FADeRiS 2024 @ University of Ulm
May 27-29, 2024
May 27
May 27
16:00-16:30 -- Arrival and Coffee
16:00-16:30 -- Arrival and Coffee
16:30-18:00 -- Opening and Scientific Talks (Chair: Peter Hieber)
16:30 - 16:45: Opening (An Chen, Mario Ghossoub, Peter Hieber)
16:45 - 17:15: Annamaria Olivieri “User-friendly performance metrics for longevity-linked annuitants”
17:15 - 17:45: Manuel Rach “On the ethics of mortality risk sharing”
16:30-18:00 -- Opening and Scientific Talks (Chair: Peter Hieber)
16:30 - 16:45: Opening (An Chen, Mario Ghossoub, Peter Hieber)
16:45 - 17:15: Annamaria Olivieri “User-friendly performance metrics for longevity-linked annuitants”
17:15 - 17:45: Manuel Rach “On the ethics of mortality risk sharing”
18:00-20:00 -- Dinner at Castle Reisensburg (cold buffet)
18:00-20:00 -- Dinner at Castle Reisensburg (cold buffet)
20:30- ... -- Get-Together
20:30- ... -- Get-Together
May 28
May 28
07:30-09:00 -- Breakfast
07:30-09:00 -- Breakfast
09:00-10:30 -- Scientific Talks (Chair: An Chen)
09:00 - 09:30: Frank Riedel “Efficient uncertainty sharing”
09:30 - 10:00: Carole Bernard “Risk sharing under ambiguity”
10:00 - 10:30: Rodrigue Kazzi “Decentralized risk-sharing under model uncertainty”
09:00-10:30 -- Scientific Talks (Chair: An Chen)
09:00 - 09:30: Frank Riedel “Efficient uncertainty sharing”
09:30 - 10:00: Carole Bernard “Risk sharing under ambiguity”
10:00 - 10:30: Rodrigue Kazzi “Decentralized risk-sharing under model uncertainty”
10:30-11:00 -- Coffee Break
10:30-11:00 -- Coffee Break
11:00-12:30 -- Scientific Talks (Chair: Julien Trufin)
11:00 - 11:30: Hansjörg Albrecher “Climate change and pooling of NatCat risks”
11:30 - 12:00: Michail Anthropelos “When is the expansion of risk pooling beneficial?”
12:00 - 12:30: Mücahit Aygün “On geometrically convex risk measures”
11:00-12:30 -- Scientific Talks (Chair: Julien Trufin)
11:00 - 11:30: Hansjörg Albrecher “Climate change and pooling of NatCat risks”
11:30 - 12:00: Michail Anthropelos “When is the expansion of risk pooling beneficial?”
12:00 - 12:30: Mücahit Aygün “On geometrically convex risk measures”
12:30-14:00 -- Lunch at Castle Reisensburg
12:30-14:00 -- Lunch at Castle Reisensburg
14:00-16:00 -- Scientific Talks (Chair: Emiliano Valdez)
14:00 - 14:30: Thai Nguyen “Individual survivor fund account: The impact of bequest motive on tontine participation”
14:30 - 15:00: Sascha Günther “Tontines with money-back guarantee”
15:00 - 15:30: Steven Vanduffel “Can an actuarially unfair tontine be optimal?”
15:30 - 16:00: Mario Marino “On the impact of mortality dynamics in mutual risk- sharing”
14:00-16:00 -- Scientific Talks (Chair: Emiliano Valdez)
14:00 - 14:30: Thai Nguyen “Individual survivor fund account: The impact of bequest motive on tontine participation”
14:30 - 15:00: Sascha Günther “Tontines with money-back guarantee”
15:00 - 15:30: Steven Vanduffel “Can an actuarially unfair tontine be optimal?”
15:30 - 16:00: Mario Marino “On the impact of mortality dynamics in mutual risk- sharing”
16:00-16:30 -- Coffee Break
16:00-16:30 -- Coffee Break
16:30-18:00 -- Scientific Talks (Chair: Mitja Stadje)
16:30 - 17:00: Patricia Ortega-Jiménez “Non-sabotage on conditional risk mean sharing for conditionally independent risks”
17:00 - 17:30: Roger Laeven “Asymptotic analysis of risk premia induced by law-invariant risk sharing”
17:30 - 18:00: Mario Ghossoub “Pareto-optimal risk sharing with monotone concave Schur-concave utilities”
16:30-18:00 -- Scientific Talks (Chair: Mitja Stadje)
16:30 - 17:00: Patricia Ortega-Jiménez “Non-sabotage on conditional risk mean sharing for conditionally independent risks”
17:00 - 17:30: Roger Laeven “Asymptotic analysis of risk premia induced by law-invariant risk sharing”
17:30 - 18:00: Mario Ghossoub “Pareto-optimal risk sharing with monotone concave Schur-concave utilities”
18:00-20:00 -- Dinner at Castle Reisensburg
18:00-20:00 -- Dinner at Castle Reisensburg
20:30- ... -- Get-Together
20:30- ... -- Get-Together
May 29
May 29
07:30-08:30 -- Breakfast
07:30-08:30 -- Breakfast
08:30-10:00 -- Scientific Talks (Chair: Felix Liebrich)
08:30 - 09:00: Ruodu Wang “Choquet quantiles and risk sharing under uncertainty
09:00 - 09:30: Liyuan Lin “Negatively dependent optimal risk sharing”
09:30 - 10:00: Morten Wilke “Exploring optimal hybrid payoffs in risk management: a peer-to-peer solution”
08:30-10:00 -- Scientific Talks (Chair: Felix Liebrich)
08:30 - 09:00: Ruodu Wang “Choquet quantiles and risk sharing under uncertainty
09:00 - 09:30: Liyuan Lin “Negatively dependent optimal risk sharing”
09:30 - 10:00: Morten Wilke “Exploring optimal hybrid payoffs in risk management: a peer-to-peer solution”
10:00-10:30 -- Coffee Break
10:00-10:30 -- Coffee Break
10:30-11:45 -- Scientific Talks (Chair: Shihao Zhu)
10:30 - 11:00: Patrick Beissner “Linking no-betting and belief-neutral Pareto efficiency”
11:00 - 11:30: Tim Boonen “Robust peer-to-peer risk sharing in continuous time”
10:30-11:45 -- Scientific Talks (Chair: Shihao Zhu)
10:30 - 11:00: Patrick Beissner “Linking no-betting and belief-neutral Pareto efficiency”
11:00 - 11:30: Tim Boonen “Robust peer-to-peer risk sharing in continuous time”
11:45-12:00 -- Closing Remarks
11:45-12:00 -- Closing Remarks
12:00-13:30 -- Lunch at Castle Reisensburg
12:00-13:30 -- Lunch at Castle Reisensburg