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

O. Mostovyi

Indifference pricing under the strong and weak information

09:30 – 09:50

C. H. Rhee

Heavy-Tailed Large Deviations and Reinsurance Problems

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

D. Makariou, Y. Chen, P. Barrieu

Pricing dynamics in catastrophe bond insurance

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