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Time slotTuesday 24thWednesday 25thThursday 26Friday 27
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09:00-09:30RegistrationRegistrationSvein-Arne Persson - Why do firms buy insurance?
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09:30-10:00Giovanni Parlato - Assessing the Sensitivity of Insurance Markets Post-COVID via the Wang TransformAlba Roviello - Perspectives about Reverse Mortgage in Italy: a life-cycle model and quantitative evidencesGian Paolo Clemente - Hierarchical spatial network models for road accident risk assessment
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10:00-10:30RegistrationMaria Carannante - Exploring trends in mortality heterogeneity via latent covariate structures in the Lee-Carter family modelGiovanna Apicella - Life Care Reverse Mortgage: An actuarial analysis of the insurer's portfolio riskinessGiovanni Rabitti - Measuring proxy discrimination with Shapley and Shapley-Owen effects
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10:30-11:00OpeningCoffee BreakCoffee BreakCoffee Break
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11:00-11:30Pierre Devolder - Valuation in Finance and in Insurance: the Same Game?Annamaria Olivieri - Markov ageing multi-state group self-annuitizationEnrico Biffis - Revisiting standard problems and addressing novel challenges in climate risk managementEliseo Navarro - Framing Gompertz in the Affine Diffusion Context
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11:30-12:00
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12:00-12:30Carlos Chiatti - Age it: the leading scientific hub for research on healthy longevity and aging of the Italian population.An Chen - Optimal Consumption under Smooth AmbiguityEdit Rroji - The greenium in the European banking sectorSalvatore Scognamiglio - The credibility transformer
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12:30-13:00Francesco Della Corte - Market-Consistent Valuation and Capital Assessment for Demographic Risk in Life Insurance: A Cohort ApproachKhorrami Chokami Amir - Joint asymptotic behavior of maxima over subsets of concomitants in the extremal dependence frameworkClosing
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13:00-13:30LunchLunchLunchLunch
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13:30-14:00
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14:00-14:30
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14:30-15:00Immacolata Oliva - Optimal portfolio choice in complete jump-diffusion markets with longevity riskTutorial Cybersecurity and Business Risk: A Look at Threats, Impact, and Protection. Alba Orlando CNR NapoliMogens Steffensen - Time-Inconsistent Personal Finance Beyond Mean-Variance
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15:00-15:30Giulia Magni - Reverse mortgage versus sale of bare property: risk analysis for the lender and calculation of regulatory capital requirements
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15:30-16:00Coffee BreakCoffee BreakCoffee Break
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16:00-16:30Michel Dacorogna - Allocating Capital to Time: Introducing Credit Migration for Measuring Time-Related RisksMarie Kratz - Confronting emerging risks with flexible general models; a focus on cyber risk
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16:30-17:00
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17:00-17:30Jean René Mwizere - Balancing Sustainability and Security: The Impact of ESG Integration on Long-Term Retirement PortfoliosMarkus Maier - Expectiles as basis risk-optimal payment schemes in parametric insurance with an application to cyber riskSocial Activity
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17:30-18:00Alessandra Cornaro - Unveiling Systemic Risk in the European Banking Sector: A Network Perspective
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18:00-18:30
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18:30-19:00
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19:00-20:00
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20:00DinnerGala DinnerDinner
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