Veranstaltungsdetails

Innovations in Insurance, Risk- and Asset Management

Technische Universität München
05.04.2017 -07.04.2017
Hochbrück, Hörsäle & quanTUM Lounge Parkring 35

Beschreibung

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.

Key Note Speakers - Academics

  • Hansjoerg Albrecher (HEC Lausanne)
  • Daniel Bauer (Georgia State University)
  • Damiano Brigo (Imperial College London)
  • Ralf Korn (TU Kaiserslautern)
  • Steven Kou (National University of Singapore)
  • Alfred Müller (Universität Siegen)
  • Johanna G. Nešlehová (McGill University, Montréal)
  • Bruno Remillard (HEC Montréal)
  • David Saunders (University of Waterloo)
  • Josef Teichmann (ETH Zürich)

Invited Speakers - Academics

  • Carlo Acerbi (Corvinus University of Budapest)
  • Carole Bernard (Grenoble Ecole de Management)
  • Claudia Czado (TU München)
  • Peter Hieber (Universität Ulm)
  • Jan-Frederik Mai (TU München)
  • Luis Seco (University of Toronto)
  • Stefan Weber (Leibniz Universität Hannover)
  • Ralf Werner (Universität Augsburg)

Invited Professional Experts

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

Zurück