| 20/11/2025 | Workshop on Insurance and Financial Mathematics |
|---|---|
| 14:15 | Reception |
14:30 | Opening |
14:40 | Prof. Dr. Damir Filipovic, Ecole Polytechnique Fédérale de Lausanne Stripping the discount curve – theory |
15:30 | Dr. Lutz Wilhelmy, Swiss Re Stripping the discount curve – practical considerations |
| 16:20 | Coffee Break |
16:50 | Prof. Dr. Roger J. Laeven, Amsterdam School of Economics Measuring financial resilience using BSDEs |
17:40 | Dr. Sören Bettels, Leibniz Universität Hannover Multinomial Backtesting of Distortion Risk Measures |
| 18:30 | Buffet |
Location: VHV Versicherungen, VHV-Platz 1, 30177 Hannover
The workshop is free and open to all interested participants.
To register, please click here.