Events

2020

  • 28.01.2020 | House of Insurance Neujahrs-Lecture
    28.01.2020 House of Insurance Neujahrs-Lecture
    17:00 

    Prof. Dr. Jan Lüttringhaus, LL.M. (Columbia), Maître en droit

    Die Perspektive der Rechtswissenschaft: Die internationale Dimension der Haftung und Versicherung für Cyber-Risiken

    17:30 

    M. Sc. Kerstin Awiszus

    Die Perspektive der Mathematik: Pricing von Cyber-Versicherungsverträgen in einem Netzwerkmodell 

    17:50 

    Dipl.-Oec. Dirk Wrede

    Die Perspektive der Ökonomie: Aktuelle Herausforderungen und Implikationen für die Versicherung von Cyberrisiken – Eine Analyse der Risikoprüfungs- und Deckungskonzepte  

    18:10 

    Christian Reimann (Senior Cyber Risk Engineer, HDI Global SE)

    Die Perspektive der Praxis: Cyber - Anforderungen an die Versicherungswirtschaft im steten Wandel – ein Praxisbeispiel

    18:30 - 20:00  Get-together bei Buffet und Getränken auf Einladung der HDI Global SE

    Location:
    Veranstaltungssaal 14. Stock, Conti-Hochhaus, Königsworther Platz 1, 30167 Hannover

    Please register until 20th January 2020: registration@insurance.uni-hannover.de

    Full report

2019

2018

2017

  • 02.11.2017 | Zürich–Hannover–Workshop on Insurance and Financial Mathematics
    02.11.2017Zürich – Hannover – Workshop on Insurance and Financial Mathematics
    Challenges in Actuarial Mathematics
    02:15 amReception
    02:40 am

    Prof. Dr. Catherine Donnelly (Heriot-Watt University)
    Simplifying Retirement By Aligning Communication With Retirement Outcomes, Rather Than Investment Strategies

    Slides

    03:30 am

    Dr. Andreas Kunz (Munich Re)
    Economic Neutral Position: How to best replicate not fully replicable liabilities

    Slides

    04:20 pmCoffee break
    04:50 pmProf. Dr. Ralf Werner (Universität Augsburg)
    A complete theory for replicating portfolios
    05:40 pmDr. Peter England (EMC Actuarial & Cass Business School)
    Mack, Merz, Wüthrich, Wang and IFRS 17 Risk Adjustments
    06:30 pmBuffet
    Location

    Hannoversche Lebensversicherung AG,
    VHV-Platz 1,
    30177 Hannover  


    Registrations will be accepted until 26.10.2017 via E-Mail to hammstochastik.uni-hannover.de

    Further details can be found in the invitation

  • 01.06.2017 | 4. DGVFM-Further-Education-Day
    01.06.20174. DGVFM-Further-Education-Day
    10:00 amReception:
    Jörg Sinner (Executive Board, VGH)
    Professor Dr. Stefan Weber (Leibniz Universität Hannover)
    10:15 amIntroduction:
    Dr. Mirko Kötter (Head of "Grundsatz Leben", Hannoversche Leben)
    10:40 amDr. Michael Schmutz (Head of department, Eidgenössische 
    Finanzmarktaufsicht FINMA)
    12:10 pmLunch
    01:00 pmDr. Jürgen Bierbaum (Executive Board, Alte Leipziger)
    02:30 pmCoffee break
    03:00 pmProfessor Dr. Steffen Meyer (Leibniz Universität Hannover)
    04:30 pmDiscussion
    Location

    VGH Versicherungen,
    Schiffgraben 4,
    30159 Hannover


    Registrations will be accepted via E-Mail to fee.koenigaktuar.de

  • 04.05.2017 | Zürich – Hannover – Workshop on Insurance and Financial Mathematics
    04.05.2017Zürich – Hannover – Workshop
    on Insurance and Financial Mathematics
    Actuarial Risk Management
    02:15 pmReception
    02:40 pmProf. Dr. Damir Filipovic (EPFL and Swiss Finance Institute)
    Replicating Portfolio Approach to Capital Calculation
    03:30 pmProf. Dr. Fabio Bellini (Università degli Studi di Milano Bicocca)
    Expectiles: properties and financial applications
    04:20 pmSCOR Fellowship — Award Ceremony
    04:50 pmCoffee break
    05:20 pmDr. Thomas Knispel (Talanx)
    On model validation and model risk - Remarks from group perspective  
    06:10 pm

    Dr. Peter Antal (Partner Re)
    Underwriting Year Capital and Portfolio Steering

    07:00 pmBuffet
    Duration02:15 pm - 08:00 pm
    LocationSCOR Switzerland AG,
    General-Guisan-Quai 26,
    8022 Zürich, Switzerland  


    Registrations will be accepted until 27.04.2017 via E-Mail to hamm@stochastik.uni-hannover.de

    Further details can be found in the invitation

  • 04.04.2017 | Conference in Hannover
    04.04.2017  Alternative Investments - Feuerwerk oder Strohfeuer?  
    SpeakerSebastian Karger (WAVE Management AG)
    Heiko Ludwig (NORD/LB)
    Dr. Daniel Graf von der Schulenburg (3i Group plc)
    Dr. Kurt Mitzner (PricewaterhouseCoopers AG)
    LocationHannover, VHV Holding AG

    You find further information here

2016

  • 29.11.2016 | Conference in Hannover
    29.11.2016Werden alternative Investments alternativlos?
    SpeakerDr. Hinrich Holm (NORD/LB)
    Boris Sonntag WAVE Management AG)
    Dr. Daniel Graf von der Schulenburg (3i Group plc)
    Dr. Kurt Mitzner (PricewaterhouseCoopers AG) 
    LocationHannover, VHV Holding AG

    You find further information here.

  • 17.11.2016 | Zürich – Hannover – Workshop on Insurance and Financial Mathematics
    17.11.2016Zürich – Hannover – Workshop on Insurance and Financial Mathematics
    02:15 pmReception
    02:40 pmDr. Andreas Märkert (HannoverRE)
    Internal capital models in the insurance industry
    03:30 pmProf. Dr. Hansjörg Albrecher (Université de Lausanne)
    Simple Identities for Randomized Observations in Risk Theory
    04:20 pmCoffee break
    04:50 pmProf. Dr. Mogens Steffensen (Universität Kopenhagen)
    From Risk and Time Preferences to Optimal Annuity Design
    05:40 pmDr. Stefan Jaschke (infinada)
    Challenges of long-term investments - and their risk analysis
    06:30 pmBuffet
    Duration02:15 pm - 08:00 pm 
    Location

    Talanx AG
    Riethorst 2
    30659 Hannover  


    Registrations will be accepted until 10.11.2016 via E-Mail to hamm@stochastik.uni-hannover.de

    Further details can be found in the invitation

  • 16.06.2016 | 3. DGVM-Further-Education-Day
    16.06.20163. DGVFM-Further-Education-Day
    Structured and Unstructured Data - Insurance Analytics, Products and Risk Management of the Future.
    SpeakerDr. Mirko Kötter (Grundsatz Leben, Hannoversche Leben)
    Dr. Michael Schmutz (Eidgenössische Finanzmarktaufsicht FINMA)
    Dr. Jürgen Bierbaum (Alte Leipziger)
    Prof. Dr. Steffen Meyer (Leibniz Universität Hannover)
    OrganisationDGVFM  under the supervision of Prof. Stefan Weber   
    RegistrationThis Event is free of charge.
    You find further information concerning the registration here
    Programme

    The programme is linked here

  • 31.05.2016 | Lecture by Prof. Dr. Steven Kou
    31.05.2016Lecture
    SpeakerProf. Dr. Steven Kou
    SubjectA Partitioning Algorithm for Markov Decision Processes and Its Applications to Market Microstructure (Abstract)
    Time

    04:00 pm - 06:00 pm

    RoomF428
  • 14.04.2016 | Zürich – Hannover – Workshop on Insurance and Financial Mathematics
    14.04.2016Zürich – Hannover – Workshop
    on Insurance and Financial Mathematics
    Actuarial Risk Management
    02:15 pmReception
    02:40 pmDr. Philipp Keller, Deloitte AG
    The foundations of the valuation of insurance liabilities
    03:30 pmProf. Dr. Enrico Biffis, Georgia State University
    Some Insurance Valuation and Design Problems with Aggregate Risk
    04:20 pmCoffee break
    04:50 pmProf. Dr. Roger Laeven, University of Amsterdam
    Robust Optimal Stopping
    05:40 pm

    Dr. Thomas Wilson, Allianz SE
    Value & Capital Management: A New Era

    06:30 pmBuffet
    Duration02:15 pm - 08:00 pm
    LocationDeloitte AG Schweiz
    General Guisan-Quai 38
    CH-8022 Zürich
    Room: Big Academy

    LUH-colloquia are recognized as development courses by the German Association of Actuaries (DAV)

    Registrations will be accepted until 07.04.2016 via E-Mail to hamm@stochastik.uni-hannover.de

      Further details can be found in the invitation

2015

2014

2013

  • 21.11.2013 | LUH-Colloquium "Versicherungs- und Finanzmathematik"
    21.11.2013LUH-Colloquium "Versicherungs- und Finanzmathematk"Stochastic Analysis
    Affine Processes and their Applications in Financial Mathematics
    02:15 pmReception
    02:30 pmProf. Dr. Johannes Muhle-Karbe (ETH Zürich)
    Asymptotic power utility-based pricing and hedging 
    03:20 pmDr. Christa Cuchiero (TU Wien)
    An HJM approach for multiple yield curves
    04:10 pmCoffee break
    04:40 pmProf. Dr. Peter Spreij (Universität von Amsterdam)
    The affine transform formula for affine jump-diffusions with a general closed convex state space
    05:30 pmProf. Dr. Jan Kallsen (Christian-Albrechts-Universität zu Kiel)
    On modelling the term structure of stock options 
    Duration02:15 pm - 06:20 pm 
    Location

    Leibniz Universität Hannover
    Welfengarten 1, 30167 Hannover
    Raum F 428  


    LUH-colloquia are recognized as development courses by the German Association of Actuaries (DAV)

    Further details can be found in the invitation

  • 25.10.2013 | Conference in Hannover
    25.10.2013Wird die Krise zur Normalität? Neue und nicht ganz so neue Wege in der Kapitalanlage von Versicherern
    SpeakerThomas Krüger (VGH Versicherungen)
    Dr. Hinrich Holm (NORD/LB)
    Rolf Elgeti (TAG Immobilien AG)
    Tim Ockenga (GDV Gesamtverband der Deutschen Versicherungswirtschaft e. V.)
    LocationHannover, VGH Versicherungen

    You find further information here

  • 27.06.2013 | LUH-Colloquium "Versicherungs- und Finanzmathematik"
    27.06.2013LUH-Colloquium "Versicherungs- und Finanzmathematk"
    Stochastic Analysis
    02:15 pmReception
    02:30 pmProf. Dr. Peter Friz (TU Berlin)
    Information Content of Iterated Integrals and Applications
    03:20 pmProf. Dr. Steffen Dereich (Westfälische Wilhelms-Universität Münster)  
    Multilevel Monte-Carlo Algorithms for Lévy-driven SDEs
    04:10 pmCoffee break
    04:40 pmProf. Dr. Arnulf Jentzen (ETH Zürich)
    Regularities and Approximations for Nonlinear Stochastic Differential Equations and their Kolmogorov Partial Differential Equations
    05.:30 pmProf. Dr. Jan van Neerven (TU Delft)
    Stochastic Maximal Regularity
    Duration02:15 pm - 06:20 pm 
    Location

    Leibniz Universität Hannover
    Welfengarten 1, 30167 Hannover
    Raum F 428  


    LUH-colloquia are recognized as development courses by the German Association of Actuaries (DAV)

    Further details can be found in the invitation

  • 16.05.2013 | LUH-Colloquium "Versicherungs- und Finanzmathematik"
    16.05.2013LUH-Colloquium "Versicherungs- und Finanzmathematk"
    The Future of Life Insurance
    02:15 pmReception
    02:30 pmProf. Dr. Ralf Korn (TU Kaiserslautern)
    Guarantees – Past, Present, Future?
    03:20 pmProf. Dr. Antje Mahayni (Universität Duisburg-Essen)
    Optimizing Proportional Portfolio Insurance Strategies – From Theory to Practice
    04:10 pmCoffee break
    04:40 pmProf. Dr. Matthias Fahrenwaldt (EBZ Business School Bochum)
    Sensitivities of Market Reserves
    05:30 pmDr. Michael Pannenberg (HDI Lebensversicherung AG)
    Garantien AAAA – Vier Anmerkungen zur Zukunft der Lebensversicherung
    18:20 pmBuffet
    Duration02:15 pm - 08:00 pm 
    Location

    Hannoversche Lebensversicherung AG,
    VHV-Platz 1, 30177 Hannover


    LUH-colloquia are recognized as development courses by the German Association of Actuaries (DAV)

    Registrations will be accepted until 09.05.2013 via E-Mail to hamm@stochastik.uni-hannover.de

    Further details can be found in the invitation

  • 17.01.2013 | LUH-Colloquium "Versicherungs- und Finanzmathematik"
    17.01.2013LUH-Colloquium "Versicherungs- und Finanzmathematik" 
    Risk Management and Reinsurance
    02:15 pmReception
    02:30 pmProf. Dr. Judith C. Schneider (Universität Münster)
    On Capped Product Designs
    03:20 pmProf. Dr. Matthias Scherer (TU München)
    Hierarchical Factor Copulas for Insurance Portfolios
    04:10 pmCoffee break
    04:40 pmDr. Olaf Menkens (Dublin City University)
    Worst-Case-Optimal Dynamic Reinsurance for Large Claims  
    05:30 pm

    Prof. Dr. Michael Fröhlich (Hochschule Regensburg)
    Reinsurance-Pricing

    06:20 pmBuffet   
    Duration02:15 pm - 08:00 pm
    Location

    VGH Versicherungen, Schiffgraben 4, 30159 Hannover, House D
    The entry to house D and the entrance to the parking lot are located in "Warmbüchenkamp".

    LUH-colloquia are recognized as development courses by the German Association of Actuaries (DAV)

    Registrations will be accepted until 10.01.2013 via E-Mail to knispel@stochastik.uni-hannover.de

    Further details can be found in the invitation