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Insurance Seminar at the Department of Mathematics 2020

The Department of Mathematics at the University of Oslo has again the pleasure to invite you to an Insurance Day! We offer a schedule with interesting topics within finance and insurance.

We are Norway's leading provider of actuaries and financial mathematicians to the insurance and finance industry and also, the leading research group in this field.

 

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Registration:

To get a Zoom-link for the seminar, please send an email to kristrd@math.uio.no

 

Topics of the day:

  • Control problems in pension insurance
  • Risk assessment
  • The winner of the Actuarial Prize will present her work
  • Internal models
  • Money laundering and machine learning
  • The insurance business in Corona times                                                         

Programme

9.00-9.10 Coffee and registration
9.10-9.15 Welcome by David Ruiz Banos and Kristina Rognlien Dahl
9.15-10.00 Professor Emeritus Erik Bølviken, Department of Mathematics, UiO
Risky risk assessment
10.00-10.30

PhD student Mari Dahl Eggen, Department of Mathematics, UiO
The LIBOR Forward Rate in a HJM-Lévy Framework

10.30-10.45 Coffee and fruit
10.45-11.30 Senior Research Scientist, PhD. Martin Jullum, Norsk Regnesentral
Dectecting Money Laundering with Machine Learning

11.30-12.15

Assistant Prof. Julia Eisenberg, Vienna University of Technology
On some control problems in pension insurance
12.15-13.15 Lunch
13.15-14.00 Analyst, PhD. Krzysztof Paczka, Gjensidige
Gjensidige's internal model and capital management
14.00-15.00 Paneldebatt: Forsikringsbransjen i lys av Korona. (In Norwegian!)
Deltagere: Erik Bølviken, Gunn Albertsen, Simen Gaarder.

The seminar is financed by

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If you have any questions, do not hesitate to contact David Ruiz Banos or Kristina Rognlien Dahl.

Published Aug. 28, 2020 9:21 AM - Last modified Sep. 24, 2020 10:53 AM