– 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.