Please note: this event has passed
The meeting will bring together leading experts on mathematical economics of pensions from France and the UK. The aim is to promote mathematical techniques of financial economics that have been recently introduced in pensions risk management. The new techniques have the potential to transform the pensions industry by introducing risk sensitive valuation and risk reduction techniques in the management of both longevity and financial risks. The workshop will be based on 14 invited talks of both academics and practitioners on the quantitative side of pensions. The workshop will re-enforce the UK’s position as a leading centre on applied financial mathematics globally.
For more information about the event please see the programme.
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Date and Time: Thursday 27 June 2019: 13:00 - 19:00
Location: S-1.04, Strand Building, Strand Campus, King's College London
Date and Time: Friday 28 June 2019: 09:00 - 17:00
Location: River Room, King's Building, Strand Campus, King's College London
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Speakers:
Guillaume Biessy, SCOR, France
Enrico Biffis, Imperial College London, UK
Andrew Cairns, Heriot-Watt University, UK
Nicole El Karoui, Sorbonne Universite, France
Caroline Hillairet, Ecole Nationale de la Statistique et de l'Administration Economique, France
Sarah Kaakai, Le Mans Universite, France
Joyeeta Kanungo, Legal and General, UK
Heloise Labit Hardy, UNSW Business School, Australia
Stephane Loisel, ISFA, Universite Lyon 1, France
Pietro Millossovich, Cass Business School, City University, London
Teemu Pennanen, King's College London, UK
Pierrick Piette, Sorbonne Uinversite and Lyon 1, France
Timothy Pike (Pensions Policy Institute)
Yahia Salhi, ISFA, Universite Lyon 1, France
Organisers: Roxana Dumitrescu (King's College London), Caroline Hillairet (ENSAE, France), Teemu Pennanen (King's College London)
Acknowledgements: Funding received from the London Mathematical Society and the Chaire Risques Financiers
Event details
S-1.04, Strand Building, Strand Campus, King's College LondonStrand Campus
Strand, London, WC2R 2LS