“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 2022 European Actuarial Journal Conference

I presented the paper “Surveillance of actuarial assumptions in the ERM framework” at the EAJ conference in Tartu (Estonia). You can have a look at my slides.

Talk at the 2022 Live Webinar of the IAA Life Section

I presented the paper “Insurance valuation: a two-step generalised regression approach” during a live webinar of the IAA Life Section. You can have a look at my recorded presentation and the working paper.

Talk at the 2021 FINACT-IRAN International Conference

I presented the paper “Pricing equity-linked life insurance via neural networks” at the online FINACT-IRAN conference. You can have a look at my recorded presentation and the working paper.

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.

FULL LiST OF Presentations

5th European Actuarial Journal Conference (Tartu, Estonia), Surveillance of actuarial assumptions in the ERM framework, August 23, 2022.
6th HMD Symposium, INED (Paris), Bayesian model averaging for mortality forecasting using leave-future-out validation, June 16, 2022
Research seminar, University of Amsterdam, Bayesian model averaging for mortality forecasting using leave-future-out validation, June 10, 2022
Research seminar, Université Laval (Québec), Insurance valuation: a two-step generalized regression approach, June 3, 2022
Breakfast DIALog Chair, Paris, Bayesian model averaging for mortality forecasting using leave-future-out validation, May 10, 2022
IAALS Annual General Assembly and Webinar, International Actuarial Association, Insurance Valuation: A two step generalized regression approach, May 7, 2022.
Lausanne seminar, University of Lausanne, Bayesian model averaging for mortality forecasting using leave-future-out validation, March 18, 2022.
Joint Section Virtual Colloquium, International Actuarial Association, Bayesian model averaging for mortality forecating using leave-future-out validation, October 10, 2021.
Matstat online seminar, Stockholm University, Bayesian model averaging for mortality forecating using leave-future-out validation, September 29, 2021.
FINACT-IRAN International Conference, Pricing equity-linked life insurance contracts with multiple risk factors by neural networks, August 11, 2021.
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.