Machine Learning and Monte Carlo in Insurance and Riskmanagement

Abstract

Our workshop highlights recent statistical methods in insurance and riskmanagement. We mainly focus on Monte Carlo Simulations (day 1) and Machine Learning (day2). The workshop starts with a presentation of an overview on both days. After the lunch brake we proceed with talks given by researchers and practitioners. The workshop is directed to students with a strong interest in insurance mathematics and risk management as well as to practicioners from related fields (actuaries, risk managers, financial engineers), doctoral researchers and reserachers. Following the Corona measures and keep the character of a workshop at the same time we limit the number of participants.

 

Date

15th - 16th September, 2022

 

Organisation

The team of the professorship of Risk and Insurance at the chair of Financial Mathematics at TUM

 

Confirmed Speaker

- Ralf Korn (TU Kaiserslautern)

- Ralf Werner (University of Augsburg)

- Jan-Frederik Mai (XAIA Investments)

- Simon Hatzesberger (Allianz)

- Andreas Zapp (BaFin)

-Matthias Fischer (BayernLB)

-Sebastian Kaiser (ERGO AG)

-Zoran Nikolic (Universität zu Köln)