Łukasz Delong

University of Warsaw Faculty of Economic Sciences Department of Statistics and Econometrics

I am a Full Professor at the University of Warsaw’s Faculty of Economic Sciences. I hold a PhD in Mathematics, a Habilitation Degree in Economics, and the title of Professor in Economics and Finance.

 

I am a licensed actuary (License No. 130, Polish Financial Supervision Authority). I serve as the Head of the Examination Committee for Actuaries at the Polish Financial Supervision Authority and I am a Board Member of the Polish Society of Actuaries.

 

My scientific research covers various areas of actuarial mathematics, with a focus on the stochastic modelling of financial risks and actuarial statistical learning. I am also an Editor of ASTIN Bulletin – The Journal of the International Actuarial Association.

Upcoming events:

22.12.2025 – Read the new paper on testing mean-calibration

01.12.2025 – My Master’s student won the Polish Society of Actuaries’ first prize for best thesis

Curriculum Vitae

  • December
    2021

    Title of Professor in Economics and Finance, Conferred by the President of the Republic of Poland upon a motion of The Council of Scientific Excellence

    Promoted based on scientific and didactic achievements under the Higher Education and Science Law

  • May 2013

    Habilitation Degree in Economics, SGH Warsaw School of Economics, Collegium of Economic Analysis

    Promoted based on a series of publications on Applications of Backward Stochastic Differential Equations to Insurance and Finance

  • October
    2007

    Doctor of Philosophy in Mathematics, Institute of Mathematics, Polish Academy of Sciences

    PhD thesis: Optimal investment strategies in financial markets driven by a Lévy process, with applications to insurance

    Supervised by Professor Łukasz Stettner (IM PAN)

    Defended with distinction

  • 1999-2003

    Master of Arts in Economics, SGH Warsaw School of Economics, Quantitative Methods and Information Systems

    Diploma thesis: Ruin probabilities under force of interest

    Supervised by Professor Agata Boratyńska (SGH)

    Graduated with honours

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Interests

Publications

Delong, Ł., Wüthrich, M.V., 2025, Universal inference for testing calibration of mean estimates within the Exponential Dispersion Family

Articles, 05-12-2025

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Delong, Ł., Wüthrich, 2025, Isotonic regression for variance estimation and its role in mean estimation and model validation

Articles, 01-07-2024

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Conferences

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Teaching

Contact

Adres e-mail:
l.delong-AT-uw.edu.pl

  • Łukasz Delong
    44/50 Dluga street, 00-241 Warsaw
    Room: B311
    Consultancy hours: please send an e-mail