This is the closing workshop of a Research Project by the organisers, sponsored by Fundación MAPFRE and hosted by CEMAPRE, at ISEG, Universidade de Lisboa.
The project has focused mainly on the application of affine processes and deep hedging to insurance-finance
products, in particular to variable annuities.
The organisers gratefully acknowledge the financial support of MAPFRE and the logistic support by ISEG and CEMAPRE.