You can download the full pdf of the conference program here. Monday 20th Tuesday 21st Wednesday22nd Thursday23rd Friday24th Saturday25th Session 1: Stochastic Models in Non-Life Insurance (Chair, \u00a0Hansjoerg Albrecher). \u00a0 \u00a0 \u00a0 \u00a0 \u00a0Time Subject 08:30 \u2013 09:10 Invited Lecture: Julia Eisenberg Ornstein-Uhlenbeck Process in Non-life Insurance: The Beauty and the Beast 09:10 \u2013 09:30 &hellip; <\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_eb_attr":"","footnotes":""},"class_list":["post-864","page","type-page","status-publish","hentry"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v22.6 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Conference Program - 12th Conference in Actuarial Science &amp; Finance on Samos<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/conference-program\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Conference Program - 12th Conference in Actuarial Science &amp; Finance on Samos\" \/>\n<meta property=\"og:description\" content=\"You can download the full pdf of the conference program here. 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