FADeRiS  2023  @  KU Leuven

Detailed Program in PDF

May 18

09:30-10:00  --  Arrival and Coffee

10:00-10:10  --  Opening Remarks (Jan Dhaene)

10:10-10:40  --  Decentralized Risk-Sharing Rules and their Properties

     Jan Dhaene (joint work with Michel Denuit and Christian Robert)

10:40-11:20  --  The Riccati Tontine 

     Moshe Milevsky (joint work with Tom Salisbury)

11:20-11:40  --   Break 

11:40-12:20  --  Conditional Mean Risk Sharing of Losses at Occurrence Time in the Compound Poisson Surplus Model

    Christian Robert (joint work with Michel Denuit)

12:20-13:00  --  A Unified Theory of Multi-Period Decentralized Insurance and Annuities

    Runhuan Feng (joint work with Peixin Liu) 

13:00-14:00  --  Lunch

14:00-14:40  --  Risk sharing on Irregular Networks

    Arthur Charpentier

    (joint work with Lariosse Kouakou, Matthias Löwe, Philipp Ratz, and Franck    Vermet) 

14:40-15:20  --  Tontines in Retirement Decumulation  

     An Chen (joint work with Manuel Rach and Peter Hieber)

15:20-15:40  --  Break

15:40-16:20  --  Designing Mutual Insurance Schemes of Heterogeneous Risks

     Peter Hieber

16:20-17:00  --  Mean-Variance Longevity Risk-Sharing for Annuity Contracts

     Hamza Hanbali

18:30-21:30  --   Dinner at the Faculty Club

May 19

09:00-09:30  --  Arrival and Coffee

09:30-10:10  --  An Unexpected Stochastic Dominance: Pareto Distributions, Catastrophes, and Risk Exchange

     Ruodu Wang (joint work with Yuyu Chen and Paul Embrechts)

10:10-10:50  --  Risk Sharing Rules with Informational Frictions

     Mario Ghossoub (joint work with Giulio Principi and Ruodu Wang)

10:50-11:10  --   Break 

11:10-11:50  --   Multi-Period Peer-to-Peer Risk Sharing

     Tim Boonen (joint work with Samal Abdikerimova and Runhuan Feng)

11:50-12:30  --  The P2P Pandemic Swap: Decentralized Pandemic-Linked Securities

     Daniel Linders (Joint work with Samal Abdikerimova and Runhuan Feng)

12:30-13:00  --  Closing Remarks

13:00-14:00  --  Lunch