Łukasz Delong

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

I work as a Full Professor at the Faculty of Economic Sciences at University of Warsaw. I have PhD in Mathematics, Habilitation Degree in Economics and Professor title in Economics and Finance. I am an actuary with license no. 130 issued by the Polish Financial Supervision Authority, the Head of the Examination Committee for Actuaries at the Polish Financial Supervision Authority and a Board Member of the Polish Society of Actuaries. My scientific research includes different areas of actuarial mathematics with emphasis on stochastic modelling of financial risks and actuarial statistical learning. I am an Editor of ASTIN Bulletin – The Journal of International Actuarial Association.

Upcoming events:

01.04.2024 – See the new actuarial programme at WNE UW starting from the academic year 2024/2025

01.02.2024 – Read new versions of papers about istotonic regresion for variance modelling and one-year vs ultimate correlations

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, 2024, Isotonic regression for variance estimation and its role in mean estimation and model validation

Articles, 01-07-2023

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Delong, Ł., Kozak, A., 2023, The use of autoencoders for training neural networks with mixed categorical and numerical features

Articles, 01-02-2023

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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