Dear Colleagues and Friends,
herewith we remind you to the
Workshop "Climate Change and Insurance" (CCI 2024),
Mi.-Fr., 4.-6. September 2024, Vienna, Austria
https://fam.tuwien.ac.at/cci2024/
at TU Wien.
The main aim of this three-day event is to enhance understanding of
climate change impacts on the insurance industry. CCI 2024 is designed
to initiate and strengthen collaborations between practicing actuaries
and academics in research.
The workshop starts with an introductory talk and offers plenary &
contributed talks, a panel discussion as well as an introductory
mini-workshop on AI in Climate Risk.
You can find speakers, panelists and detailed program on:
https://fam.tuwien.ac.at/cci2024/speakers.php
and
https://fam.tuwien.ac.at/cci2024/program.php
Today is the last day of standard registration - so register today to
save money:
https://fam.tuwien.ac.at/cci2024/registration.php
As organisers we want to thank our sponsors - without them the
organisation of an international event would not be possible:
Gold Sponsor
- Generali
Silver Sponsors
- Beltios
- B&W Deloitte
- KPMG
- Milliman
- Wiener Städtische
We look forward to welcoming you in Vienna!
The CCI 2024 organisers:
Hirbod Assa, Carmen Boado-Penas, Julia Eisenberg, Sandra Trenovatz
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General Information
At this *Workshop “Climate Change and Insurance” (CCI 2024)* the main
aim is to enhance understanding of climate change impacts on the
insurance industry. Without proper management of its climate risks, the
insurance sector is vulnerable and may simply collaps under the weight
of underestimated claims - such a scenario would have catastrophic
implications for business and society.
The three-day event CCI 2024 is designed to initiate and strengthen
collaborations between practicing actuaries and academics in research,
nationally and internationally.
The workshop starts with an introductory talk to Climate Change and
Insurance and offers plenary & contributed talks.
In the framework of a *panel discussion* on the topic "Climate Change
and Insurance: Past, Present and Future" we offer the conference
participants a platform for discussions with a number of renowned experts.
An *introductory mini-workshop on AI in Climate Risk* will complete the
program.
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Subscribe to CCI-News to updates to CCI 2024 and future CCI events:
https://fam.tuwien.ac.at/mm/postorius/lists/cci-news.fam.tuwien.ac.at
For questions do not hesitate to contact
Julia Eisenberg <jeisenbe(a)fam.tuwien.ac.at> or
Sandra Trenovatz <cci2024(a)fam.tuwien.ac.at>
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Vienna Seminar in Mathematical Finance and Probability
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Mon., 19.8.2024, 10:15 CEST, seminar room DA green 06A
TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, green
section, 6th floor
10:15
Benedict Bauer (University of Vienna)
"Martingale Bridges with prescribed domain"
11:00
Peter Friz (TU and WIAS Berlin)
"On signature moments and cumulants in semimartingale models"
For further details see
https://fam.tuwien.ac.at/vs-mfp/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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Vienna Seminar in Mathematical Finance and Probability
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Thu., 27.6.2024, 16:30 CEST (minimal changes possible), seminar room DB gelb 07
TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, yellow section, 7th floor
Pavel Shevchenko (Macquarie Business School)
"Solving stochastic dynamic integrated climate-economy models"
For further details see
https://fam.tuwien.ac.at/events/vs-mfp/
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Bachelier Finance Society One World Seminars
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Thu., 27.6.2024, 19:00 CEST, online talk
Alvaro Cartea (University of Oxford)
"TBA"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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PhD Seminar of QUARIMAFI
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Tue., 18.06.2024, 11:30 CEST, Seminarraum 9 or online via Zoom
University of Vienna, 1090 Wien, Kolingasse 14-16
Thorsten Schmidt (Albert-Ludwigs-Universität Freiburg)
"Estimating Risk: GARCH vs. LSTM"
Tue., 18.06.2024, 15:00 CEST, Seminarraum 19 or online via Zoom
University of Vienna, 1090 Wien, Kolingasse 14-16
Thorsten Schmidt (Albert-Ludwigs-Universität Freiburg)
"Insurance-Finance Arbitrage"
Zoom details: https://univienna.zoom.us/j/68190231051?pwd=fO84cKhyQpsrHhxEQlClBlfCpZ3NAa.1
Code: 902652
For further details see
https://moodle.univie.ac.at/course/view.php?id=431247https://quarimafi.univie.ac.at/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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WU Wien, Institute for Statistics and Mathematics
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Fri., 21.6.2024, 10:30-12:00 CEST, room D4.0.127 & stream
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Claudia Ceci (University of Rome "La Sapienza")
"A BSDE-Based Optimal Reinsurance in a Model With Jump Clusters"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2024
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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WU Wien, Institute for Statistics and Mathematics
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Wed., 12.6.2024, 17:00-18:30 CEST, room D4.0.133
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Pavel V. Shevchenko (Macquarie Business School, Macquarie University, Australia)
"Optimal Annuitization, Housing and Reverse Mortgage in Retirement in the Presence of a Means-Tested Public Pension"
Fri., 14.6.2024, 10:30-12:00 CEST, room D4.0.127
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Andreas Groll (TU Dortmund)
"Automated Effects Selection via Regularization in Cox Frailty Models"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2024
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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Actuarial Modelling Club (AMC)
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Tue, 4.6.2024, 17:00-18:00 CEST, Freihaus Hörsaal 8 (& livestream),
TU Wien, 1040 Wien, Wiedner Hauptstraße 8, "Freihaus" building, yellow section, 2nd floor
Eckhard Platen (University of Technology Sydney)
"Anwendung des Benchmark Ansatzes für die Altersversorgung"
For further details and registration see
https://fam.tuwien.ac.at/events/vr/20240604.php
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One World Actuarial Research Seminar
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Wed., 5.6.2024, 17:00 CEST, online talk
Karim Barigou (Université Laval, Canada)
"TBA"
For further details see
https://owars.info/
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WU Wien, Institute for Statistics and Mathematics
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Fri., 7.6.2024, 10:30-12:00 CEST, room D4.0.127 & stream
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Michal Pešta (Charles University, Prague)
"Semi-continuous Time Series for Sparse Data With Volatility Clustering"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2024
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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ISOR Colloquium
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Mon, 27.05.2024, 16:45-17:45, lecture hall 7,
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 1st floor
Sara Biagini (LUISS Guido Carli University, Italy)
"Emission impossible: balancing environmental concerns and inflation"
For further details see
https://isor.univie.ac.at/isor-colloquium/talk/news/emission-impossible-bal…
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Actuarial Modelling Club (AMC)
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Tue, 28.05.2024, 16:30-18:00, Freihaus Hörsaal 8 (& livestream),
TU Wien, 1040 Wien, Wiedner Hauptstraße 8, "Freihaus" building, yellow
section, 2nd floor
Florian Nuding (Wüstenrot), Bartosz Gaweda (Milliman), Jan Küthe (Akur8)
"Cutting-edge in Pricing: Penalized Regression, Market Price Insights,
and Practical Lessons"
For further details and registration see
https://fam.tuwien.ac.at/vr/20240528.php
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Women in Data Science and Mathematics
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Wed., 29.5.2024, 19:00 CEST, online talk
Ruimeng Hu (University of California, Santa Barbara)
"A deep learning analysis of climate change, innovation, and uncertainty"
For further details see
https://www.windsmath.com/event-details-240529.html
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International Seminar on SDEs and Related Topics
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Fri., 31.5.2024, 13:30 CEST, online talk
Claudia Strauch (Aarhus University)
"Towards data-driven stochastic control: Learning diffusion dynamics and
optimal strategies"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
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One World Actuarial Research Seminar
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Wed., 22.5.2024, 10:00 CEST, online talk
Jae Kyung Woo (University of New South Wales, Australia)
"New equity-linked insurance products for couples: Design and Valuation"
For further details see
https://owars.info/
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Vienna Seminar in Mathematical Finance and Probability
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Thu., 23.5.2024, 16:00 CEST, seminar room DB gelb 07
TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, yellow section, 7th floor
Martin Friesen (Dublin City University)
"Affine Volterra processes: From stochastic stability to statistical inference"
For further details see
https://fam.tuwien.ac.at/events/vs-mfp/
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Bachelier Finance Society One World Seminars
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Thu., 23.5.2024, 19:00 CEST, online talk
Samuel Cohen (University of Oxford)
"Calibration of Hawkes-like processes for LOBs"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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WU Wien, Institute for Statistics and Mathematics
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Wed., 15.5.2024, 17:15-18:45 CEST, room D4.0.127 & stream
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Umut Cetin (London School of Economics and Political Science)
"Insider Trading With Legal Risk in Continuous Time"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2024
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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