VISS 2018 - Vienna International Summer School Machine Learning Methods and Data Analytics in Risk and Insurance

VISS 2018 - Vienna International Summer School

"Machine Learning Methods and Data Analytics in Risk and Insurance"

Speakers / Lecturers



Prof. Dr. Gareth W. Peters

Dr. Gareth W. Peters is the chair Professor for risk and insurance modelling in the Department of Actuarial Mathematics and Statistics, in Heriot-Watt University in Edinburgh. Previously he held tenured positions in the Department of Statistical Sciences, University College London, UK and the Department of Mathematics and Statistics in University of New South Wales, Sydney, Australia.

Dr. Peters is the incoming Director of the Scottish Financial Risk Association. He has published in excess of 150 peer reviewed articles on risk and insurance modelling, 2 research text books on Operational Risk and Insurance as well as being the editor and contributor to 3 edited text books on spatial statistics and Monte Carlo methods.

He currently holds positions as:
Honorary Prof. of Statistics at University College London, 2018+
Affiliated Prof. of Statistics in University of New South Wales Australia 2015+
Affiliate Member of Systemic Risk Centre, London School of Economics 2014+
Affiliate Member of Oxford Mann Institute, Oxford University (OMI) 2013+

He previously held positions as:
Honorary Prof. of Peking University, Beijing, China 2014-2016
Adjunct Scientist in the Mathematics, and Statistics, Commonwealth Scientific and Industrial Research Organisation (CSIRO) 2009-2017

More information can be found on his homepage:



Prof. Dr. Pavel V. Shevchenko

Pavel Shevchenko has been a Professor in the Department of Applied Finance and Actuarial Studies at Macquarie University since August 2016. Prior to joining Macquarie University, he worked at CSIRO Australia (1999-2016) holding the position of a Senior Principal Research Scientist (2012-2016).

Since 1999, Prof Shevchenko has worked in the area of financial risk, leading research and industry commercial projects on: modelling of operational and credit risks; longevity and mortality, retirement products; option pricing; insurance; modelling commodities and foreign exchange; and the development of relevant numerical methods and software. He received a MSc from the Moscow Institute of Physics and Technology in 1994 and a PhD from the University of New South Wales in 1999. He is currently an Adjunct Professor at the University of New South Wales and University of Technology Sydney.

He is also associate editor of international journals (RISKS and Journal of Operational Risk) and member of the Retirement Incomes Working Group in the Institute of Actuaries of Australia. Prof Shevchenko has published extensively in academic journals, consulted for major financial institutions, and is a frequent presenter at industry and academic conferences. His publication records include one research monograph, two co-authored research monographs, over 60 journal papers, and over 80 technical reports.

More information can be found on his homepage:



Prof. Dr. Allan Hanbury

Allan Hanbury is Professor for Data Intelligence at the TU Wien, Austria, and Faculty Member of the Complexity Science Hub. He is coordinator of the Austrian ICT Lighthouse Project, Data Market Austria, which is creating a Data-Services Ecosystem in Austria. He was scientific coordinator of the EU-funded Khresmoi Integrated Project on medical and health information search and analysis, and is co-founder of contextflow, the spin-off company commercialising the radiology image search technology developed in the Khresmoi project. He also coordinated the EU-funded VISCERAL project on evaluation of algorithms on big data, and the EU-funded KConnect project on technology for analysing medical text.

His areas of research include Data Science, Information Retrieval, Semantic Analysis and Search, Information Retrieval Evaluation, Recommender Systems, Data Mining and Machine Learning. He is author or co-author of over 140 publications in refereed journals and refereed international conferences.

He was awarded the B.Sc. degree in Physics and Applied Mathematics in 1994, the B.Sc. (Hons) degree in Physics in 1995, and the M.Sc. degree in Physics in 1999, all from the University of Cape Town, South Africa. He was awarded the Ph.D. degree in Applied Mathematics in 2002 from the Mines ParisTech, France, and the Habilitation in Practical Informatics from the TU Wien, Austria, in 2008.

More information can be found on his homepage:



Dr. Oleg Szehr

Oleg Szehr is PostDoc Researcher in the Mathematical Finance Group of Prof. Dr. Walter Schachermayer at University of Vienna since July 2017.
Additionally he is Independent Consultant - right now he is developing a software prototype for portfolio optimization and planning for a mid-size bank.

After finishing his Master in Theoretical Physics at ETH Zürich he was PhD student and Assistant lecturer at TU München, Germany. In 2013 he has finished his PhD in Mathematics with highest distinction. His salary and travel expenses during his doctoral education were covered from an international Doctoral Scholarship of the Baverian Academy of Sciences.
In 2014 he got PostDoc Researcher at the University of Cambridge.

2015 he moved to the privat sector and was Investment Banking Risk Modeler at Credit Suisse in Zurich. During this employment he was prototyping Monte Carlo algorithms for credit exposure computation across product types and asset classes. He is owner of a collateral model and accomplishment of model submission to regulators as well as of a dynamic initial margin methodology for fallback exposure computation. He was responsible for the implementation of model testing methodology for risk factors and collateral flows and Profit&Loss backtesting.



Prof. Dr. Josef Teichmann

Josef Teichmann is Professor of Mathematics at ETH Zurich since 2009. He holds a PhD from University of Vienna in global analysis from 1999 and he has worked at the research unit Financial and Actuarial Mathematics (FAM) at TU Wien from 2000 to 2009. In 2006 he was awarded the Start-Preis of the Austrian Science Fund (FWF) which is the highest Austrian award for researchers below 40 years. Additionally in 2014 he was awarded the Louis Bachelier Prize by the French Academy of Sciences.

His areas of expertise include Mathematical Finance, Analysis and Geometry of stochastic partial differential equations, as well as Machine Learning methods in Finance.

More information can be found on his homepage:




Wiener Städtische - Vienna Insurance Group


FAM @ TU Wien