The 25th International Congress on Insurance: Mathematics and Economics(第25届“保险:数学和经济学国际会议”)

发布人:李义华 发布日期:2022-07-05阅读次数:1,265

 

       保险:数学和经济学国际会议是为了加强精算学研究人员与对研究成果的实施感兴趣的从业者之间的交流与合作。多年来,该会议已发展成为世界上最大的精算科学和保险学术会议之一,为就精算研究和实践的前沿研究和未来方向进行讨论提供了一个全球性平台。
       由于新兴数字技术的发展,保险业正在迅速变化,这激发了对保险公司运营和风险管理各个方面的新见解。在此背景下,我们的愿景是认识理论精算研究和工业实践的重要性,并在这个数字时代促进学术和实践两方面的可持续创新。
       基于该目标,中山大学岭南学院、麦考瑞大学麦考瑞商学院、中山大学金融工程与风险管理研究中心很高兴举办第25届“保险:数学和经济学国际会议”,该会议将于2022年7月12-15日在线上举行。

 

 

Program Agenda

East Asia Time (UTC+8, Beijing, Hong Kong, Singapore, Manila)

Date: Tuesday, 12/Jul/2022

20:00-20:30

IT Drop-in Session (Optional)

Opening Ceremony

Zoom Link: Meeting ID: 836 7795 1605  Passcode: 194402

 

Chair: Zhuo Jin

20:30-20:40

Conference Chair’s Speech by Zhongfei Li

20:40-21:00

SYSU Dean’s Speech by Shanmin Li

MQ Deans’ Speeches by Eric Knight & Leonie Tickle

Keynote Speech 1

Zoom Link: Meeting ID: 836 7795 1605  Passcode: 194402

 

Chair: Zhongfei Li

21:00-21:50

Keynote Speech by Daniel Bauer, University of Wisconsin-Madison

Title: Calculation of Enterprise Capital via Least-Squares Monte Carlo -- Regress Now or Later?

21:50-22:15

Break

22:15-23:55

Tuesday Parallel Sessions 1

22:15-23:55

TUE1-01: Data science and statistical modelling 1

Chair: Jianxi Su

Zoom Link: Meeting ID: 836 7795 1605  Passcode: 194402

TUE1-02: Financial modelling 1

Chair: Yongzeng Lai

Zoom Link: Meeting ID: 891 8739 0955  Passcode: 499695

TUE1-03: Optimal control in insurance and finance 1

Chair: Bin Zou

Zoom Link: Meeting ID: 830 7941 4558  Passcode: 744891

TUE1-04: Risk measures 1

Chair: Fangda Liu

Zoom Link: Meeting ID: 896 1348 8008  Passcode: 631164

TUE1-05: Ruin theory and related topics 1

Chair: Stephane Loisel

Zoom Link: Meeting ID: 835 3269 4794  Passcode: 684635

TUE1-06: Insurance economics 1

Chair: Zhiwei Tong

Zoom Link: Meeting ID: 881 0326 2533  Passcode: 377864

TUE1-07: Life and non-life insurance 1

Chair: Ze Chen

Zoom Link: Meeting ID: 879 4168 9738  Passcode: 863503

TUE1-08: Insurance risk models 1

Chair: Qian Zhao

Zoom Link: Meeting ID: 817 9899 0334  Passcode: 980248

Date: Wednesday, 13/Jul/2022

14:30-15:00

IT Drop-in Session (Optional)

15:00-16:40

Wednesday Parallel Sessions 1

15:00-16:40

WED1-01: Data science and statistical modelling 2

Chair: Zhengxiao Li

Zoom Link: Meeting ID: 836 7795 1605  Passcode: 194402

WED1-02: Financial modelling 2

Chair: Phillip Yam

Zoom Link: Meeting ID: 891 8739 0955  Passcode: 499695

WED1-03: Optimal control in insurance and finance 2

Chair: Shuaiqi Zhang

Zoom Link: Meeting ID: 830 7941 4558  Passcode: 744891

WED1-04: Risk measures 2

Chair: Jinzhu Li

Zoom Link: Meeting ID: 896 1348 8008  Passcode: 631164

WED1-05: Reinsurance and other risk-sharing arrangements 1

Chair: Benjamin Avanzi

Zoom Link: Meeting ID: 835 3269 4794  Passcode: 684635

WED1-06: Insurance economics 2

Chair: Jiyuan Wang

Zoom Link: Meeting ID: 881 0326 2533  Passcode: 377864

WED1-07: Life and non-life insurance 2

Chair: Yichun Chi

Zoom Link: Meeting ID: 879 4168 9738  Passcode: 863503

WED1-08: Insurance risk models 2

Chair: Peter Vekas

Zoom Link: Meeting ID: 817 9899 0334  Passcode: 980248

16:40-17:00

Break

17:00-18:40

Wednesday Parallel Sessions 2

17:00-18:40

WED2-01: Data science and statistical modelling 3

Chair: Alexandra Dias

Zoom Link: Meeting ID: 836 7795 1605  Passcode: 194402

WED2-02: Financial modelling 3

Chair: Michèle Vanmaele      

Zoom Link: Meeting ID: 891 8739 0955  Passcode: 499695

WED2-03: Optimal control in insurance and finance 3

Chair: Pavel Shevchenko

Zoom Link: Meeting ID: 830 7941 4558  Passcode: 744891

WED2-04: Risk measures 3

Chair: Sebastian Schlütter      

Zoom Link: Meeting ID: 896 1348 8008  Passcode: 631164

WED2-05: Reinsurance and other risk-sharing arrangements 2

Chair: Hoi Ying Wong 

Zoom Link: Meeting ID: 835 3269 4794  Passcode: 684635

WED2-06: Mortality modelling 1

Chair:   Chong It Tan

Zoom Link: Meeting ID: 881 0326 2533  Passcode: 377864

WED2-07: Pension and pension mathematics 1

Chair: Ling Zhang

Zoom Link: Meeting ID: 879 4168 9738  Passcode: 863503

WED2-08: Predictive insurance analytics 1

Chair:  Guangyuan Gao

Zoom Link: Meeting ID: 817 9899 0334  Passcode: 980248

18:40-20:30

Break

20:30-22:00

IME Editorial Board Meeting

Zoom Link: Meeting ID: 836 7795 1605  Passcode: 194402

22:00-22:15

Break

22:15-23:55

Wednesday Parallel Sessions 3

22:15-23:55

WED3-01: Data science and statistical modelling 4

Chair: Torsten Kleinow

Zoom Link: Meeting ID: 836 7795 1605  Passcode: 194402

WED3-02: Financial modelling 4

Chair: Arnold F. Shapiro

Zoom Link: Meeting ID: 891 8739 0955  Passcode: 499695

WED3-03: Optimal control in insurance and finance 4

Chair: Marina Di Giacinto

Zoom Link: Meeting ID: 830 7941 4558  Passcode: 744891

WED3-04: Risk measures 4

Chair: Yiqing Chen

Zoom Link: Meeting ID: 896 1348 8008  Passcode: 631164

WED3-05: Insurance products linked to equity 1

Chair: Dongchen Li

Zoom Link: Meeting ID: 835 3269 4794  Passcode: 684635

WED3-06: Reinsurance and other risk-sharing arrangements 3

Chair: Jiandong Ren

Zoom Link: Meeting ID: 881 0326 2533  Passcode: 377864

WED3-07: Climate change 1

Chair: Qi Zhou

Zoom Link: Meeting ID: 879 4168 9738  Passcode: 863503

WED3-08: Decentralized insurance and financial technology 1

Chair: Runhuan Feng

Zoom Link: Meeting ID: 817 9899 0334  Passcode: 980248

Date: Thursday, 14/Jul/2022

14:30-15:00

IT Drop-in Session (Optional)

15:00-16:40

Thursday Parallel Sessions 1

15:00-16:40

THUR1-01: Data science and statistical modelling 5

Chair: Zhimin Zhang

Zoom Link: Meeting ID: 836 7795 1605  Passcode: 194402

THUR1-02: Financial modelling 5

Chair: Tak Kuen Siu

Zoom Link: Meeting ID: 891 8739 0955  Passcode: 499695

THUR1-03: Optimal control in insurance and finance 5

Chair: Michel Vellekoop

Zoom Link: Meeting ID: 830 7941 4558  Passcode: 744891

THUR1-04: Risk measures 5

Chair: Sujin Zheng

Zoom Link: Meeting ID: 896 1348 8008  Passcode: 631164

THUR1-05: Ruin theory and related topics 2

Chair: Jae-Kyung Woo

Zoom Link: Meeting ID: 835 3269 4794  Passcode: 684635

THUR1-06: Longevity risk 1

Chair: Yanlin Shi

Zoom Link: Meeting ID: 881 0326 2533  Passcode: 377864

THUR1-07: Retirement planning 1

Chair: Colin Zhang

Zoom Link: Meeting ID: 879 4168 9738  Passcode: 863503

THUR1-08: Insurance economics 3

Chair: Wei Zhu

Zoom Link: Meeting ID: 817 9899 0334  Passcode: 980248

16:40-17:00

Break

17:00-18:40

Thursday Parallel Sessions 2

17:00-18:40

THUR2-01: Data science and statistical modelling 6

Chair: Wenyuan Wang       

Zoom Link: Meeting ID: 836 7795 1605  Passcode: 194402

THUR2-02: Financial modelling 6

Chair: Guiyuan Ma

Zoom Link: Meeting ID: 891 8739 0955  Passcode: 499695

THUR2-03: Optimal control in insurance and finance 6

Chair: Yang Shen

Zoom Link: Meeting ID: 830 7941 4558  Passcode: 744891

THUR2-04: Risk measures 6

Chair:  Carole Bernard

Zoom Link: Meeting ID: 896 1348 8008  Passcode: 631164

THUR2-05: Reinsurance and other risk-sharing arrangements 4

Chair: Zuoquan Xu

Zoom Link: Meeting ID: 835 3269 4794  Passcode: 684635

THUR2-06: Asset and liability management 1

Chair: Tingjin Yan

Zoom Link: Meeting ID: 881 0326 2533  Passcode: 377864

THUR2-07: Mortality modelling 2

Chair: Hanlin Shang   

Zoom Link: Meeting ID: 879 4168 9738  Passcode: 863503

THUR2-08: Insurance risk models 3

Chair:   Yuantao Xie

Zoom Link: Meeting ID: 817 9899 0334  Passcode: 980248

18:40-21:00

Break

Keynote Speech 2

Zoom Link: Meeting ID: 836 7795 1605  Passcode: 194402

 

Chair: Yan Zeng

21:00-21:50

Keynote Speech by Hazel Bateman, University of New South Wales

Title: Why Don't Retirees Spend Their Savings? Behavioural Explanations and Demand-Side Solutions

21:50-22:15

Break

22:15-23:55

Thursday Parallel Sessions 3

22:15-23:55

THUR3-01: Valuation of emerging risks 1

Chair: Petar Jevtic

Zoom Link: Meeting ID: 836 7795 1605  Passcode: 194402

THUR3-02: Asset and liability management 2

Chair: Xing Wang

Zoom Link: Meeting ID: 891 8739 0955  Passcode: 499695

THUR3-03: Ruin theory and related topics 3

Chair: Ruodu Wang

Zoom Link: Meeting ID: 830 7941 4558  Passcode: 744891

THUR3-04: Pension and pension mathematics 2

Chair: Ruilin Tian

Zoom Link: Meeting ID: 896 1348 8008  Passcode: 631164

THUR3-05: Climate change and others 2

Chair: Zhiyu Quan

Zoom Link: Meeting ID: 835 3269 4794  Passcode: 684635

THUR3-06: Loss reserve methods 1

Chair: Haiyan Liu

Zoom Link: Meeting ID: 881 0326 2533  Passcode: 377864

THUR3-07: Life and non-life insurance 3

Chair: Danping Li

Zoom Link: Meeting ID: 879 4168 9738  Passcode: 863503

THUR3-08: Insurance risk models 4

Chair: Yiying Zhang

Zoom Link: Meeting ID: 817 9899 0334  Passcode: 980248

Date: Friday, 15/Jul/2022

14:30-15:00

IT Drop-in Session (Optional)

15:00-16:40

Friday Parallel Sessions 1

15:00-16:40

FRI1-01: Data science and statistical modelling 7

Chair: Jingchao Li

Zoom Link: Meeting ID: 836 7795 1605  Passcode: 194402

FRI1-02: Financial modelling 7

Chair: Zheng Chen

Zoom Link: Meeting ID: 891 8739 0955  Passcode: 499695

FRI1-03: Optimal control in insurance and finance 7

Chair: Xudong Zeng

Zoom Link: Meeting ID: 830 7941 4558  Passcode: 744891

FRI1-04: Valuation of emerging risks 2

Chair: Jiwook Jang

Zoom Link: Meeting ID: 896 1348 8008  Passcode: 631164

FRI1-05: Reinsurance and other risk-sharing arrangements 5

Chair: Vali Asimit

Zoom Link: Meeting ID: 835 3269 4794  Passcode: 684635

FRI1-06: Catastrophe modelling 1

Chair: Chi Truong

Zoom Link: Meeting ID: 881 0326 2533  Passcode: 377864

FRI1-07: Health insurance 1

Chair: Chunli Cheng

Zoom Link: Meeting ID: 879 4168 9738  Passcode: 863503

FRI1-08: Ruin theory and related topics 4

Chair: Kazutoshi Yamazaki

Zoom Link: Meeting ID: 817 9899 0334  Passcode: 980248

16:40-21:00

Break

Keynote Speech 3

Zoom Link: Meeting ID: 836 7795 1605  Passcode: 194402

 

Chair: Zhuo Jin

21:00-21:50

Keynote Speech by Ka Chun Cheung, The University of Hong Kong

Title: Optimal Design of Reinsurance Contracts Under Adverse Selection with a Continuum of Types

21:50-22:00

Break

Closing Ceremony

Zoom Link: Meeting ID: 836 7795 1605  Passcode: 194402

 

Chair: Yan Zeng

22:00-23:00

IME Editor’s Speech & Heriot-Watt’s IME2023 Announcement