17.00 – 17.30 RFS 2025 Opening
17.30 – 18.30 M. Marinacci (Bocconi University) Risk aversion and insurance propensity
18.30 – 19.00 Coffee Break
19.00 – 19.45 S. Sabanis (NTUA & University of Edinburg) New Langevin-based optimizers and their application to risk measures
19.45 – 20.00 Small Break
20.00 – 20.20 A. Zimbidis (AUEB) CAT modelling & insurance pricing using GIS: Addressing earthquake, wildfire & flood risk
20.20 – 20.40 A. Yannacopoulos (AUEB) An introduction to the effects of climate change in insurance
20.40 – 21.00 A. Tsekrekos (AUEB), Real options premia implied from transactions in the Greek residential property market: New evidence
17.30 – 18.15 G. Papayiannis (University of Piraeus) Robust assessment of environmental and climate risks: An approach through convex risk measures
18.15 – 18.30 Small Break
18.30 – 19.15 C. Smaragdakis (University of the Aegean) Simulating strong ground motion for seismic hazard assessment in Greece
19.15 – 19.30 Small Break
19.30 – 20.15 I. Nomikou - Lazarou (AUEB) Temperature as a premium factor - Insurance incorporating climate change: A comparative case study between Europe and North America.
17.30 – 18.30 K. Burnecki (Wroclaw University) Insurance-linked securities tied to natural disasters
18.30 – 18.45 Small Break
18.45 – 19.30 M. Chondrokouki (AUEB) An option-based approach to examining the relationship between uncertainty and real estate investment: Evidence from fifteen European countries
19.30 – 19.45 Small Break
19.45 – 20.15 K. Bisiotis (Herrion-Watt University) Liquidity and volatility drive green bond premiums
17.30 – 18.15 I. Chatzivasiloglou (FSA, CERA, FHAS Actuary) NAT CAT Models for solvency capital requirements
18.15 – 18.30 Small Break
18.30 - 19.00 F. Kottas (Maynooth University) Portfolio management application based on ranking to reinforcement learning
19.00 – 19.30 J.-D. Economides (University of Piraeus) On a generalized Gerber – Shiu function and ruin-related densities under dependent claim sizes and inter-claim times
19.30 – 19.45 Small Break
19.45 – 20.30 Ι. Baltas (University of the Aegean) Navigating uncertainty: Towards a robust pension fund management framework
10.00 – 10.45 A. Saplaouras (ETH Zurich & University of the Aegean) Stability of Backward Propagation of Chaos and Numerical Approximation of BSDEs
10.45 – 11.15 Coffee Break
11.15 – 12.00 P. Lappas (University of the Aegean) Risk-Aware Multi-Modal Routing and Decision Support for Sustainable Freight Operations: A Case Study of Bologna Freight Village
12.00 – 12.30 Coffee Break
12.30 – 13.15 K. Georgiou (University of Naples) Deep Neural Networks for probability of default modelling: State-of-the-art, advantages, disadvantages.
13.15 – 13.30 RFS 2025 Conclusions
Copyright, RFS 2003-2025