Łukasz Delong

Workshop/course presentations:

 

2023, Actuarial Statistical Learning, Warsaw School of Actuarial Science, Warsaw, Poland (three-days course for actuaries),

 

2021, Stochastic Claims Reserving, Warsaw School of Actuarial Science, Warsaw, Poland (five-days course for actuaries),

 

2020, Stochastic Claims Reserving, Warsaw, Poland (three-days course for actuaries and statisticians of the Polish Financial Supervisor),

 

2019, Actuarial Modelling, Kyoto, Japan (five-days course for actuarial students at Kyoto University),

 

2018, 2015, 2013, 2011, Actuarial Methods, Warsaw, Poland (60-hours course for applicants for full members of the Polish Society of Actuaries),

 

2018, Actuarial Methods, Warsaw, Poland (four-days course for actuaries and statisticians of the Polish Financial Supervisor),

 

2015, Stochastic Calculus and Stochastic Modelling in Finance, Warsaw, Poland (two-days course for actuaries and risk analysts of PZU SA),

 

2013, Monte Carlo Methods and Stochastic Modelling, 24^th Warsaw Actuarial Summer School, Warsaw, Poland (three-days course for actuaries),

 

2013, Applications of Backward Stochastic Differential Equations with Jumps to Pricing and Hedging of Contingent Claims in Incomplete Markets, 2^nd School in Risk Management, Insurance and Finance, St. Petersburg, Russia (one-day course for students, academics and actuaries),

 

2011, Statistics in Finance, Warsaw, Poland (one-day course for applicants for investment advisors organized by The Capital Market Institute),

 

2005, Profit tests as internal company’s models for testing profitability of insurance products – development and implementation, Warsaw, Poland (one-day course for actuaries organized by the Polish Chamber of Insurance).

 

 

Conference presentations:

 

2022, Virtual Orlando Actuarial Colloquium, Gamma Mixture Density Networks and their application to insurance modelling claim amounts,

 

2022, 73^rd Joint Lyon-Lausanne Actuarial Seminar, Lausanne, Switzerland, One-year and ultimate premium and reserve risks (invited talk),

 

2022, 11^th Conference in Actuarial Science and Finance, Samos, Greece, Gamma Mixture Density Networks and their application to insurance modelling claim amounts (invited talk),

 

2021, IAA Joint Sections’ Virtual Colloquium, Pricing equity-linked life insurance contracts with multiple risk factors by neural networks,

 

2021, 24^th IME Virtual Conference, Gamma Mixture Density Networks and their application to modelling insurance claim amounts,

 

2021, Insurance Data Science Virtual Conference, Gamma Mixture Density Networks and their application to modelling insurance claim amounts,

 

2020, Virtual Paris Actuarial Colloquium, Neural networks for the joint development of individual payments and claim incurred,

 

2019, 23^rd IME Conference, Munich, Germany, Fair valuation of insurance liability cash flow streams in continuous time,

 

2019, AFIR-ERM Colloquium, Florence, Italy, Fair valuation of insurance liability cash flow streams in continuous time,

 

2018, Workshop for Young Mathematicians organized by German Society of Actuaries, Ulm, Germany, Fair valuation of insurance liability cash flow streams in continuous time (invited talk),

 

2018, Actuarial and Financial Mathematics Conference, Brussels, Belgium, Time-inconsistent optimization problems in insurance and finance (invited talk),

 

2017, 12^th Conference on Actuarial Statistics, Warsaw, Poland, Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient,

 

2017, 21^st IME Conference, Vienna, Austria, Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient,

 

2017, 55^th School of Mathematics, Warsaw, Poland, Risk measures, correlations and diversification (invited talk),

 

2016, 3^rd EAJ Conference, Lyon, France, Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting,

 

2016, 20^th IME Conference, Atlanta, USA, Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting,

 

2014, 18^th IME Conference, Shanghai, China, Pricing and hedging of variable annuities with state-dependent fees,

 

2014, 10^th Conference on Actuarial Statistics, Warsaw, Poland, Pricing and hedging of variable annuities with state-dependent fees,

 

2013, 17^th IME Conference, Copenhagen, Denmark, Instantaneous mean-variance hedging and instantaneous Sharpe ratio pricing in a regime-switching financial model, with applications to equity-linked insurance claims,

 

2013, 22^nd AFIR Colloquium, Lyon, France, Instantaneous mean-variance hedging and instantaneous Sharpe ratio pricing in a regime-switching financial model, with applications to equity-linked insurance claims,

 

2013, 1^st German-Polish Joint Conference on Probability and Mathematical Statistics, Toruń, Poland, Instantaneous mean-variance hedging and instantaneous Sharpe ratio pricing in a regime-switching financial model, with applications to equity-linked insurance claims (invited talk),

 

2013, 6^th General AMaMeF Conference, Warsaw, Poland, Instantaneous mean-variance hedging and instantaneous Sharpe ratio pricing in a regime-switching financial model, with applications to equity-linked insurance claims,

 

2012, 2^th Conference on Probability, Będlewo, Poland, Pricing and hedging methods for insurance and financial products (invited talk),

 

2012, 8^th Conference on Actuarial Statistics, Warsaw, Poland, Pricing and hedging methods for insurance and financial products,

 

2012, Actuarial and Financial Conference, Brussels, Belgium, No-good-deal, local mean-variance and ambiguity risk pricing and hedging of an insurance payment process,

 

2011, 15^th IME Conference, Triest, Italy, No-good-deal, local mean-variance and ambiguity risk pricing and hedging of an insurance payment process,

 

2011, Workshop on Stochastic Models and Control, Bad Herrenalb, Germany, Time-delayed BSDEs: the theory and applications (invited talk),

 

2011, Actuarial and Financial Mathematics Conference, Brussels, Belgium, Applications of time-delayed BSDEs to pricing, hedging and management of insurance and financial risks,

 

2010, 5^th Conference on Actuarial Statistics, Wrocław, Poland, Applications of time-delayed BSDEs to pricing, hedging and management of insurance and financial risks,

 

2010, 14^th IME Conference, Toronto, Canada, Applications of time-delayed BSDEs to pricing, hedging and management of insurance and financial risks,

 

2010, 5^th General AmaMeF Conference, Bled, Slovenia, Time-delayed BSDEs, with applications to finance and insurance,

 

2009, 5^th Conference on Actuarial Statistics, Warsaw, Poland, Applications of backward stochastic differential equations to insurance and finance,

 

2009, 13^th IME Conference, Istanbul, Turkey, Optimal investment strategies for an index-linked insurance payment process under stochastic intensity,

 

2008, 4^th Conference on Actuarial Statistics, Warsaw, Poland, Optimal investment strategies for an index-linked insurance payment process under stochastic intensity,

 

2007, 11^th IME Conference, Piraeus, Greece, Mean-variance optimization problems for an accumulation phase in a defined benefit plan,

 

2007, 16^th AFIR Colloquium, Stockholm, Sweden, Indifference pricing of a life insurance portfolio with systematic mortality risk in a market driven by a Lévy process,

 

2007, 3^rd Conference on Actuarial Statistics, Wrocław, Poland, Mean-variance optimization problems for an accumulation phase in a defined benefit plan,

 

2007, 2^nd General AMaMeF Conference, Będlewo, Poland, Indifference pricing of a life insurance portfolio with systematic mortality risk in a market driven by a Lévy process,

 

2007, 2^nd General AMaMeF Conference, Będlewo, Poland, Optimal investment and consumption in Black-Scholes market with coefficients driven by a non-Gaussian Ornstein-Uhlenbeck process, presented by Claudia Klüppelberg (as invited speaker),

 

2005, 34^th Conference on Applied Mathematics, Zakopane, Poland, Indifference pricing of a life insurance policy,

 

2005, 36^th ASTIN Colloquium, Zurich, Switzerland, Optimal investment strategy for a non-life insurance company: quadratic loss,

 

2005, 1^st Conference on Actuarial Statistics, Wrocław, Poland, Optimal investment strategy for a non-life insurance company: quadratic loss.