2024
2024
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26.11.2024 | House of Insurance Lecture: Zwischen Hochwasser und Hackerangriff
Extreme Wetterereignisse verursachen auch in unseren Breitengraden Milliardenschäden. Kommt zu dieser Klima-Krise bald eine Cyber-Krise hinzu? Im Juli 2024 bewies der „Crowdstrike“-Vorfall, dass ein kleiner Software-Fehler das gesellschaftliche Leben über alle Kontinente hinweg beeinträchtigen kann: Tausende Flugzeuge bleiben am Boden und unzählige Unternehmen, Behörden und selbst Krankenhäuser mussten ihre Arbeit einstellen. Wenn schon eine IT-Panne solche Konsequenzen hat, was wären dann erst die Folgen einer gezielten Cyber-Attacke? Wie sollen wir mit Natur- und Cyber-Risiken umgehen? Sind solche Risiken überhaupt noch beherrsch- und versicherbar?
Wir laden Sie ein, diese und viele andere Fragen mit uns zu diskutieren.House of Insurance Lecture 18:00
Dr. Ulrich Knemeyer (Vorstandsvorsitzender der VGH)
Tobias Tackenberg (Leiter Controlling & Aktuariat VGH)
Diskussion: Prof. Dr. Judith SchneiderLand unter überall – hilft eine Elementarschadenpflichtversicherung wirklich?
Zu den Grenzen der Versicherbarkeit von Elementarrisiken18:45 Dr. Stefan Sperlich (Managing Director Cyber & Digital Hannover Rück)
Christoph Kerz (Lead Underwriter Cyber & Digital Hannover Rück)
Diskussion: Prof. Dr. Jan LüttringhausCyber-Blackout – wenn der digitale Dominoeffekt zuschlägt
19:30 Im Anschluss an die Veranstaltung lädt die VGH dazu ein, die Diskussion
bei Snacks & Drinks im Lichthof der Leibniz Universität fortzuführen.Ort: Lichthof der Leibniz Universität, Welfenschloss 1, 30167 Hannover
Studierende und ReferendarInnen können auf Wunsch eine Teilnahmebescheinigung erhalten.
Wir freuen uns auf zahlreiche Anmeldungen aller Interessierten bis zum 20. November 2024 an: registration@insurance.uni-hannover.de
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20.11.2024 | Workshop on Insurance and Financial Mathematics: Machine Learning, Artificial Intelligence, and Insurance
11/20/2024 Workshop on Insurance and Financial Mathematics: Machine Learning, Artificial Intelligence, and Insurance 14:15 Reception 14:30
Opening
14:40
Markus Gesmann (Insurance Capital Markets Research)
Hierarchical Compartmental Reserving Models15:30
Prof. Dr. Marius Lindauer (Leibniz Universität Hannover)
The Transformative Impact of Modern Generative AI and the Role of AutoML in AI's Advancement16:20 Coffee Break 16:50
17:40
Prof. Dr. Peyman Mohajerin Esfahani (Delft University of Technology)
The Role of Convexity in Data-Driven Decision-Making18:30 Buffet Location: Hannoversche Lebensversicherung AG, VHV-Platz 1, 30177 Hannover
The workshop is free and open to all interested participants.
Please register until 14.11.2024: registration@insurance.uni-hannover.de
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25.09.2024 | DGVFM eWeiterbildungstag: Climate and Insurance
25/09/2024 DGVFM eWeiterbildungstag, 25th September 2024: Climate and Insurance 16:30 Opening Prof. Dr. An Chen (Universität Ulm),
Prof. Dr. Stefan Weber (Leibniz Universität Hannover)Prof. Dr. Tapio Schneider (California Institute of Technology)
Ernst Rauch (Munich Re)
Prof. Dr. Enrico Biffis (Imperial College London)
Robust Climate Risk Management
19:30 End of the event Location: Online
The workshop is free and open to all interested participants.
Please register until 18th September 2024: click here or send an e-Mail to Verena.Reiter@aktuar.de.
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16./17.05.2024 | Workshop: Risk Measures and Uncertainty in Insurance
The workshop is organised jointly by the House of Insurance of the Leibniz University Hannover and the Center for Mathematical Economic of the University of Bielefeld.
Further details can be found here.
Invited speakers are:
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Anna Aksamit (University of Sydney)
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Fabio Bellini (Milano-Bicocca)
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An Chen (Ulm University)
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Tolulope Fadina (Illinois Urbaba-Champaign)
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Michael Kupper (University of Konstanz)
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Roger Laeven (University of Amsterdam)
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Peyman Mohajerin Esfahani (TU Delft)
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Steven Vanduffel (Vrije Universiteit Brussel)
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05.03.2024 | 15. Weiterbildungstag der DGVFM: Financial Planning for Retirement: Analyzing Costs and Strategies
05/03/2024 15. Weiterbildungstag der DGVFM: Financial Planning for Retirement: Analyzing Costs and Strategies 10:00 Opening
Prof. Dr. An Chen (Universität Ulm)10:15 Dr. Tobias Rieck (Allianz Leben)
Value for Money
12:00 Buffet 13:00 Prof. Dr. Tabea Bucher-Könen (Universität Mannheim)
Financial Literacy and Retirement Planning
14:30 Coffee Break
15:00 Prof. Dr. Ralf Korn (RPTU Kaiserslautern Landau)
Retirement planning - what should it cost or what must it achieve?
16:30 Discussion 17:00 End of the event Location: SV SparkassenVersicherung Stuttgart, Löwentorstraße 65, 70376 Stuttgart
Please register here or send an e-Mail to Verena.Reiter@aktuar.de.
2023
2023
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27.11.2023 | House of Insurance Lecture Klima & Wandel
Unter dem Motto "Klima & Wandel: Verklagen – versichern – investieren – Wie gelingt der Wandel in Industrie und Gesellschaft?" lädt das House of Insurance am 27. November 2023 im Lichthof der Leibniz Universität Hannover zur House of Insurance Lecture ein.
House of Insurance Lecture Klima und Wandel: Verklagen - versichern - investieren 18:00 Prof. Dr. Jonas Knetsch (Université Paris I Panthéon-Sorbonne)
Aux armes, citoyens... - Klimaschutzklagen in Frankreich und der Welt: Motor der Umweltpolitik oder Instrumentalisierung der Judikative?
18:30 Dr. Moritz Keller (Rechtsanwalt und Partner bei Clifford Chance)
Klimawandelklagen gegen deutsche Unternehmen - aktueller Stand und Ausblick
18:50 Shivaun Moreno (Hannover Rück)
Klimaklagen aus der Sicht der internationalen Rückversicherung
19:10 Dr. Guido Harms/Lukas Münzberg (Head of Carbon Steering/Legal Counsel BASF SE)
BASF auf dem Weg zu "Net Zero": Transformation zwischen Anspruch und Wachstum
19:30 Empfang auf Einladung der Mecklenburgischen Versicherungs-Gesellschaft a. G. Ort: Lichthof der Leibniz Universität, Welfenschloss 1, 30167 Hannover
Für Anwältinnen und Anwälte kann eine Bescheinigung nach § 15 FAO ausgestellt werden.
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28.09.2023 | 14. Weiterbildungstag der DGVFM: Epidemic Risk and Insurance
28/09/2023 14. Weiterbildungstag der DGVFM: Epidemic Risk and Insurance 10:00 Opening
Dr. Andreas Märkert (Hannover Rück)
Prof. Dr. Stefan Weber (Leibniz Universität Hannover)10:15 Dr. Nils Bertschinger & Dr. Andreas Tacke (Hannover Rück)
Covid-19 and Long-Covid
12:00 Buffet 13:00 Prof. Dr. Anastasia Kartasheva (University of St. Gallen)
14:30 Coffee Break
15:00 Dr. Hjalmar Böhm (Munich Re)
16:30 Discussion 17:00 End of the event Location: Hannover Rück, Karl-Wiechert-Allee 57, 30625 Hannover
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03.07.2023 | Talk by Zachary Feinstein: Axioms of Automated Market Makers
Within this talk, we introduce an axiomatic framework for Automated Market Makers (AMMs). By imposing reasonable axioms on the underlying utility function, we are able to characterize the properties of the swap size of the assets and of the resulting pricing oracle. We will analyze many existing AMMs and show that the vast majority of them satisfy our axioms. We will also consider the question of fees and divergence loss. In doing so, we will propose a new fee structure so as to make the AMM indifferent to transaction splitting. Finally, we will propose a novel AMM that has nice analytical properties and provides a large range over which there is no divergence loss.
This talk is free and open to all interested participants.
Location: Leibniz Universität Hannover, Welfengarten 1, 30167 Hannover, room 1101 - B305
Speaker: Zachary Feinstein, Stevens Institute of Technology
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08.06.2023 | Workshop on Insurance and Financial Mathematics: Cyber Risk and Insurance
08/06/2023 Workshop on Insurance and Financial Mathematics:
Cyber Risk and Insurance14:15 Reception 14:30 Opening 14:40 Prof. Dr. Olivier Lopez (Sorbonne Université)
Tree-based methods and extreme value analysis for cyber insurance15:30 Prof. Dr. Thomas Schreck (Hochschule München)
How Security Teams leverage Cyber Threat Intelligence16:20 Coffee Break 16:50 Prof. Dr. Marie Kratz (ESSEC Business School)
Cyber Risk Analysis, with a Focus on Extremes17:40 Dr. Carsten Liese (HDI AG)
Cyber Risk Management18:30 Buffet Location: HDI Versicherung AG, HDI Platz 1, 30659 Hannover
Videos:
Prof. Dr. Olivier Lopez
Prof. Dr. Thomas SchreckThe workshop is free and open to all interested participants.
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04/05.05.2023 | Workshop: Risk Measures and Uncertainty in Insurance
The workshop is organised jointly by the House of Insurance of the Leibniz University Hannover, Ludwig Maximilian University of Munich and the Center for Mathematical Economic of the University of Bielefeld. If you are interested in attending the talks, please send an email to Felix Liebrich.
Further details can be found here.
Invited speakers are:
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Hans Föllmer (HU Berlin)
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Cosimo Munari (University of Zurich)
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Ariel Neufeld (NTU Singapore)
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Birgit Rudloff (WU Vienna)
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Thorsten Schmidt (University of Freiburg)
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Ruodu Wang (University of Waterloo)
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28.03.2023 | DGVFM-eWeiterbildungstag: Inflation
28/03/2023 DGVFM-eWeiterbildungstag: Inflation 17:00 Opening
Prof. Alexander Ludwig (Goethe Universität Frankfurt)
Quo vadis? — Inflation, Demography, Growth and Asset Returns
Prof. Michel Vellekoop (University of Amsterdam)
An Actuarial Scenario Generator for Equity, Interest Rate and Inflation Risk
Prof. Christian Ewald (University of Glasgow)
20:00 End of the event The workshop is free and open to all interested participants.
Please register for the workshop: myrjam.santos@aktuar.de
2022
2022
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27.10.2022 | 12. Weiterbildungstag DGVFM: Sustainable Investments
27/10/2022 12. Weiterbildungstag DGVFM: Sustainable Investments
10:00 Opening
Dr. Ulrich Knemeyer (VGH Versicherungen)
Prof. Dr. Stefan Weber (Leibniz Universität Hannover)10:15 Dr. Felicia Liu (Oxford Sustainable Finance Group)
Managing Climate Transition Risks: Spatial Finance and Open Data Solutions
12:00 Buffet
13:00 Dr. Mario Hörig (Oliver Wyman)
Scenario analysis for assessing sustainabilitiy risks of investments
14:30 Coffee Break 15:00 Professor Dr. Dr. Holger Kraft (Goethe Universität Frankfurt am Main)
Two Topics in Sustainable Finance: Climate Action and Gender Gap
16:30 Discussion 17:00 End of the event Location: VGH Versicherungen, Schiffgraben 4, 30159 Hannover
The workshop is free and open to all interested participants.
Videos:
Opening
Dr. Felicia Liu -
19./20.05.2022 | Workshop: Risk Measures and Uncertainty in Insurance
The workshop is organised jointly by the House of Insurance and the Center for Mathematical Economics and CRC 1283 of the University of Bielefeld. If you are interested in attending the talks, please send an email to Felix Liebrich.
Further details can be found here.
Presentations:
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05.04.2022 | 11. Weiterbildungstag DGVFM: Machine Learning
05.04.2022 11. Weiterbildungstag DGVFM: Machine Learning10:00 Opening
Dr. Jürgen Reinhart (MunichRe)
Prof. Dr. An Chen (Universität Ulm)10:15 Prof. Dr. Bernd Bischl (Ludwig-Maximilians-Universität München)
t. b. a.
12:00 Buffet
13:00 Prof. Dr. Julien Trufin (Université Libre de Bruxelles)
Non-life insurance pricing: boosting trees and diagnostic tools to compare competing models14:30 Coffee Break 15:00 Dr. Frank Schiller (MunichRe)
Data & Ethics: How to establish a sustainable, data-driven business model in life insurance16:30 Discussion 17:00 End of the event The workshop is free and open to all interested participants.
2021
2021
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14.10.2021 | DGVFM-eWeiterbildungstag: InsurTechs
14.10.2021 DGVFM-eWeiterbildungstag: InsurTechs
17:00 Opening
Prof. Dr. An Chen (Universität Ulm)
Prof. Dr. Stefan Weber (Leibniz Universität Hannover)
17:05 Prof. Dr. Thorsten Oletzky (TH Köln)
Digital Innovation in the Insurance Industry and the Role of the InsurTech Startups
18:00 Guillaume Béraud-Sudreau (Akur8)
Future of insurance pricing: Leveraging the transparency of GAMs and power of Machine LearningThe workshop is free and open to all interested participants.
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18.03.2021 | DGVFM-eWeiterbildungstag: Cyber Risk and Insurance
18.03.2021 DGVFM-eWeiterbildungstag: Cyber Risk and Insurance17:00 Opening
Prof. Dr. An Chen (Universität Ulm)Prof. Dr. Stefan Weber (Leibniz Universität Hannover)17:05 Dr. Jürgen Reinhart (Munich Re)18:00 Gabriela Zeller (TU München)
Cyber Risk and Cyber Insurance: Actuarial Challenges and Modelling Accumulation Risk with Marked Point ProcessesThe workshop is free and open to all interested participants.
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21.01.2021 | Herausforderungen der Coronapandemie für die Versicherungswirtschaft
21.01.2021 Herausforderungen der Coronapandemie für die Versicherungswirtschaft 16:00 Uhr Veranstaltungsbeginn
Kurzvorträge sowie eine anschließende Diskussionsrunde mit Vertretern aus Wirtschaft und Wissenschaft: - Kerstin Awiszus
(Hannover Rück SE & House of Insurance) - Rainer-Karl Bock-Wehr
(HDI Versicherung AG) - Wolfgang Glaubitz
(Concordia Versicherungen) - Johann-Matthias Graf von der Schulenburg
(House of Insurance) - Frank Hilbert
(Hannoversche Lebensversicherung AG) - Jan Lüttringhaus
(House of Insurance) - Stefan Weber
(House of Insurance)
17:15 Uhr Veranstaltungsende Die Teilnahme an der Veranstaltung ist kostenlos.
Präsentationen der Veranstaltung:
- Kerstin Awiszus
2020
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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
2019
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21.11.2019 | Zürich – Hannover – Workshop on Insurance and Financial Mathematics
21.11.2019 Zürich – Hannover – Workshop on Insurance and Financial Mathematics 14:15 Reception 14:30 Opening 14:40 Prof. Dr. Marie Kratz (ESSEC Business School):
Pro-Cyclicality of Traditional Risk Measurements: Quantifying and Highlighting Factors at its Source
15:30 Prof. Dr. Cosimo Munari (Universität Zürich):
16:20 Coffee Break 16:50 Prof. Dr. Stéphane Loisel (Université Lyon 1):
Quickest Detection Problem and Application to Longevity Risk Management
17:40 Dr. Frank Schiller (Munich Re):
More Attractive Products in Life Insurance with Big Data and Artificial Intelligence!?
18:30 Buffet -
08.11.2019 | Prof. Dr. J. Lüttringhaus: Liability for Cyber-Risk and Cyber-Insurance in the Conflict of Laws
On November, 8th 2019, Prof. Dr. Jan Lüttringhaus gave a lecture on “Liability and Insurance for Cyber-Risk in the Conflict of Laws” at the University of Münster. The conference was dedicated to “Conflict of Laws 4.0 – Artificial Intelligence, Smart Contracts and bitcoins as challenges for Private International Law”.https://zivindico.uni-muenster.de/event/36/timetable/?print=1
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17.10.2019 | Workshop on Insurance and Financial Mathematics
17.10.2019 Workshop on Insurance and Financial Mathematics 14:15 Opening 14:30 Vjaceslavs Geveilers (KPMG)
16:00 Coffee Break 16:30 Jens Chyba (Hannover Re)
18:00 Buffet Location: KPMG, Ignition Center, Prinzenstr. 23, 30159 Hannover
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09.07.2019 | Prof. Dr. X. Shen: “Foreign Insurance Companies in China: Risks and Opportunities”
On July, 9th 2019 Professor Dr. Xiaojun Shen (Shanghai University of International Business and Economics) gave the second "House of Insurance Lecture in Law" on „Foreign Insurance Companies in China: Risks and Opportunities”. The legal challenges as well as the many opportunities were discussed by the attending researches and students as well as by practitioners from the German insurance industry.
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19.06.2019 | Workshop on Insurance and Financial Mathematics
19.06.2019 Evening Lectures 05:50 pm Opening 06:00 pm Prof. Dr. Ralf Korn (TU Kaiserslautern) Least-Squares Monte Carlo Methods for
Proxy Modeling of Life Insurance Companies06:45 pm Dr. Ludger Overbeck (Justus-Liebig-Universität Giessen)
Regime Switching Rough Heston Model07:30 pm Champagne Reception Location Talanx AG, Riethorst 2, 30659 Hannover Contact Sabine Erdmann
sekretariat@stochastik.uni-hannover.deNote The workshop is free and open to all interested participants. Please register for the workshop until 12 June 2019 Further details can be found in the invitation
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16.05.2019 | 6. DGVFM Weiterbildungstag
16.05.2019 6. DGVFM Weiterbildungstag 10:00 am Opening
Manfred Schnieders
(VGH Versicherungen)
Prof. Dr. Stefan Weber
(Leibniz Universität Hannover)10:15 am Mathematical Aspects of Machine Learning
Prof. Gareth W. Peters (Heriot-Watt University Edinburgh)11:45 am Lunch Break 01:00 pm Deep Learning in Text Mining and Image Recognition
Dr. Andreas Nawroth (MunichRe)02:30 pm Coffee Break 03:00 pm Machine Learning in Life Insurance-Searching for Patterns in Cash Flows
Pierre Joos (Allianz)04:30 pm Questions and Discussion 05:00 pm End Location VGH Versicherungen
Schiffgraben 4, 30159 Hannover -
14.05.2019 | Distinguished Prof. R. W. Wright: "Tort Liability and Insurance Crises"
On May, 14th 2019, Distinguished Professor and Member of the American Law Institute Richard W. Wright (Chicago-Kent College of Law, Illinois Institute of Technology) gave the first "House of Insurance Lecture in Law" on „Tort Liability and Insurance Crises” in Hannover. He provided in-depth insights into leading cases, including the famous “McDonalds Coffee”-Case (Liebeck v. McDonalds) and into the recent developments in the “Monsanto Roundup”-Cases where damages of more than 1 billion US-Dollar have been awarded. The lecture was followed by a vivid discussion involving the many attending researches and students as well as practitioners from the insurance industry.
2018
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22.11.2018 | Zürich – Hannover – Workshop on Insurance and Financial Mathematics
22.11.2018 Zürich – Hannover – Workshop on Insurance and Financial Mathematics
02:15 pm Reception 02:40 pm Prof. Dr. Marcus Christiansen (Universität Oldenburg)
03:30 pm Prof. Dr. Ulrich Horst (HU Berlin)
04:20 pm Coffee Break 04:50 pm Prof. Dr. Ralf Korn (TU Kaiserslautern) 05:40 pm Prof. Dr. Michel Dacorogna (Prime Re Solutions) 06:30 pm Buffet
Location Hannover Rück SE
Karl-Wiechert-Allee 57
30625 HannoveRegistrations will be accepted until 15.11.2018 via email to weske@stochastik.uni-hannover.de.
Further details can be found in the invitation.
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14./15.06.2018 | Workshop on Insurance and Financial Mathematics
14./15.06.2018 Workshop on Insurance and Financial Mathematics Topic Introduction to the Benchmark Approach: Towards Less Expensive Production in Insurance Speaker Professor Eckhard Platen Location Talanx AG, Riethorst 2, 30659 Hannover Contact Kerstin Weske
weske@stochastik.uni-hannover.deNote The workshop is free and open to all interested participants. Please register for the workshop until 7 June 2018 Further details can be found in the invitation
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30.05.2018 | Farewell lecture by Prof. Dr. Paul Embrechts
30.05.2018 Farewell lecture by Prof. Dr. Paul Embrechts
Department of MathematicsSpeaker Dr. Paul Embrechts Subject Living with Risks Time 05:15 pm
Location ETH Zurich, Main building
Raemistrasse 101, Audimax (F30) -
17.05.2018 | Zürich - Hannover - Workshop on Insurance and Financial Mathematics
17.05.2018 Zürich – Hannover – Workshop on Insurance and Financial Mathematics 02:15 pm Reception 02:40 pm Prof. Dr. Thomas Moeller (PFA Pension) 03:30 pm Prof. Dr. An Chen (Universität Ulm) 04:20 pm Coffee Break 04:50 pm Dr. Lutz Wilhelmy (Swiss Re) 05:40 pm Dr. Eric Schaanning (ETH Zürich) 06:30 pm Buffet Location PartnerRe
Bellerivestrasse 36
8034 Zürich
Registrations will be accepted until 09.05.2018 via E-Mail to weske@stochastik.uni-hannover.deFurther details can be found in the invitation
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15.02.2018 | Workshop on Insurance and Financial Mathematics
15.02.2018 Workshop on Insurance and Financial Mathematics
Mastering Dependence in Insurance02:15 pm Reception 02:30 pm Mastering Dependence - Lecture 1 04:00 pm Coffee Break 04:30 pm Mastering Dependence - Lecture 2 06:00 pm Buffet Location Talanx AG
Riethorst 2
30659 Hannover
Registrations will be accepted until 08.02.2018 via E-Mail to weske@stochastik.uni-hannover.deFurther details can be found in the invitation
2017
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02.11.2017 | Zürich–Hannover–Workshop on Insurance and Financial Mathematics
02.11.2017 Zürich – Hannover – Workshop on Insurance and Financial Mathematics
Challenges in Actuarial Mathematics02:15 am Reception 02:40 am https://www.stochastik.uni-hannover.de/fileadmin/institut/pdf/Talk_Bignozzi.pdfProf. Dr. Catherine Donnelly (Heriot-Watt University)
Simplifying Retirement By Aligning Communication With Retirement Outcomes, Rather Than Investment Strategies03:30 am Dr. Andreas Kunz (Munich Re)
Economic Neutral Position: How to best replicate not fully replicable liabilities04:20 pm Coffee break 04:50 pm Prof. Dr. Ralf Werner (Universität Augsburg)
A complete theory for replicating portfolios05:40 pm Dr. Peter England (EMC Actuarial & Cass Business School)
Mack, Merz, Wüthrich, Wang and IFRS 17 Risk Adjustments06:30 pm Buffet Location Hannoversche Lebensversicherung AG,
VHV-Platz 1,
30177 Hannover
Registrations will be accepted until 26.10.2017 via E-Mail to hammstochastik.uni-hannover.deFurther details can be found in the invitation
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01.06.2017 | 4. DGVFM-Further-Education-Day
01.06.2017 4. DGVFM-Further-Education-Day 10:00 am Reception:
Jörg Sinner (Executive Board, VGH)
Professor Dr. Stefan Weber (Leibniz Universität Hannover)10:15 am https://www.stochastik.uni-hannover.de/fileadmin/institut/pdf/Talk_Bignozzi.pdfIntroduction:
Dr. Mirko Kötter (Head of "Grundsatz Leben", Hannoversche Leben)10:40 am Dr. Michael Schmutz (Head of department, Eidgenössische
Finanzmarktaufsicht FINMA)12:10 pm Lunch 01:00 pm Dr. Jürgen Bierbaum (Executive Board, Alte Leipziger) 02:30 pm Coffee break 03:00 pm Professor Dr. Steffen Meyer (Leibniz Universität Hannover) 04:30 pm Discussion 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
04.05.2017 Zürich – Hannover – Workshop
on Insurance and Financial Mathematics
Actuarial Risk Management02:15 pm Reception 02:40 pm Prof. Dr. Damir Filipovic (EPFL and Swiss Finance Institute)
Replicating Portfolio Approach to Capital Calculation03:30 pm Prof. Dr. Fabio Bellini (Università degli Studi di Milano Bicocca)
Expectiles: properties and financial applications04:20 pm SCOR Fellowship — Award Ceremony 04:50 pm Coffee break 05:20 pm Dr. Thomas Knispel (Talanx)
On model validation and model risk - Remarks from group perspective06:10 pm Dr. Peter Antal (Partner Re)
Underwriting Year Capital and Portfolio Steering07:00 pm Buffet Duration 02:15 pm - 08:00 pm Location SCOR 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.deFurther details can be found in the invitation
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04.04.2017 | Conference in Hannover
04.04.2017 Alternative Investments - Feuerwerk oder Strohfeuer? Speaker Sebastian Karger (WAVE Management AG)
Heiko Ludwig (NORD/LB)
Dr. Daniel Graf von der Schulenburg (3i Group plc)
Dr. Kurt Mitzner (PricewaterhouseCoopers AG)Location Hannover, VHV Holding AG You find further information here
2016
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29.11.2016 | Conference in Hannover
29.11.2016 Werden alternative Investments alternativlos? Speaker Dr. Hinrich Holm (NORD/LB)
Boris Sonntag WAVE Management AG)
Dr. Daniel Graf von der Schulenburg (3i Group plc)
Dr. Kurt Mitzner (PricewaterhouseCoopers AG)Location Hannover, VHV Holding AG You find further information here.
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17.11.2016 | Zürich – Hannover – Workshop on Insurance and Financial Mathematics
17.11.2016 Zürich – Hannover – Workshop on Insurance and Financial Mathematics 02:15 pm Reception 02:40 pm https://www.stochastik.uni-hannover.de/fileadmin/institut/pdf/Talk_Bignozzi.pdfDr. Andreas Märkert (HannoverRE)
Internal capital models in the insurance industry03:30 pm Prof. Dr. Hansjörg Albrecher (Université de Lausanne)
Simple Identities for Randomized Observations in Risk Theory04:20 pm Coffee break 04:50 pm Prof. Dr. Mogens Steffensen (Universität Kopenhagen)
From Risk and Time Preferences to Optimal Annuity Design05:40 pm Dr. Stefan Jaschke (infinada)
Challenges of long-term investments - and their risk analysis06:30 pm Buffet Duration 02:15 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.deFurther details can be found in the invitation
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16.06.2016 | 3. DGVM-Further-Education-Day
16.06.2016 3. DGVFM-Further-Education-Day
Structured and Unstructured Data - Insurance Analytics, Products and Risk Management of the Future.Speaker Dr. Mirko Kötter (Grundsatz Leben, Hannoversche Leben)
Dr. Michael Schmutz (Eidgenössische Finanzmarktaufsicht FINMA)
Dr. Jürgen Bierbaum (Alte Leipziger)
Prof. Dr. Steffen Meyer (Leibniz Universität Hannover)Organisation DGVFM under the supervision of Prof. Stefan Weber Registration This Event is free of charge.
You find further information concerning the registration hereProgramme The programme is linked here
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31.05.2016 | Lecture by Prof. Dr. Steven Kou
31.05.2016 Lecture Speaker Prof. Dr. Steven Kou Subject A Partitioning Algorithm for Markov Decision Processes and Its Applications to Market Microstructure Time 04:00 pm - 06:00 pm
Room F428 -
14.04.2016 | Zürich – Hannover – Workshop on Insurance and Financial Mathematics
14.04.2016 Zürich – Hannover – Workshop
on Insurance and Financial Mathematics
Actuarial Risk Management02:15 pm Reception 02:40 pm Dr. Philipp Keller, Deloitte AG
The foundations of the valuation of insurance liabilities03:30 pm Prof. Dr. Enrico Biffis, Georgia State University
Some Insurance Valuation and Design Problems with Aggregate Risk04:20 pm Coffee break 04:50 pm Prof. Dr. Roger Laeven, University of Amsterdam
Robust Optimal Stopping05:40 pm Dr. Thomas Wilson, Allianz SE
Value & Capital Management: A New Era06:30 pm Buffet Duration 02:15 pm - 08:00 pm Location Deloitte AG Schweiz
General Guisan-Quai 38
CH-8022 Zürich
Room: Big AcademyLUH-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
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09.12.2015 | LUH-Colloquium "Versicherungs- und Finanzmathematik"
09.12.2015 LUH-Colloquium "Versicherungs- und Finanzmathematk"
Systemic Risk in Financial Markets02:15 pm Reception 02:40 pm Prof. Dr. Rama Cont (Imperial College London)
Fire sales, endogenous risk and price-mediated contagion03:30 pm Dr. Grzegorz Halaj (European Central Bank)
Liquidity stress testing in ABM framework04:20 pm Coffee break 04:50 pm Prof. Dr. Agostino Capponi (Columbia University, New York)
Price contagion through balance sheet linkages05:40 pm Prof. Dr. Axel Gandy (Imperial College London)
A Bayesian Methodology for Systemic Risk Assessment in Financial Networks06:30 pm Buffet Duration 02:15 pm - 08:00 pm Location NORD/LB,
Friedrichswall 10,
30159 Hannover
LUH-colloquia are recognized as development courses by the German Association of Actuaries (DAV)Further details can be found in the invitation
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26.11.2015 | Conference in Hannover
26.11.2015 The Evolution of Risks - Perspektiven eines vorausschauenden Risikomanagements Speaker Jörg Steffensen (Hannover Rück SE)
Prof. Dr. Peter Ruckdeschel (Carl von Ossietzky Universität)
Dr. Andreas Dartsch (NORD/LB)
Dr. Andreas Igl (1 PLUS i Consulting GmbH)Location Hannover, Norddeutsche Landesbank You find further information here
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05.11.2015 | LUH-Colloquium "Versicherungs- und Finanzmathematik"
05.11.2015 LUH-Colloquium "Versicherungs- und Finanzmathematk"
Current Challenges in Actuarial Mathematics02:15 pm Reception 02:40 pm Prof. Dr. Claudia Czado (Technische Universität München)
Dependence modeling using vine copulas in insurance (Video)03:30 pm Prof. Dr. Alexander McNeil (Heriot-Watt University, Edinburgh)
Backtesting Trading Models Using Estimates of VaR,
Expected Shortfall and Realized p-Values04:20 pm Coffee break 04:50 pm Prof. Dr. Henryk Zähle (Universität des Saarlandes)
Nonparametric estimation of risk measures of collective risks05:40 pm Prof. Dr. Carole Bernard (Grenoble Ecole de Management)
Risk aggregation with dependence uncertainty (Video)06:30 pm Buffet Duration 02:15 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)Further details can be found in the invitation
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02.06.2015 | Conference in Hannover
02.06.2015 Verkehrstelematik und Versicherung: Technik - Datenschutz - Versicherungsprodukte Speaker Anela Boese (T-Systems)
Dr. Fritjof Börner (Ernst & Young GmbH
Vladimirs Petrovs (VHV Versicherungen)Location Hannover, Konferenzsaal des DGB Regionshaus You find further information here
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14.04.2015 | Conference in Hannover
14.04.2015 Die Energiewende als Herausforderung an die Versicherungswirtschaft Speaker Dr. Andreas Ziolek (e energy engineers GmbH)
Prof. Dr. Hans-Peter Beck (Energie-Forschungszentrum Niedersachen)
Peter Franke (Bundesnetzagentur)
Dr. Kennet K. Otto (HDI-Gerling
Ulrich Wollschläger (HDI-Gerling)Location Hannover, DI-Gerling Industrie Versicherung AG You find further information here
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29.01.2015 | LUH-Colloquium "Versicherungs- und Finanzmathematik"
29.01.2015 LUH-Colloquium "Versicherungs- und Finanzmathematik"
Stochastische Analysis02:15 pm Reception 02:30 pm Prof. Dr. Mikhail Urusov (Universität Duisburg-Essen)
Approximating irregular SDEs via iterative Skorokhod embeddings03:20 pm Dr. Michael Hinz (Universität Bielefeld)
Stochastic analysis for symmetric Markov processes and applications04:10 pm Coffee break 04:40 pm Prof. Dr. Bohdan Maslowski (Karls-Universität Prag)
Linear PDEs Perturbed by Gaussian Noise05:30 pm Dr. Leif Döring (ETH Zürich)
Hölder-Hölder SDEs with JumpsDuration 02:15 pm - 06:20 pm Location Leibniz Universität Hannover
Welfengarten 1, 30167 Hannover
Raum F 442
2014
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28.05.2014 | LUH-Colloquium "Versicherungs- und Finanzmathematik"
28.05.2014 LUH-Colloquium "Versicherungs- und Finanzmathematk"
Risk Management and Risk Measures02:15 pm Reception 02:30 pm Dr. Valeria Bignozzi (ETH Zürich)
How superadditive can a risk measure be?03:20 pm Prof. Dr. Antonis Papapantoleon (TU Berlin)
A Fourier Approach to the Computation of CV@R and Optimized Certainty Equivalents04:10 pm Coffee break 04:40 pm Dr. Irina Penner (Humboldt-Universität zu Berlin)
Risk assessment under model ambiguity and uncertainty about the time value of money05:30 pm Dr. Zach Feinstein (Princeton University)
Set-Valued Risk Measures and Systemic RiskDuration 02:15 pm - 06:20:00 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
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23.01.2014 | LUH-Colloquium "Versicherungs- und Finanzmathematik"
23.01.2014 LUH-Colloquium "Versicherungs- und Finanzmathematik"
Modern Risk Management of Insurance Firms02:15 pm Reception 02:30 pm Prof. Dr. Alexander Schied (Universität Mannheim)
Comparative and qualitative robustness for law-invariant risk measures03:20 pm Dr. Dirk Tasche (Financial Services Authority London)
Expected Shortfall is not elicitable - so what?04:10 pm Coffee break 04:40 pm Prof. Dr. Mario Wüthrich (ETH Zürich)
From Ruin Theory to Solvency in Non-Life Insurance05:30 pm Prof. Dr. Meinrad Dreher, LL.M. (Johannes Gutenberg-Universität Mainz)
Die Einführung eines gruppenweiten Risikomanagements06:20 pm Buffet Duration 02:15 pm - 08:00 pm Location HDI-Gerling, HDI-Platz 1,
30659 HannoverLUH-colloquia are recognized as development courses by the German Association of Actuaries (DAV)
Registrations will be accepted until 16.01.2014 via E-Mail to hamm@stochastik.uni-hannover.de
Further details can be found in the invitation
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11.12.2014 | LUH-Colloquium "Versicherungs- und Finanzmathematik"
11.12.2014 LUH-Colloquium "Versicherungs- und Finanzmathematk"Stochastic Analysis
The Future of Risk Measurement02:15 pm Reception 02:30 pm Dr. Michail Anthropelos (University of Piraeus)
Equilibria in Risk Sharing Games03:20 pm Prof. Dr. Giacomo Scandolo (Università degli Studi di Verona)
Assessing financial model risk and an application to electricity prices04:10 pm Coffee break 04:40 pm Dr. Pablo Koch-Medina (Universität Zürich)
Unexpected shortfalls of Expected Shortfall05:30 pm Prof. Dr. Birgit Rudloff (Princeton University)
Efficient trades in markets with proportional transaction costsDuration 02:15 pm - 06:20 pm Location Leibniz Universität Hannover
Welfengarten 1, 30167 Hannover
Raum F 442
LUH-colloquia are recognized as development courses by the German Association of Actuaries (DAV)Further details can be found in the invitation
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27.11.2014 | LUH-Colloquium "Versicherungs- und Finanzmathematik"
27.11.2014 LUH-Colloquium "Versicherungs- und Finanzmathematk"Stochastic Analysis
Risk and Regulation02:15 pm Reception 02:30 pm Prof. Dr. Philipp Hartmann (European Central Bank)
Melting down: Systemic financial instability and the macroeconomy03:20 pm Prof. Dr. Giovanni Puccetti (Università degli Studi di Firenze)
An Academic Response to Basel 3.504:10 pm Coffee break 04:40 pm Dr. Michel Dacorogna (SCOR)
Solvency Capital Requirement: Tackling the One-Year Change from Another Angle05:30 pm Prof. Dr. Hans Föllmer (Humboldt-Universität zu Berlin)
Local vs. Global Risk Assessment06:20 pm Buffet Duration 02:15 pm - 08:00 pm Location Talanx AG
Riethorst 2
30659 Hannover
LUH-colloquia are recognized as development courses by the German Association of Actuaries (DAV)Further details can be found in the invitation
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21.10.2014 | Conference in Hannover
21.10.2014 Rating von Kapitalanlagen in der Versicherungswirtschaft - Quo vadis? Speaker Prof. Dr. Meik Friedrich (Hochschule Weserbergland und RISTCO Risk and Strategy Consultants)
Dr . Thomas Dohrmann (NORD/LB)
Arne Russmann (Hannover Re), Johannes Bender (Standard & Poor's)Location Hannover, Norddeutsche Landesbank You find further information here
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19.06.2014 | LUH-Colloquium "Versicherungs- und Finanzmathematik"
19.06.2014 LUH-Colloquium "Versicherungs- und Finanzmathematk"
Insurance and Demography02:15 pm Reception 02:30 pm Dr. Katja Hanewald (Bundesfinanzministerium)
Life Insurer Longevity Risk Management, Solvency and Shareholder Value03:20 pm Prof. Dr. Oskar Goecke (FH Köln)
Collective saving schemes and return smoothing mechanism04:10 pm Coffee break 04:40 pm Prof. Dr. Pietro Millossovich (Cass Business School London)
Two Populations Stochastic Mortality Models and Longevity Basis Risk05:30 pm Cord-Roland Rinke (Hannover Rück)
Cross-country correlations of mortality improvements06:20 pm Buffet Duration 02:15 pm - 08:00 pm Location KPMG im Dormero Hotel
Hildesheimer Straße 34-38
30169 Hannover
LUH-colloquia are recognized as development courses by the German Association of Actuaries (DAV)Further details can be found in the invitation
2013
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21.11.2013 | LUH-Colloquium "Versicherungs- und Finanzmathematik"
21.11.2013 LUH-Colloquium "Versicherungs- und Finanzmathematk"Stochastic Analysis
Affine Processes and their Applications in Financial Mathematics02:15 pm Reception 02:30 pm Prof. Dr. Johannes Muhle-Karbe (ETH Zürich)
Asymptotic power utility-based pricing and hedging03:20 pm Dr. Christa Cuchiero (TU Wien)
An HJM approach for multiple yield curves04:10 pm Coffee break 04:40 pm Prof. Dr. Peter Spreij (Universität von Amsterdam)
The affine transform formula for affine jump-diffusions with a general closed convex state space05:30 pm Prof. Dr. Jan Kallsen (Christian-Albrechts-Universität zu Kiel)
On modelling the term structure of stock optionsDuration 02:15 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
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25.10.2013 | Conference in Hannover
25.10.2013 Wird die Krise zur Normalität? Neue und nicht ganz so neue Wege in der Kapitalanlage von Versicherern Speaker Thomas Krüger (VGH Versicherungen)
Dr. Hinrich Holm (NORD/LB)
Rolf Elgeti (TAG Immobilien AG)
Tim Ockenga (GDV Gesamtverband der Deutschen Versicherungswirtschaft e. V.)Location Hannover, VGH Versicherungen You find further information here
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27.06.2013 | LUH-Colloquium "Versicherungs- und Finanzmathematik"
27.06.2013 LUH-Colloquium "Versicherungs- und Finanzmathematk"
Stochastic Analysis02:15 pm Reception 02:30 pm Prof. Dr. Peter Friz (TU Berlin)
Information Content of Iterated Integrals and Applications03:20 pm Prof. Dr. Steffen Dereich (Westfälische Wilhelms-Universität Münster)
Multilevel Monte-Carlo Algorithms for Lévy-driven SDEs04:10 pm Coffee break 04:40 pm Prof. Dr. Arnulf Jentzen (ETH Zürich)
Regularities and Approximations for Nonlinear Stochastic Differential Equations and their Kolmogorov Partial Differential Equations05.:30 pm Prof. Dr. Jan van Neerven (TU Delft)
Stochastic Maximal RegularityDuration 02:15 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
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16.05.2013 | LUH-Colloquium "Versicherungs- und Finanzmathematik"
16.05.2013 LUH-Colloquium "Versicherungs- und Finanzmathematk"
The Future of Life Insurance02:15 pm Reception 02:30 pm Prof. Dr. Ralf Korn (TU Kaiserslautern)
Guarantees – Past, Present, Future?03:20 pm Prof. Dr. Antje Mahayni (Universität Duisburg-Essen)
Optimizing Proportional Portfolio Insurance Strategies – From Theory to Practice04:10 pm Coffee break 04:40 pm Prof. Dr. Matthias Fahrenwaldt (EBZ Business School Bochum)
Sensitivities of Market Reserves05:30 pm Dr. Michael Pannenberg (HDI Lebensversicherung AG)
Garantien AAAA – Vier Anmerkungen zur Zukunft der Lebensversicherung18:20 pm Buffet Duration 02:15 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
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17.01.2013 | LUH-Colloquium "Versicherungs- und Finanzmathematik"
17.01.2013 LUH-Colloquium "Versicherungs- und Finanzmathematik"
Risk Management and Reinsurance02:15 pm Reception 02:30 pm Prof. Dr. Judith C. Schneider (Universität Münster)
On Capped Product Designs03:20 pm Prof. Dr. Matthias Scherer (TU München)
Hierarchical Factor Copulas for Insurance Portfolios04:10 pm Coffee break 04:40 pm Dr. Olaf Menkens (Dublin City University)
Worst-Case-Optimal Dynamic Reinsurance for Large Claims05:30 pm Prof. Dr. Michael Fröhlich (Hochschule Regensburg)
Reinsurance-Pricing06:20 pm Buffet Duration 02:15 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