Presentations

Presentations:

  • Market consistent valuation and quadratic hedging in life and pension insurance, Seminar, Carl von Ossietzky Universität Oldenburg, 26.10.2018.
  • Market consistent cash flows for benefits, tax and future profits in life and pension insurance, invited talk, ICA 2018, 31st International Congress of Actuaries, Berlin, 4.-8.6.2018.
  • Market consistent cash flows for benefits, tax and future profits in life and pension insurance (deep dive), invited deep dive lecture, ICA 2018, 31st International Congress of Actuaries, Berlin, 4.-8.6.2018.
  • Market consistent cash flows for benefits, tax and future profits in life and pension insurance, Zürich – Hannover – Workshop on Insurance and Financial Mathematics, 17.5.2018.
  • En partiel intern model for levetidsrisiko, Forsikring og Pension, 23.8.2017.
  • Ny regnskabsbekendtgørelse på livområdet i praksis, Kursus for forsikringsrevisorer, Forsikringsakademiet, Rungsted, 11.5.2016.
  • De første erfaringer med de nye regnskabsregler (i liv og pension), Den danske Aktuarforening, København, 9.3.2016.
  • Solvency and market consistent valuation in life and pension insurance, Actulus – The conference, Copenhagen, 7.-8.3.2016.
  • Solvency and market consistent valuation in life and pension insurance, 12th German Probability and Statistics Days, Bochum, 1.-4.3.2016.
  • Valuation and estimation issues (in life and pension insurance), The Swiss Risk and Insurance Forum, meeting 2015: Old-age provision: past, present, future, Zürich, 16.-17.11.2015.
  • The Danish life expectancy benchmark and longevity risk, Workshop on mortality forecasting, ATP, Hillerød, 19.3.2015.
  • A partial internal model for longevity risk, ICA 2014, 30th International Congress of Actuaries, Washington DC, 30.3.-4.4.2014.
  • Stressberegninger for passivsiden, Seminar, Schantz, Copenhagen, 5.12.2013.
  • On market consistent valuation in life and pension insurance, DAA-Workshop für junge Mathematiker. Tagungsstätte Lccum, 27.-28.9.2013.
  • On market consistent valuation in life and pension insurance, Invited talk, 17th IME Conference, Copenhagen, 1.-3.7.2013.
  • A partial internal model for longevity risk, AFIR Colloquium, Lyon, 24.-26.6.2013.
  • Market consistent life insurance liabilities: Theory, practice and current challenges, Inaugural lecture (for adjunct professor), Department of Mathematical Sciences, University of Copenhagen, 5.4.2013.
  • A partial internal model for longevity risk, Seminar, University of Lausanne, 15.3.2013.
  • Presentation of working group report on longevity risk, The Danish Society of Actuaries, 3.10.2012.
  • Hedging systematic mortality risk with mortality derivatives, Invited talk, First European Actuarial Journal Conference, Lausanne, 6.-7.9.2012.
  • Hedging systematic mortality risk with mortality derivatives, Workshop on mortality and longevity, Hannover, 20.4.2012.
  • Moderne hensættelsesmetoder i regnskab og solvens, Den Danske Aktuarforening, København, (with Mogens Steffensen), 7.-8.5.2012.
  • Modellering og styring af levetidsrisiko, Den Danske Aktuarforening, København, Main lecturer (with S. Jarner), 11.-12.4.2011.
  • Hedging systematic mortality risk with mortality derivatives, Marcus Evans Conference on Longevity, London, 21.-22.6.2010.
  • Risk-minimization with mortality derivatives: mixed dynamic and static hedging, Seminar, LMU Munich 17.6.2010
  • Risk-minimization with mortality derivatives: mixed dynamic and static hedging, AFIR Colloquium, Munich 8.-11.9.2009
  • On systematic mortality risk and risk-minimization with survivor swaps, Danish Society of Actuaries, Copenhagen, 1.-2.12.2008.
  • On systematic mortality risk and risk-minimization with survivor swaps, Bachelier World Congress, London, 16.-19.7.2008.
  • Systematic mortality risk and quadratic hedging with mortality derivatives, Cologne Workshop on Actuarial Mathematics, 10.-12.3.2008.
  • Systematic mortality risk and quadratic hedging with mortality derivatives, Actuarial and financial mathematics conference, Brussels, 7.-8.2.2008.
  • Market valuation methods in life and pension insurance, Swiss Actuarial Summer school, Main lecturer (with M. Steffensen), Lausanne, 20.-24.8.2007.
  • On systematic mortality risk and risk-minimization with survivor swaps, 16th AFIR Colloquium, Stockholm, 12.-15.6.2007.
  • Dødelighedsderivater: Survivor bonds og survivor swaps, Aarhus School of Business, 1.5.2007.
  • On systematic mortality risk and risk-minimization with survivor swaps, Meeting on "Recent developments in financial and insurance mathematics and the interplay with the industry", Mathematisches Forschungsinstitut Oberwolfach, 19.-23.2.2007.
  • On systematic mortality risk and quadratic hedging with mortality derivatives, Ulm University, 12.12.2006.
  • Valuation and hedging of life insurance liabilities with systematic mortality risk, 28th International Congress of Actuaries, Paris, 28.5-2.6.2006.
  • On market-valuation methods in life insurance: From theory to practice, Seminar at London School of Economics, 18.5.2006.
  • Valuation and hedging of life insurance liabilities with systematic mortality risk, 5. Scientific Conference of Insurance and Finance, German Association for Actuarial and Financial Mathematics (DGVFM), Cologne, 26.4.2006.
  • Valuation and hedging of life insurance liabilities with systematic mortality risk, 15th AFIR Colloquium, Zürich, 6.-9.9.2005.
  • Rapport om fastsættelse af risikotillæg, Danish Actuarial Association, Copenhagen, 31.8.2005.
  • Valuation and risk-management for equity-linked policies with asset value guarantee, Joint AFIR and Swiss Re Seminar, Zürich, 24.10.2003.
  • New financial products in insurance, The first Nordic summer school in insurance mathematics, Main lecturer (with M. Steffensen), Stockholm, 8.-12.9.2003.
  • Stochastic orders in dynamic reinsurance markets, XXXIV ASTIN Colloquium, Berlin, 24.-27.8.2003.
  • Stochastic orders in dynamic reinsurance markets, 7th International Congress on Insurance: Mathematics and Economics, Lyon, 25.-27.6.2003.
  • Stochastic orders in dynamic reinsurance markets, Research seminar Finanz- und Versicherungsmathematik, LMU München, 15.5.2003.
  • Quadratic hedging and stochastic orders in dynamic reinsurance markets, Meeting on Stochastic Analysis in Finance and Insurance, Mathematisches Forschungsinstitut Oberwolfach, 3.-7.3.2003.
  • Quadratic hedging and stochastic orders in dynamic reinsurance markets, Workshop on Stochastics in Risk, Insurance and Finance, London School of Economics, 4.12.2002.
  • Indifference Pricing of Insurance Contracts: Some Applications, Conference on Interplay between Mathematical Finance and Insurance, Aarhus, 19.-21.6.2002.
  • Hedging Insurance Contracts with Financial Risk, International Symposium on Insurance and Finance, Bergen, Norway, 18.-19.4.2002.
  • Valuation and risk management at the interface of insurance and Finance, 12th AFIR Colloquium, Cancun, Mexico, 18.-22.3.2002.
  • Valuation and risk management at the interface of insurance and Finance, Chalmers University of Technology, Göteborg, 11.10.2001.
  • Valuation and risk management at the interface of insurance and Finance, Actuarial Teachers' Conference, London School of Economics, 16.-17.7.2001.
  • Indifference pricing and integrated risk management, 2001 Workshop on Finance and Insurance, Stockholm School of Economics and Stockholm University, 15.-16.6.2001.
  • Indifference pricing of insurance contracts, 2001 Nordic Symposium on Contingent Claims, Stockholm School of Economics, 25.-26.5.2001.
  • Quadratic hedging approaches and indifference pricing in insurance, Department of Accounting, Finance and Law, Odense University, Denmark, 14.12.2000.
  • Indifference pricing and integrated risk management, Norwegian School of Business and Administration, Bergen, Norway, 5.10.2000.
  • Indifference pricing and integrated risk management, Workshop on "Stochastic Approaches in Finance, Insurance and Physics", Technische Universität München, 27.-29.9.2000.
  • On transformations of actuarial valuation principles, 10th AFIR Colloquium, Tromsø, Norway, 20.-23.6.2000.
  • Quadratic hedging approaches and indifference pricing in insurance, PhD defense, University of Copenhagen, 16.6.2000.
  • Quadratic hedging approaches and indifference pricing in insurance, Seminar on Financial and Insurance Mathematics, ETH Zürich, 11.4.2000.
  • Principles of financial mathematics used for pricing of (guaranteed) unit-linked life insurance contracts, Seminar on "Fondsgebundene Versicherungen", Swiss Re, Zürich, 6.4.2000.
  • Quadratic hedging approaches, Stanford University, Department of Mathematics, 16.12.1999.
  • On transformations of actuarial valuation principles, Stanford University, Department of Mathematics, 19.11.1999.
  • On indifference pricing for insurance contracts, Meeting on Risk Theory, Mathematisches Forschungsinstitut Oberwolfach, 6.-10.9.1999.
  • Hedging of payment streams in insurance, 10th INFORMS Applied Probability Conference, University of Ulm, 26.-28.7.1999.
  • Hedging of payment streams in insurance, Fourth International Congress on Industrial and Applied Mathematics, Edinburgh, 5.-9.7.1999.
  • Hedging of insurance payment processes, PhD student seminar, Technische Universität Berlin, 13.8.1998.
  • Risk-minimizing hedging strategies for unit-linked life insurance contracts, Actuarial Research Meeting, The Centre for Actuarial Studies, University of Melbourne, 8.8.1997.
  • Risk-minimizing hedging strategies for unit-linked life insurance contracts, The second Scandinavian-Ukrainian Conference in Mathematical Statistics, Umeå, 8.-13.6.1997.