We invite all the bachelor/master students at the Department of Mathematics with interest in Risk and Stochastics and their applications to a gathering.
There is going to be the following presentation by Dr. Krzysztof Paczka
Mathematics in Industry: Measuring and managing risk in insurance through advanced methods
The talk will delve into the importance of the impact of mathematics in risk and capital management for an insurance company. We will discuss main risks which an insurance company is exposed to and how mathematical models is used to manage and mitigate those risks. A special focus will be given to a financial risk, catastrophe modelling as well as modelling of the impact of the climate change. At last we will showcase the link between risk modelling using advanced models and strategic decisions of an insurance company.
About the speaker: Krzysztof earned a PhD in mathematics from the UiO. He was a member of our group working on stochastic analysis under the supervision of Bernt Øksendal and Giulia di Nunno. Then, he worked at Financial Supervisory Authorities of Norway (Finanstilsynet) as an advisor and as a manager/senior manager at a consulting company KPMG, where he was working with the advanced models used to calculate capital requirements in insurance. Now Krzysztof is a senior analyst in the capital management department at Gjensidige and an associate professor at UiO.
Gathering and Registration
After the presentation there will be the opportunity for students to meet and mingle with the members of the group while enjoying some pizza slices.
The event is for free, but registration is mandatory. The number of places is limited, we work on a first come first served basis. The link to registration form is here. Deadline for registration: Tuesday, October 3, 2023, 12:00 noon.