Personal information:
| Date of birth: | 28th August 1980 |
| Place of birth: | Radom, Poland |
| Nationality: | Polish |
Current positions:
| October 2023 – present | Full Professor at University of Warsaw
Faculty of Economic Sciences Department of Statistics and Econometrics Lectures on Non-Life Insurance Mathematics, Loss Distributions, Claims Reserving, Actuarial Statistical Learning, Quantitative Risk Management, Stochastic Methods in Finance and Insurance, Supervisor of the Actuarial Programme at the Master Level |
| December 2021 – present | Head of the Examination Committee for Actuaries
The Polish Financial Supervision Authority |
| January 2019 – present | Director of Warsaw School of Actuarial Science
The School is organized by the Polish Society of Actuaries |
| May 2018 – present | Editor of ASTIN Bulletin, the Journal of International Actuarial Association |
| April 2011- present | Board Member of the Polish Society of Actuaries (Vice-President in 2015-2021)
Responsible for actuarial education |
Education:
| 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
Polish Academy of Sciences, Institute of 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 | 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 |
| 1995-1999 | Jan Kochanowski’s Secondary School in Radom
Graduated with honours |
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) |
Academic experience:
| January 2022-September 2023 | SGH Warsaw School of Economics, Institute of Econometrics
Full Professor |
| November 2013-December 2021 | SGH Warsaw School of Economics, Institute of Econometrics
Associate Professor |
| 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 |
Research visits:
| November 2022 | ETH Zürich, Department of Mathematics, RiskLab
Invited by Professor Mario Wüthrich |
| October 2022 | KTH Stockholm, Department of Mathematics
Invited by Professor Boualem Djehiche |
| December 2019 | Lyon University, Institute of Actuarial Science and Finance
Invited by Doctor Karim Barigou |
| December 2019 | KU Leuven, Faculty of Economics and Business
Invited by Professor Jan Dhaene |
| March 2019 | University of Amsterdam, Faculty of Economics and Business
Invited by Professor Michel Vellekoop |
| November 2018 | ETH Zürich, Department of Mathematics, RiskLab
Invited by Professor Mario Wüthrich |
| March 2018 | KU Leuven, Faculty of Economics and Business
Invited by Professor Jan Dhaene |
| November 2013 | Ulm University, Institute of Insurance Science
Invited by Professor An Chen |
| March 2012 |
Maastricht University, Department of Finance Invited by Professor Antoon Pelsser |
| February 2009-April 2009 |
Humboldt University Berlin, Department of Mathematics Invited by Professor Peter Imkeller |
| September 2006-December 2006 |
Munich University of Technology, Chair of Mathematical Statistics Invited by Professor Claudia Klüppelberg |
| January 2006-June 2006 |
Cass Business School London, Faculty of Actuarial Science and Insurance Invited by Professor Richard Verrall |
Actuarial work experience:
| January 2022- September 2023 | ERGO Hestia SA, Risk Depertment
Expert in Actuarial Science |
| December 2020- August 2021 | Quantee start-up
Director of Research and Development |
| October 2015- November 2020 | Ernst & Young EY, European Actuarial Services
Expert in Actuarial Science |
| 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 2022-present |
Member of the Scientific Committee of the Conference in Actuarial Science and Finance on Samos |
| June 2018-present | Board Member of AFIR-ERM Committee of International Actuarial Association |
| May 2018-present | Associate Editor of Insurance Markets and Companies |
| February 2012-December 2018 | Member of the Scientific Committee of Warsaw Actuarial Summer School |
| December 2011-present | Associate Editor of Prawo Asekuracyjne |
| June 2011-present |
Representative of the Polish Society of Actuaries in the Education Committee of International Actuarial Association and in the Education Committee of Actuarial Association of Europe |
| January 2011-present | Associate Editor and Board Member of European Actuarial Journal |
Awards:
| November 2022 |
Award for the professor title and research work Funded by SGH Warsaw School of Economics |
| May 2022 |
Gauss Prize for the best paper published in European Actuarial Journal in 2021 together with Mathias Lindholm and Mario Wüthrich Funded by The Deutsche Gesellschaft für Versicherungs und Finanzmathematik (DGVFM) and Deutsche Aktuarvereinigung (DAV) |
| November 2020 |
Award for research work Funded by SGH Warsaw School of Economics |
| February 2020 |
Award for the best paper published in MMOR in 2019 Funded by the Editorial Board of Mathematical Methods of Operations Research |
| November 2019 |
Award for high citation index of publications Funded by SGH Warsaw School of Economics |
| 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 of publications Funded by SGH Warsaw School of Economics |
| November 2016 |
Award for research work and high citation index of 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 of 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 of 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:
| 2019-2022 |
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 2023 – present
Full Professor at University of Warsaw
Faculty of Economic Sciences
Department of Statistics and Econometrics
Lectures on Non-Life Insurance Mathematics, Loss Distributions, Claims Reserving, Actuarial Statistical Learning, Quantitative Risk Management, Stochastic Methods in Finance and Insurance, Supervisor of the Actuarial Programme at the Master Level
December 2021 – present
Head of the Examination Committee for Actuaries
The Polish Financial Supervision Authority
January 2019 – present
Director of Warsaw School of Actuarial Science
The School is organized by the Polish Society of Actuaries
May 2008 – present
Editor of ASTIN Bulletin, the Journal of International Actuarial Association
April 2011 – present
Board Member of the Polish Society of Actuaries
Responsible for actuarial education
Education:
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
Warsaw School of Economics SGH, 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
Polish Academy of Sciences, Institute of 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
Master of Arts in Economics
Warsaw School of Economics SGH, Quantitative Methods and Information Systems
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
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)
Academic experience:
January 2022-September 2023
Warsaw School of Economics SGH, Institute of Econometrics
Full Professor
November 2013-December 2021
Warsaw School of Economics SGH, Institute of Econometrics
Associate Professor
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
Research visits:
November 2022
ETH Zürich, Department of Mathematics, RiskLab
Invited by Professor Mario Wüthrich
October 2022
KTH Stockholm, Department of Mathematics
Invited by Professor Boualem Djehiche
December 2019
Lyon University, Institute of Actuarial Science and Finance
Invited by Doctor Karim Barigou
December 2019
KU Leuven, Faculty of Economics and Business
Invited by Professor Jan Dhaene
March 2019
University of Amsterdam, Faculty of Economics and Business
Invited by Professor Michel Vellekoop
November 2018
ETH Zürich, Department of Mathematics, RiskLab
Invited by Professor Mario Wüthrich
March 2018
KU Leuven, Faculty of Economics and Business
Invited by Professor Jan Dhaene
November 2013
Ulm University, Institute of Insurance Science
Invited by Professor An Chen
March 2012
Maastricht University, Department of Finance
Invited by Professor Antoon Pelsser
February 2009-April 2009
Humboldt University Berlin, Department of Mathematics
Invited by Professor Peter Imkeller
September 2006-December 2006
Munich University of Technology, Chair of Mathematical Statistics
Invited by Professor Claudia Klüppelberg
January 2006-June 2006
Cass Business School London, Faculty of Actuarial Science and Insurance
Invited by Professor Richard Verrall
Actuarial work experience:
January 2022-September 2023
ERGO Hestia SA, Risk Department
Expert in Actuarial Science
December 2020-August 2021
Quantee start-up
Director of Research and Development
October 2015-November 2020
Ernst & Young EY, European Actuarial Services
Expert in Actuarial Science
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 2022-present
Member of the Scientific Committee of the Conference in Actuarial Science and Finance on Samos
June 2018-present
Board Member of AFIR-ERM Committee of International Actuarial Association
May 2018-present
Associate Editor of Insurance Markets and Companies
February 2012-December 2018
Member of the Scientific Committee of Warsaw Actuarial Summer School
December 2011-present
Associate Editor of Prawo Asekuracyjne
June 2011-present
Representative of the Polish Society of Actuaries in the Education Committee of International Actuarial Association and in the Education Committee of Actuarial Association of Europe
January 2011-present
Associate Editor and Board Member of European Actuarial Journal
Awards:
November 2022
Award for the professor title and research work funded by SGH Warsaw School of Economics
May 2022
Gauss Prize for the best paper published in European Actuarial Journal in 2021 together with Mathias Lindholm and Mario Wüthrich funded by The Deutsche Gesellschaft für Versicherungs und Finanzmathematik (DGVFM) and Deutsche Aktuarvereinigung (DAV)
November 2020
Award for research work funded by SGH Warsaw School of Economics
February 2020
Award for the best paper published in MMOR in 2019 funded by the Editorial Board of Mathematical Methods of Operations Research
November 2019
Award for high citation index of publications funded by SGH Warsaw School of Economics
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 of publications funded by SGH Warsaw School of Economics
November 2016
Award for research work and high citation index of 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 of 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 of 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:
2019-2022
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:
l.delong-AT-uw.edu.pl
Łukasz Delong
44/50 Dluga street, 00-241 Warsaw
Room: B311
Consultancy hours: please send an e-mail