Session 5: Emerging risks: Climate, Cyber, Pandemics (Chair, Chang-Han Rhee).  
    

 Time

Subject

08:30 – 09:10

Invited Lecture: Laszlo Markus

When statistics meets AI: Estimating fractional Ornstein-Uhlenbeck processes with competing methods

09:10 – 09:30

R.G. Alcoforado, A.D.E dos Reis, D. Pommeret

Modelling dependence between frequency and severity for liability  and housing insurance and its implications in premium calculation

09:30 – 09:50

F. Cartellier, D. Coculescu

Leveraging risk sharing for effective climate mitigation

09:50 – 10:10

R. Viduli, G. Tzougas, G. Rabitti

Partially factorized Variational Inference for overdispersed Poisson claim counts

10:10 – 11:00Break
11:00 – 11:20

O. Mostovyi

Indifference pricing under the strong and weak information

11:20 – 11:40

D. Makariou, Y. Chen, P. Barrieu

Pricing dynamics in catastrophe bond insurance

  
  
20:30 – 23:00Gala dinner in restaurant.