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Programme
Abstract Booklet
The IMA Conference on the Mathematics of Finance and Insurance brings together academics and practitioners to explore the latest advances in mathematical approaches to finance and insurance. The event fosters dialogue between the closely connected fields of mathematical finance and actuarial science, creating opportunities for the exchange of ideas and the development of innovative solutions.
We welcome contributions from researchers and professionals showcasing new work in applied mathematics, probability, and statistics, particularly those addressing the key challenges facing today’s financial and insurance industries.
Building on previous conferences in Edinburgh, Manchester, and Liverpool, we are delighted to return to Liverpool. This year’s conference will open the floor to broad spectrum of topics across mathematical finance and actuarial science.
On this basis we have invited academics and practitioners to submit papers to the Conference in the following fields:
Mathematics of Finance
Algorithmic trading, Blockchain and decentralised finance, Computational finance, Credit risk, Mean field games, Model risk and uncertainty, Optimal stopping, Option pricing and hedging, Systemic risk, Volatility modelling, and more.
Mathematics of Insurance
Annuities, Climate risk, Extreme events, Hedging strategies, Inclusive insurance, Pension plan design and valuation, Population mortality modelling, Risk measures, Risk theory, Scenario analysis, Stress testing and more.
Call for Papers and Posters – NOW CLOSED
Invited Speakers
Professor Goran Peskir – University of Manchester
Professor Goran Peskir holds the Chair of Probability at the University of Manchester. His research interests include Brownian motion, stochastic calculus, Markov processes, optimal stopping, optimal stochastic control, free boundary problems, financial mathematics and economics.
Professor Andreas Tsanakas – Bayes Business School
Andreas Tsanakas is Professor of Risk Management at Bayes Business School and Editor-in-Chief of the Annals of Actuarial Science. His research interests include the sensitivity analysis of risk models and discrimination issues in insurance pricing.
Professor Sam Cohen – Mathematical Institute Oxford
Sam Cohen is Professor of Mathematics at the University of Oxford. His work is in the convex hull of probability theory, optimal stochastic control, financial modelling, statistical analysis, and the mathematics of machine learning. In particular, he is interested in understanding the process by which we take real-world data, use it to build probabilistic models, and make decisions based on those models.
Conference Fees
Full Conference Pass (2 days) WITH Evening Meal/Activities
Includes entry to the conference for both days as well as refreshments and lunches. Also includes evening meal and activities at Pins Social on Thursday 18th June.
IMA Member – £345.00
Non-Member – £385.00
IMA Student member – £170.00
Student Non-Member – £200.00
One Day Conference Pass
Includes entry to the conference for one day as well as refreshments and lunches. Does not include the evening meal or activities.
IMA Member – £180.00
Non-member – £220.00
IMA Student member – £100.00
Student non-member – £130.00
Please note: If you book a one day conference pass and would like to also attend the evening meal/activities, please purchase this separately.
Evening Meal and Activities at Pins Social on Thursday 18th June.
£42.00
Please only purchase if you have a One Day Conference Pass.
Please register for the conference via:
https://my.ima.org.uk/
Accommodation
The Liner Hotel, Lord Nelson St, Liverpool L3 5QB
Discounted B&B rate of £97.40 available to delegates, payable upon arrival at the hotel. To book accommodation, call 0151 709 7050, press option 1 and speak directly with a member of the sales team, quoting discount code 0626INST
Organising Committee
Professor Corina Constantinescu, University of Liverpool
Dr Paul Johnson, University of Manchester
We have been made aware of unsolicited offers of sponsorship to attend IMA Events; None of these are affiliated with IMA, and appear to be scam or phishing attempts targeting academics.
Please note that any emails from conferences will be sent out from ima.org.uk email addresses. If you’re unsure if they’re authentic, please email conferences@ima.org.uk
