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 and neural networks in insurance. I am Editor of ASTIN Bulletin – The Journal of International Actuarial Association.

Highlights:

01.05.21 – New actuarial programmes at SGH will start the next academic year

15.04.21 – New version of my paper on Gamma Mixture Density Networks is available

10.04.21 – My new paper on one-year and ultimate reserve risk is available

Teaching

    SGH Warsaw School of Economics:

     

    • Mathematical Models of Risk,
    • Foundations of Financial Markets and Insurance,
    • Actuarial Modelling,
    • Stochastic Modelling for Finance,
    • Data Science for Actuaries.

     

     

     

    Polish Society of Actuaries:

     

    • Warsaw School of Actuarial Science,
    • Actuarial Methods.

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)