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Technical University of Munich
Technical University of Munich

Insurance companies and banks alike have to handle difficult market circumstances, face massive regulatory requirements (Solvency II and Basel 4), and have to compete and collaborate with FinTech start-ups in times of a new digital revolution. Today’s insurance markets are very competitive, another result of the ongoing digitalization, the result being eroding profits and an industry wide aggregation process. Low interest rates – already prevailing for a remarkable period – challenge traditional asset management habits and changes customers’ needs with respect to long-term savings. This aggregated pressure compels the need for innovative ideas and thorough investigations.

Our conference provides time and venue, as well as distinguished presenters, for innovations nourished from the needs of the financial industry and new developments in the interdisciplinary scientific field of mathematical finance, actuarial science, and quantitative risk management. In particular we are dedicated to bring together practitioners from insurance, banking, risk- and asset management with academics conducting research in this field. Thematically, we focus on the mathematics of extreme risks, systemic risk, model uncertainty, big data / data science, interest rate and hybrid models, alternative investments, dynamic investment strategies, quantitative risk management, asset liability management, liability driven investments, and behavioural finance.

 

You can have a look at former conferences:

 

Pictures and Slides

 

The slides and photos can be downloaded here:

 

 

Please note that this file is protected by a password and is approximately 260 MB in size.

 

 

 

* * * * * News * * * * *

You can now download the book of abstract (03.04.2017) for the conference.

 

 

A new version of the schedule (03.04.2017) is available.

Everything can be found in the section Further Information.

 

 

Key Note Speakers - Academics

  • Hansjoerg Albrecher (HEC Lausanne)
  • Daniel Bauer (Georgia State University)
  • Damiano Brigo (Imperial College London)
  • Damir Filipović (Ecole Polytechnique Fédérale de Lausanne and Swiss Finance Institute)
  • Ralf Korn (TU Kaiserslautern)
  • Steven Kou (National University of Singapore)
  • Stéphane Loisel (Ecole ISFA - Université Lyon)
  • Alfred Müller (Universität Siegen)
  • Johanna G. Nešlehová (McGill University, Montréal)
  • Giovanni Puccetti (University of Milano)
  • Bruno Remillard (HEC Montréal)
  • David Saunders (University of Waterloo)
  • Josef Teichmann (ETH Zürich)

 

Invited Speakers - Academics

  • Nicole Bäuerle (Karlsruher Institut für Technologie)
  • Carole Bernard (Grenoble Ecole de Management)
  • Philippe Bertrand (Aix-Marseille Université)
  • Francesca Biagini (LMU München)
  • Sam Cohen (University of Oxford)
  • Claudia Czado (TU München)
  • Ernst Eberlein (Universität Freiburg)
  • Walter Farkas (University of Zurich and ETH Zurich)
  • Massimo Fornasier (TU München)
  • Peter Hieber (Universität Ulm)
  • Monique Jeanblanc (Université d'Evry)
  • Martin Keller-Ressel (TU Dresden)
  • Jan-Frederik Mai (TU München)
  • Thilo Meyer-Brandis (LMU München)
  • Peter Ott (KPMG)
  • Luis Seco (University of Toronto)
  • Stefan Weber (Leibniz Universität Hannover)
  • Ralf Werner (Universität Augsburg)

 

Invited Professional Experts

  • Christian Bluhm (CRO UBS)
  • Iain Clark (Efficient Frontier Consulting Ltd)
  • Bernhard Kaufmann (CRO Munich Re)
  • Frank Schiller (Head Actuarial & Pricing, Munich Re)
  • Gerhard Stahl (CRO Talanx) - cancelled

 

Contributed Talks

  • Tobias Bienek (TU München)
  • Matteo Bissiri (CDP, Rome)
  • Francesco Cesarone (University of Roma Tre)
  • Francesca Marta Lilja Di Lascio (Università di Bolzano)
  • Christian-Oliver Ewald (University of Sydney)
  • Holger Fink (LMU München)
  • Sebastian Geissel (TU Kaiserslautern)
  • Miryana Grigorova (HU Berlin)
  • Amelie Hüttner (TU München)
  • Kwangmin Jung (Uni St Gallen)
  • Basak Bulut Karageyik (Hacettepe University, Ankara)
  • Daniel Kraus (TU München)
  • Eva Lütkebohmert-Holtz (Universität Freiburg)
  • Mirco Mahlstedt (TU München)
  • Thomas Nagler (TU München)
  • Ciprian Necula (University of Zürich)
  • Ezgi Nevruz (Hacettepe University, Ankara)
  • Andrea Pallavicini (Imperial College London)
  • Nicola Pede (Imperial College London)
  • Clément Piat (Imperial College London)
  • Michael Preischl (TU Graz)
  • Sule Sahin (Hacettepe University, Ankara)
  • Peter Schenk (MEAG)
  • Lorenz Schneider (TU München und EMLYON)
  • Stefan Thonhauser (TU Graz)
  • Frederic Vrins (Université catholique de Louvain)
  • Markus Wahl (TU München)

 

Scientific Organizers

 

Local Organisation

  • Bettina Haas (TU München)
  • Annette Wenninger (TU München)

 

Registration

The registration is closed.

Your registration is not valid unless the conference fee is received. Payment details can be found below. It's very important to use "PK-Nr: 0002.0171.3798/last name" as payment reference. There will be a professional photographer at the conference. With your registration you agree that we can use these pictures for print and online publications. If you have to deregister from the event, we can only refund 50% of the participation fees.

 

Payment Details

Please transfer the fees to:

Account Holder (Kontoinhaber)
Technische Universitaet Muenchen

IBAN
DE10 7005 0000 0000 024866

BIC
BYLADEMM

Purpose (Verwendungszweck)
PK-Nummer 0002.0171.3798/last name

  
  

1 Members and Affiliates of the TUM are exempt from the registration fee.

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