Paul Embrechts, Wednesday, July 10, 9:00-9:40
Paul Embrechts is Professor emeritus of Insurance Mathematics at the Department of Mathematics of ETH Zurich. He currently holds a mandate as Ambassador for Risk at ETH's Risk Center and RiskLab. His area of research is reflected in the following co-authored books: (1) The Modelling of Extremal Events for Insurance and Finance (with C. Klüppelberg and T. Mikosch, Springer-Verlag, 1997) and (2) Quantitative Risk Management: Concepts, Techniques and Tools (with R. Frey and A.J. McNeil, Princeton UP, 2005/2015).
Moshe A. Milevsky, Wednesday, July 10, 13:00-13:40
Moshe A. Milevsky is a Professor at the Schulich School of Business, a member of the Graduate Faculty in Mathematics and Statistics at York University in Toronto, a fellow of the Fields Institute for Research in Mathematical Sciences, and is on the editorial board of numerous journals, including Insurance: Mathematics & Economics. He has published research in financial mathematics, pension economics, actuarial science, as well as the history of insurance. His book: King William’s Tontine: Why the Retirement Annuity of the Future Should Resemble Its Past (Cambridge University) won the Kulp-Wright Award from the American Risk and Insurance Association, for the most influential book published on risk management and insurance in 2017.
William Ziemba, Thursday, July 11, 9:00-9:40
Dr William T. Ziemba is the Alumni Professor (Emeritus) of Financial Modeling and Stochastic Optimization in the Sauder School of Business, University of British Columbia where he taught from 1968-2006. His PhD is from the University of California, Berkeley. He currently teaches part time and makes short research visits at various universities. Recently he is the Distinguished Visiting Research Associate, Systemic Risk Centre, London School of Economics. He has been visiting professor at Cambridge, Oxford, London School of Economics, University of Reading and Warwick in the UK, at Stanford, UCLA, Berkeley, MIT, University of Washington and Chicago in the US, Universities of Bergamo, Venice and Luiss in Italy, the Universities of Zurich, Cyprus, Tsukuba (Japan), Sabanci (Turkey), EDHEC (France), KAIST (Korea) and the National University and the National Technological University of Singapore.
Kjersti Aas, Thursday, July 11, 13:00-13:40
Dr. Kjersti Aas is Assistant Research Director at the Statistical Analysis, Machine Learning and Image Analysis department of the Norwegian Computing Center (NR) and she is the head of the group working with financial applications. She has a large experience in conducting applied contract research for banks and insurance companies. Kjersti is also doing more basic research, and her papers have been published in e.g. Journal of Financial Econometrics, Journal of Risk, Insurance: Mathematics and Economics, Scandinavian Actuarial Journal and European Journal of Finance.
Claudia Czado, Thursday, July 11, 13:00-13:40
Claudia Czado is Professor of Statistics at the Technical University of Munich. Her special interest lie in the modeling of complex dependencies including regression effects and time / space structures. For risk management, multivariate distributions are constructed that allow for different non-symmetric dependencies for pairs. For model selection and estimation computer-aided methods are developed (see also www.vine-copula.org). Applications are in finance, insurance and engineering. She cooperates with international scientists and industry.
After studying mathematics in Göttingen, Professor Claudia Czado obtained her doctorate in 1989 at Cornell University in Operations Research and Industrial Engineering. She then became an Assistant Professor and 1995 Associate Professor of Statistics at York University, Toronto, Canada. In 1998 she was appointed to the TUM for the field of Applied Mathematical Statistics. Professor Claudia Czado has more than 120 publications. She is also co-founder/coordinator of the junior research program "Women-for-Math-Science" and since 1998 (deputy) women's representative for the Faculty of Mathematics.
Christian Gollier, Friday, July 12, 9:30-10:10
Christian Gollier is a Professor of Economics in Toulouse. He is an internationally renowned researcher in Decision Theory under Uncertainty and its applications in climate economics, finance, and cost-benefit analysis, with a special interest for long term (sustainable) effects. He is fellow of the Econometric Society, and won the Paul Samuelson Award for his 2001 MIT book “The Economics of Risk and Time”. With Jean Tirole, he created the Toulouse School of Economics, where he serves as director (2007-2015 and 2017- ). He is the president-elect of the European Association of Environmental and Resource Economists (EAERE). He is one of the Lead Authors of the last two reports of the IPCC on climate change.
Hansjörg Albrecher, Friday, July 12, 10:40-11:20
Hansjoerg Albrecher is Professor of Actuarial Science at the Faculty of Business and Economics, University of Lausanne and a Faculty Member of the Swiss Finance Institute. After studying in Graz, Limerick and Baltimore, he held faculty and visiting positions at the universities of Graz, Leuven and Aarhus. After that he served as group leader for Financial Mathematics and deputy director of the Radon Institute of the Austrian Academy of Sciences in Linz, before moving to Lausanne in 2009. His research focuses on insurance risk modelling, risk theory, reinsurance and mathematical finance. He is particularly interested in bridging theory and practice in this field. He is the author or co-author of numerous refereed articles and four books, and serves on the editorial board of several journals and book series in actuarial science and applied probability. In particular, he is currently Editor-in-Chief of the European Actuarial Journal.