Łukasz Delong SGH

Łukasz Delong

SGH Warsaw School of Economics Collegium of Economic Analysis Institute of Econometrics, Division of Probabilistic Methods

I am working as Associate Professor at SGH Warsaw School of Economics. I have PhD in Mathematics and Habilitation Degree in Economics. I am an actuary with license no. 130 issued by the Polish Financial Supervisor and Vice-President of the Polish Society of Actuaries. My scientific research includes different areas of actuarial mathematics with emphasis on stochastic modelling of financial risks in insurance. I am Editor of ASTIN Bulletin – The Journal of International Actuarial Association.

Highlights:

10.07 – I will be giving a presentation at IME Conference in Munich

24.05-My presentation won the award for the best paper presented in AFIR-ERM Colloquium in Florence, read the paper

20.05 – I received a grant from the National Science Center, see the project

 

 

Personal information:

 

Date of birth: 28th August 1980
Place of birth: Radom, Poland
Nationality: Polish

 

 

Current positions:

 

October 2013 – present Associate Professor at SGH Warsaw School of Economics

Collegium of Economic Analysis

Institute of Econometrics, Division of Probabilistic Methods

Lectures on Actuarial Statistics, Life Insurance Mathematics, Actuarial Modelling, Stochastic Methods in Finance, Mathematical Models of Risk, Stochastic Processes, Supervisor of the Actuarial Programme at the Master Level

 

October 2015- present Ernst & Young EY, European Actuarial Services

Expert in Actuarial Science

 

April 2015- present Vice-President of the Polish Society of Actuaries

Responsible for actuarial education and international relations

 

 

Education:

 

May 2013 SGH Warsaw School of Economics, Collegium of Economic Analysis

Habilitation Degree in Economics

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

 

October 2007 Polish Academy of Sciences, Institute of Mathematics

Doctor of Philosophy in Mathematics

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

Supervised by Professor Łukasz Stettner

Defended with distinction

 

1999-2003 SGH Warsaw School of Economics, Quantitative Methods and Information Systems

Master of Arts in Economics

Diploma thesis: Ruin probabilities under force of interest

Supervised by Professor Agata Boratyńska (SGH)

Graduated with honours

 

1995-1999 Jan Kochanowski’s Secondary School in Radom

Graduated with honours

 

 

Academic experience:

 

December 2007-October 2013 SGH Warsaw School of Economics, Institute of Econometrics

Assistant Professor

 

March 2004-November 2007 SGH Warsaw School of Economics, Institute of Econometrics

Assistant

 

October 2005-December 2005 Warsaw University of Technology, Faculty of Mathematics and Information Science

Lectures on Generalized Linear Models

 

September 2002-February 2004 SGH Warsaw School of Economics, Institute of Econometrics

Teaching assistant

 

March 2019 University of Amsterdam, Faculty of Economics and Business

Invited by Professor Michel Vellekoop

Research visit

 

November 2018 ETH Zürich, Department of Mathematics, RiskLab

Invited by Professor Mario Wüthrich

Research visit

 

March 2018 KU Leuven, Faculty of Economics and Business

Invited by Professor Jan Dhaene

Research visit

 

November 2013 Ulm University, Institute of Insurance Science

Invited by Professor An Chen

Research visit

 

March 2012

Maastricht University, Department of Finance

Invited by Professor Antoon Pelsser

Research visit

 

February 2009-April 2009

Humboldt University Berlin, Department of Mathematics

Invited by Professor Peter Imkeller

Research visit

 

September 2006-December 2006

Munich University of Technology, Chair of Mathematical Statistics

Invited by Professor Claudia Klüppelberg

Research visit

 

January 2006-June 2006

Cass Business School London, Faculty of Actuarial Science and Insurance

Invited by Professor Richard Verrall

Research visit

 

 

Actuarial work experience:

 

October 2014-September 2015

Aviva Towarzystwo Ubezpieczeń na Życie SA, Risk Department

Expert in Actuarial Science

 

December 2007-January 2009

PZU Życie SA, Product Management Department

Actuary

 

August 2002

Generali, Actuarial Department

Actuarial Intern

 

 

Professional activities:

 

May 2018-present

Editor of ASTIN Bulletin

 

May 2018-present Associate Editor of Insurance Markets and Companies

 

December 2011-present Associate Editor of Prawo Asekuracyjne

 

January 2011-present Associate Editor and Board Member of European Actuarial Journal

 

January 2019-present Director of Warsaw School of Actuarial Science

 

June 2018-present Board Member of AFIR-ERM Committee

 

February 2012-December 2018 Member of the Education Committee of Warsaw Actuarial Summer School

 

June 2011-present

Representative of the Polish Society of Actuaries in the Education Committee of International Actuarial Association

 

May 2011-present

Representative of the Polish Society of Actuaries in the Education Committee of Actuarial Association of Europe

 

April 2011-present

Board Member of the Polish Society of Actuaries

Vice-President of the Polish Society of Actuaries (since 2015)

 

 

Qualifications:

 

December 2003

Actuarial license no. 130/03 (issued by the Polish Financial Supervisor)

I am full member of the Polish Society of Actuaries (since 2004)

 

 

Awards:

 

May 2019 Award for the best paper presented in AFIR Colloquium in Florence

Funded by the Scientific Committe of AFIR Colloquium

 

November 2017

Award for high citation index for publications

Funded by SGH Warsaw School of Economics

 

November 2016

Award for research work and high citation index for publications

Funded by SGH Warsaw School of Economics

 

November 2014

Award for the habilitation thesis

Funded by SGH Warsaw School of Economics

 

November 2013

Award for research work and high citation index for publications

Funded by SGH Warsaw School of Economics

 

September 2013

Award for research in social science, the winner in the field of economics

Funded by Polityka Magazine

 

June 2013

Award for the habilitation thesis for young researchers

Funded by SGH Warsaw School of Economics

 

May 2013

The Cross of Merit awarded by the President of the Republic of Poland for scientific achievements

 

November 2012

Award for high citation index for publications

Funded by SGH Warsaw School of Economics

 

October 2011

Award for research work

Funded by SGH Warsaw School of Economics

 

September 2010

Award for the outstanding paper presented in 6th Conference on Actuarial Statistics

Funded by the Scientific Committee of the Conference

 

November 2009

Award for the best paper presented in 5th Conference on Actuarial Statistics

Funded by PZU SA and the Scientific Committee of the Conference

 

February 2009

Award for the outstanding PhD thesis defended in 2007

Funded by The Polish Prime Minister

 

November 2008

Award for the PhD thesis

Funded by The Institute of Mathematics of The Polish Academy of Sciences

 

October 2008

Award for the PhD thesis

Funded by SGH Warsaw School of Economics

 

November 2007

Award for the Best PhD Thesis in Actuarial Science defended in 2007

Funded by PZU Group

 

 

Grants and Scholarships:

 

2019-2020

Grant from The National Science Center

Project theme: Modelling of premium and reserve risk in Solvency II

 

2015-2018

Scholarship from The Ministry of Science and Higher Education

Programme for Outstanding Young Researchers

 

2011-2014

Scholarship from The Ministry of Science and Higher Education

Programme for Outstanding Young Researchers

 

2011

Scholarship from The Foundation for Polish Science

Programme for Young Researchers START

 

2010

Scholarship from The Foundation for Polish Science

Programme for Young Researchers START

 

February 2009-April 2009

Grant funded by The European Science Foundation (AMaMeF Programme)

financing the research visit at Humboldt University Berlin

 

February 2007-September 2007

Scholarship funded by SGH Warsaw School of Economics for the completion of the PhD thesis

 

November 2006-October 2007 Grant funded by The Ministry of Science and Higher Education

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

 

September 2006-December 2006

Grant funded by The European Science Foundation (AMaMeF Programme)

financing the research visit at Munich University of Technology

 

Personal information:

 

Date of birth: 28th August 1980
Place of birth: Radom, Poland
Nationality: Polish

 

 

Current positions:

 

October 2013 – present
Associate Professor at Warsaw School of Economics SGH
Collegium of Economic Analysis
Institute of Econometrics, Division of Probabilistic Methods
Lectures on Actuarial Statistics, Life Insurance Mathematics, Actuarial Modelling, Stochastic Methods in Finance, Mathematical Models of Risk, Stochastic Processes, Supervisor of the Actuarial Programme at the Master Level

 

October 2015-present
Ernst & Young EY, European Actuarial Services
Expert in Actuarial Science

 

April 2015- present
Vice-President of the Polish Society of Actuaries
Responsible for actuarial education and international relations

 

 

Education:

 

May 2013
Warsaw School of Economics SGH, Collegium of Economic Analysis
Habilitation Degree in Economics
Promoted based on a series of publications on Applications of Backward Stochastic Differential Equations to Insurance and Finance

 

October 2007
Polish Academy of Sciences, Institute of Mathematics
Doctor of Philosophy in Mathematics
PhD thesis: Optimal investment strategies in financial markets driven by a Lévy process, with applications to insurance
Supervised by Professor Łukasz Stettner
Defended with distinction

 

1999-2003
Warsaw School of Economics SGH, Quantitative Methods and Information Systems
Master of Arts in Economics
Diploma thesis: Ruin probabilities under force of interest
Supervised by Professor Agata Boratyńska (SGH)
Graduated with honours

 

1995-1999
Jan Kochanowski’s Secondary School in Radom
Graduated with honours

 

 

Academic experience:

 

December 2007-October 2013
Warsaw School of Economics SGH, Institute of Econometrics
Assistant Professor

 

March 2004-November 2007
Warsaw School of Economics SGH, Institute of Econometrics
Assistant

 

October 2005-December 2005
Warsaw University of Technology, Faculty of Mathematics and Information Science
Lectures on Generalized Linear Models

 

September 2002-February 2004
Warsaw School of Economics SGH, Institute of Econometrics
Teaching assistant

March 2019
University of Amsterdam, Faculty of Economics and Business
Invited by Professor Michel Vellekoop
Research visit

 

November 2018
ETH Zürich, Department of Mathematics, RiskLab
Invited by Professor Mario Wüthrich
Research visit

 

March 2018
KU Leuven, Faculty of Economics and Business
Invited by Professor Jan Dhaene
Research visit

 

November 2013
Ulm University, Institute of Insurance Science
Invited by Professor An Chen
Research visit

 

March 2012
Maastricht University, Department of Finance
Invited by Professor Antoon Pelsser
Research visit

 

February 2009-April 2009
Humboldt University Berlin, Department of Mathematics
Invited by Professor Peter Imkeller
Research visit

 

September 2006-December 2006
Munich University of Technology, Chair of Mathematical Statistics
Invited by Professor Claudia Klüppelberg
Research visit

 

January 2006-June 2006
Cass Business School London, Faculty of Actuarial Science and Insurance
Invited by Professor Richard Verrall
Research visit
Actuarial work experience:

 

Actuarial work experience:

 

October 2014-September 2015
Aviva Towarzystwo Ubezpieczeń na Życie SA, Risk Department
Expert in Actuarial Science

 

December 2007-January 2009
PZU Życie SA, Product Management Department
Actuary

 

August 2002
Generali, Actuarial Department
Actuarial Intern

 

 

Professional activities:

 

May 2018-present
Editor of ASTIN Bulletin

 

May 2018-present
Associate Editor of Insurance Markets and Companies

 

December 2011-present
Associate Editor of Prawo Asekuracyjne

 

January 2011-present
Associate Editor and Board Member of European Actuarial Journal

 

January 2019-present
Director of Warsaw School of Actuarial Science

 

June 2018-present
Board Member of AFIR-ERM Committee

 

February 2012-December 2018
Member of the Education Committee of Warsaw Actuarial Summer School

 

June 2011-present
Representative of the Polish Society of Actuaries in the Education Committee of International Actuarial Association

 

May 2011-present
Representative of the Polish Society of Actuaries in the Education Committee of Actuarial Association of Europe

 

April 2011-present
Board Member of the Polish Society of Actuaries Vice-President of the Polish Society of Actuaries (since 2015)

 

 

Qualifications:

 

December 2003
Actuarial license no. 130/03 (issued by the Polish Financial Supervisor) I am full member of the Polish Society of Actuaries (since 2004)

 

 

Awards:

 

May 2019
Award for the best paper presented in AFIR Colloquium in Florence Funded by the Scientific Committe of AFIR Colloquium

 

November 2017
Award for high citation index for publications Funded by Warsaw School of Economics SGH

 

November 2016
Award for research work and high citation index for publications Funded by Warsaw School of Economics SGH

 

November 2014
Award for the habilitation thesis Funded by Warsaw School of Economics SGH

 

November 2013
Award for research work and high citation index for publications Funded by Warsaw School of Economics SGH

 

September 2013
Award for research in social science, the winner in the field of economics Funded by Polityka Magazine

 

June 2013
Award for the habilitation thesis for young researchers Funded by Warsaw School of Economics SGH

 

May 2013
The Cross of Merit awarded by the President of the Republic of Poland for scientific achievements

 

November 2012
Award for high citation index for publications
Funded by Warsaw School of Economics SGH

 

October 2011
Award for research work
Funded by Warsaw School of Economics SGH

 

September 2010
Award for the outstanding paper presented in 6th Conference on Actuarial Statistics Funded by the Scientific Committee of the Conference

 

November 2009
Award for the best paper presented in 5th Conference on Actuarial Statistics Funded by PZU SA and the Scientific Committee of the Conference

 

February 2009
Award for the outstanding PhD thesis defended in 2007 Funded by The Polish Prime Minister

 

November 2008
Award for the PhD thesis Funded by The Institute of Mathematics of The Polish Academy of Sciences

 

October 2008
Award for the PhD thesis
Funded by Warsaw School of Economics SGH

 

November 2007
Award for the Best PhD Thesis in Actuarial Science defended in 2007
Funded by PZU Group

 

 

Grants and Scholarships:

 

2019-2020
Grant from The National Science Center Project theme: Modelling of premium and reserve risk in Solvency II

 

2015-2018
Scholarship from The Ministry of Science and Higher Education Programme for Outstanding Young Researchers

 

2011-2014
Scholarship from The Ministry of Science and Higher Education Programme for Outstanding Young Researchers

 

2011
Scholarship from The Foundation for Polish Science Programme for Young Researchers START

 

2010
Scholarship from The Foundation for Polish Science Programme for Young Researchers START

 

February 2009-April 2009
Grant funded by The European Science Foundation (AMaMeF Programme) financing the research visit at Humboldt University Berlin

 

February 2007-September 2007
Scholarship funded by Warsaw School of Economics for the completion of the PhD thesis

 

November 2006-October 2007 Grant funded by The Ministry of Science and Higher Education
Project theme: Optimal investment strategies in financial markets driven by a Lévy process, with applications to insurance

 

September 2006-December 2006
Grant funded by The European Science Foundation (AMaMeF Programme) financing the research visit at Munich University of Technology

Contact

Adres e-mail:
lukasz.delong-AT-sgh.waw.pl

  • Łukasz Delong
    Madalińskiego 6/8, 02-513 Warsaw
    Room: 207, 209M
    Consultancy hours: IE SGH (please send an e-mail before the meeting)