Vienna Congress on Mathematical Finance (VCMF 2025)
2024-06-09 08:30 - 2024-06-11 17:00 (Europe/Vienna)
The third Vienna Congress on Mathematical Finance will be held once again at the campus of WU Vienna. The conference will bring together leading experts from various fields of Mathematical Finance such as Financial Economics, Green and Sustainable Finance, Insurance, Statistics for Financial Markets and Large Language Models, Mean Field Games and Stochastic Control, New Technologies in Finance and Insurance, Optimal Transport, Portfolio Optimisation, Risk Management, Rough Analysis in Finance and Insurance. The program will feature plenary lectures, parallel sessions with invited and contributed talks as well as poster sessions. Moreover, there will be an attractive social program. The VCMF 2025 follows the successful previous editions VCMF 2019 and VCMF 2016.
Details for registration will follow in 2025.
Anmeldeschluss: 2025-06-27

EAA Web Session 'Non-Life Reserving'
2024-06-10 09:00 - 12:30 | Online/Streaming
As Insurance is being impacted by new and disruptive technology, how will actuarial reserving techniques be impacted? Whilst triangle methods have traditionally been seen as the key methods in the reserving area, this may be challenged in the future by more complex expectations, improving technology, modelling capabilities, etc.

Reserving practices are expected to keep changing, as the influences of big data and regulatory requirements continue to evolve.

The aim of this workshop is to

Refresh classical actuarial/statistical techniques used in non-life reserving (Gaap and Solvency 2).
Focus on some practical problems faced by reserving actuaries, by presenting practical examples.
Introduce more advanced techniques used in non-life reserving in order to open new perspectives on more granular reserving calculation, case estimates, etc.
Anmeldeschluss: 2024-06-06
