“Many ideas grow better when transplanted into another mind than in the one where they sprang up.”

– Oliver Wendell Holmes (1809-1894)

Talk at the 2021 IME Congress

I presented the paper “Bayesian model averaging for mortality forecasting using leave-future-out validation” at the virtual 2021 IME Congress. You can have a look at my recorded presentation and the working paper.

 

Talk at EUSP

In March 2020, I was lucky to present the research done during my PhD at the St-Petersburg Spring School in Risk Management, Insurance and Finance 2020. It was great to talk about market-consistency, risk measurement and option pricing with so many actuaries from practice.

 
Check out the event
M74C6544
M74C7193
M74C6573
M74C6592
M74C7219
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FULL LiST OF Presentations

  • 24th IME International Congress, Bayesian model averaging for mortality forecating using leave-future-out validation, July 6, 2021.
  • Online Lyon-Lausanne seminar, Pricing equity-linked life insurance contracts with multiple risk factors by neural networks, January 19, 2021.
  • Online workshop on the interplay between financial and actuarial risks (organized by Tsinghua University), Single and multi-period fair valuation, December 17 2020.
  • Online IFAM seminar, (University of Liverpool), Pricing equity-linked life insurance contracts with multiple risk factors by neural networks, December 16 2020.
  • 9th St. Petersburg Spring School, (European University at St-Petersburg), Fair valuation of insurance liabilities: merging market- and model-consistency, March 2 2020.
  • Research seminar, (University of Milano-Bicocca, Italy), Fair valuation of insurance liabilities: Interplay between actuarial judgement and market-consistency, February 10, 2020.
  • ISFA research seminar, Lyon, Fair valuation of insurance liabilities: Interplay between actuarial judgement and market-consistency, November 22, 2019.
  • 23rd IME International Congress (Munich, Germany), Two-step actuarial valuation: Axiomatic characterization and applications, July 10-12, 2019
  • PARTY Conference (Spring School for young researchers), (Sibiu, Romania), Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency, April 14-19, 2019.
  • Workshop on Fair Valuation in Insurance (ULB), Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency, March 22 2019.
  • PhD Workshop on the perspectives in actuarial science, insurance and risk theory (KU Leuven, Belgium), Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency, January 14 2019.
  • 4th European Actuarial Journal Conference (KU Leuven, Belgium), Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency, September 9-11, 2018.
  • 22nd IME International Congress (UNSW Sydney, Australia), Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency, July 15-18, 2018.
  • Actuarial and Financial Mathematics Conference (Brussels, Belgium), Poster session: Fair valuation of insurance liabilities via mean-variance hedging, February 8-9, 2018.
  • PhD Workshop on the perspectives in actuarial science, insurance and risk theory (Cass Business School, London, UK), Fair valuation of insurance liabilities in a multi-period framework, December 19, 2017.
  • Workshop on the fair valuation of insurance liabilities Insurance (Research Center, Tehran, Iran), Fair valuation of insurance liabilities in a multi-period framework, September 10-11, 2017.
  • Workshop on the interplay between Financial and Actuarial Risks (Central University of Finance and Economics, Beijing, China), Market-consistent valuation in a world with financial and actuarial claims, November 5-6, 2016.
  • 20th IME International Congress Georgia State University, (Atlanta, USA) Market-consistent valuation of combined nancial-actuarial claims, July 24-27, 2016.