PROGRAMME
ABSTRACT BOOK
This conference on financial mathematics will be focusing on pressing challenges in finance and insurance produced by climate change, demographic developments, and the ever-increasing dominance of data and information. Alongside the challenges, this three-day conference’s goal will devote time to the role and responsibilities financial and insurance mathematics have in developing solutions and in assisting with
transitions necessary to mitigate irreversible adverse environmental and socioeconomic impact. The aim is to promote interdisciplinary cooperation bridging mathematics, statistics and computer science with finance, climate science, insurance and economics. Industry professionals and members of government agencies will be invited to share their experience and expertise alongside academic experts in the field in order to scope out the most urgent research directions with the highest potential for incisive solutions. The previous conferences in this series attracted many different discussions and topics.
On this basis we invited academics and practitioners to submit papers to the Conference
in the following fields:
● Mathematical Finance
Interest Rates and Credit Risk, Systemic Risk, Model Risk and Uncertainty, Game Theory/Mean Field Games, Stochastic Modeling of Epidemics (or Climate), and more.
● Actuarial Science
Extreme events, Pensions/Annuities, Mortality (COVID implications), New Insurance Paradigms, Population mortality modelling, and Risk Measures and more.
● Climate Change Risk
Climate Risk, Extreme events, Transition Risk, Population displacement and migration, Stranded assets and more.
● Digital Finance
Mobile money, Fintech/Insurtech, Cyber Risk, Decentralization of financial flows, Cryptocurrencies, Telematics and more.
● Green Energy and Finance
Green Bonds and Renewable Investment, Smart Grid, Distributed Energy Systems and Micro-grid, Emission Trading, Renewable Energy, Electric and
Hybrid Vehicles, Smart Storage and more.
Confirmed Invited Speakers
Fabio Angelo Maccheroni, Università Bocconi
Markus Leippold, University of Zurich, Department of Banking and Finance
Luitgard Veraart, London School of Economics and Political Science
Catherine Donnelly, Heriot Watt University
Organising Committee
Corina Constantinescu, University of Liverpool
Paul Johnson, University of Manchester
Andrea Macrina, University College London
Registration
Registration for this Conference is currently open.
If you are an IMA Member or you have previously registered for an IMA conference, then you are already on our database. Please “request a new password” using the email address previously used, to log in.
Registration Deadline – 31 May 2022
If you are attending the conference please use the hashtag #IMAFinanceClimate2022 and tag the IMA on socials!
Conference Fees
Early Bird Conference Fee – Non IMA Member £385
Early Bird Conference Fee – IMA Member £345
Early Bird Conference Fee – IMA Student £170
Early Bird Conference Fee – Non-IMA Student £200
£20 will be added to the early bird conference fee on the 9th of May.
*Conference fees include refreshments and lunches throughout the conference.
Accommodation
Bed & Breakfast Single Occupancy is available for the below rates, please select accommodation when you book for the conference. The deadline to secure the rate below is the 2nd May.
7th June – £90
8th June -£90
9th June – £90
Conference Dinner – £45
COVID
We plan to run conferences in person as advertised; however, if government guidance changes then we will consider holding affected events online using Zoom.
Further information
For scientific queries please contact: Paul Johnson, paul.johnson‐2@manchester.ac.uk. For general conference queries please contact Maya Everson, Conference Officer E‐mail: conferences@ima.org.uk Tel: +44 (0) 1702 354 020, Institute of Mathematics and its Applications, Catherine Richards House, 16 Nelson Street, Southend‐on‐Sea, Essex, SS1 1EF, UK.
