Invited Speakers

Valérie Chavez-Demoulin is full Professor of Statistics at the Faculty of Business and Economics, University of Lausanne (UniL). She is also co-founder and on the Executive and Scientific Board of the UniL research center ECCE (Expertise Center for Climate Extremes). Valérie holds a Master’s degree in Mathematics from EPFL and a PhD in Mathematics (specializing in Statistics) from the same institution. She was a research fellow at the Department of Mathematics (D-Math) at ETH-Zurich. Her domain of expertise is extreme value theory and in particular, the statistical modeling of univariate or multivariate extreme events in non-stationary or covariate-dependent contexts.

Damir Filipovic holds the Swissquote Chair in Quantitative Finance and is Swiss Finance Institute Professor at the Ecole Polytechnique Fédérale de Lausanne (EPFL), Switzerland. Prior to this, he was head of the Vienna Institute of Finance and professor at the University of Vienna. He previously held the chair of financial and insurance mathematics at the University of Munich, and he was on the faculty of Princeton University. He received his Ph.D. in mathematics from ETH Zurich in 2000.   

Damir Filipovic worked as a scientific consultant for the Swiss Federal Office of Private Insurance from 2003 to 2004. There he co-developed the Swiss Solvency Test, which defines the regulatory capital requirement for all Swiss based insurance companies and groups.    

He is on the editorial board of several academic journals. His research interests include the term structure of interest rates, credit and volatility risk, quantitative methods in risk management, and stochastic processes. His papers have been published in a variety of academic journals including the Journal of Financial Economics, Mathematical Finance, Finance and Stochastics, and the Annals of Applied Probability. He is the author of a textbook titled Term-Structure Models. 

Joshua Loftus (Plenary)

Joshua Loftus is currently an Assistant Professor of Statistics and Data Science at the London School of Economics, and was previously at New York University. He completed his PhD in Statistics at Stanford University. His research focuses on the use of causal models to improve practices in scientific reproducibility and responsible and interpretable machine learning. He has designed and taught courses on machine learning and ethics for data science. He invites discussions on these and other topics from everyone, and especially from students and academics from first-generation and working class backgrounds or other people whose views have not been heard well before.

Johanna Ziegel (Plenary)

Johanna Ziegel joined ETH Zurich, Switzerland, as Full Professor of Statistics in January 2024. Previously, she has been Full Professor of Applied Stochastics at the University of Bern (UniBe), Switzerland. At UniBe, she has been the Director of the Institute of Mathematical Statistics and Actuarial Science (2021-2023), Head of the continuing education program Statistical Data Science, and Scientific Advisory Board Member of the Oeschger Centre for Climate Change Research. She is Visiting Scientist at the Heidelberg Institute for Theoretical Studies, Germany.

Johanna obtained her PhD in 2009 at ETH Zurich, Switzerland. She held postdoctoral positions at the University of Melbourne, Australia, and at Heidelberg University, Germany before joining UniBe in 2012 as an Assistant Professor tenure track.

She is an elected ISI member and has been a Council Member of the Bernoulli Society. Currently she is part of the editorial board of Bernoulli, JASA: Theory & Methods, International Journal of Forecasting, and Journal of Financial Econometrics. In 2021/2022, she has been part of the H.I.T. Program: High Potential University Leaders Identity & Skills Training Program. In 2022, she has won the Credit Swiss Award for Best Teaching at UniBe.

Kristian Buchardt (Remembering Ragnar)

Kristian Buchardt is responsible for the actuarial department in AP Pension, which is a large Danish life, health and pension company. Kristian's department has the responsibility for the liabilities and the products, which encompass valuation, product design, pricing and profitability. Previously, he has spent a decade in the life-, health- and pension industry, creating and implementing models for the valuation and pricing of products. He is motivated by business-development and sees a unique value in the utilization of actuarial mathematical methods to that end.

Kristian is affiliated professor in actuarial mathematics at the University of Copenhagen, and participates actively in the academic environment through the publication of articles in international journals, teaching about his research at the University of Copenhagen, and gives talks at international conferences. Furthermore, Kristian is committed to industry and regulatory matters, and he is chairman of the Accounting, Risk and Product Committee of the Danish Society of Actuaries.

Marcus C. Christiansen (Remembering Ragnar)

Marcus Christiansen is Professor at the Institute of Mathematics at the Carl von Ossietzky University of Oldenburg in Germany. He has previously worked at Heriot-Watt University in Edinburgh, the University of Ulm and the Karlsruhe Institute of Technology. He spent several months as a visiting researcher at the Université Catholique de Louvain and the University of Copenhagen. He did his PhD at the University of Rostock, where he became interested in actuarial research and started working on actuarial problems. Since then, his research has focused on applications of probability theory to insurance. He has published extensively on the modelling, pricing and management of financial and biometric risks in long-term insurance contracts. His research has won him awards from the International Actuarial Association and the German Actuarial Society. He is a member of the DGVFM, the scientific partner organisation of the German Actuarial Society, and an affiliate member of the Institute and Faculty of Actuaries. He has supervised numerous students, most of whom are now working in the insurance industry. He has been involved in various interdisciplinary research projects across disciplines and with partners in the insurance industry.

Stéphane Loisel (Remembering Ragnar)

Stéphane Loisel holds a PhD in applied mathematics from University of Lyon, a MSc in actuarial science and finance, and is a fellow and former member of the board of the Institut des Actuaires. He is now professor at CNAM in Paris, in charge of the chair in Actuarial Science and Science of Risk, and a member of Lirsa. He was previously full professor and head of LSAF research lab at ISFA, Université Lyon 1. He was visiting professor at ORIE, Cornell University in 2014 and has been lecturing for several years in Sorbonne Université, ENSAE and U. of Lausanne.

Associate Editor of IME, MCAP, Risks and co-editor of EAJ, Stéphane's main research interests include climate change and insurance, ruin theory with dependent risks, Solvency II, regulation and ERM, as well as longevity risk and customer behaviour in insurance. He is the PI of an AXA Joint Research Initiative on longevity risk and of the research chair Sustainable actuarial science and climate risks sponsored by Milliman Paris. He received the SCOR PhD award in 2005, the Lloyd's Science of Risk runner-up prize in 2011, the Hachemeister prize in 2013 and the Bob Alting von Geusau Award in 2022. A Certified Enterprise Risk Analyst, Stéphane is also the scientific director of the French CERA program.

Thomas Møller (Remembering Ragnar & Fairness Roundtable)

Thomas Møller is CFO in AP Pension and Adjunct Professor in Insurance Mathematics at University of Copenhagen. Thomas holds a PhD in Actuarial mathematics from University of Copenhagen. His early research was primarily focused on the application of methods from incomplete financial markets for the analysis of integrated insurance and financial risks. He held a position as Assistant Professor at University of Copenhagen from 2000 to 2003, where he moved to the pension insurance industry. In the subsequent years, he was involved in industrial PhD-projects, jointly with University of Copenhagen. He has been studying fair valuation models and principles in life and pension insurance and cash flow projections in the presence of taxes and expenses. This work includes mortality investigation studies and models for mortality improvements. He has also been involved in designing new (unit-linked) life insurance products and developing methods for controlling the risk associated with these products. He received twice the David Garrick Halmstad Prize for best actuarial research in 2002 and 2008.

Walther Neuhaus (Remembering Ragnar)

Under the guidance of Ragnar Norberg, Walther qualified as an actuary at the University of Oslo in 1982 and obtained his Ph.D. in Actuarial Science in 1988. His main areas of actuarial interest are claim cost estimation, linear Bayes estimation, and equalisation schemes. He is the author of about twenty published scientific papers in those areas, of which eight were in Scandinavian Actuarial Journal. His twentieth-century career includes the position of chief actuary at Storebrand Skadeforsikring in Oslo, a few years as associate professor at the University of Oslo, and a longer period as actuarial consultant in Sydney. Today he works as an independent consultant for non-life insurers in Norway and is a founder partner of Alambra Consulting in Lisbon. Walther also teaches on the Master of Actuarial Science program at the University of Lisbon, an assignment he has held since 2002.

Mogens Steffensen (Remembering Ragnar)

Mogens Steffensen is a professor of life insurance mathematics and head of the Department of Mathematical Sciences at the University of Copenhagen. His master's and Ph.D. theses (1997, 2001) were supervised by Ragnar Norberg. He has contributed to the development of market-based valuation methods in insurance. His research also covers various decision-making and product design problems in insurance and finance, and he is recently mainly interested in integrating insurance and pension aspects into classic consumption-investment  problems. In addition, he participates actively in industrial discussions and collaborations about accounting, solvency, risk management, and product design.

Karel Van Hulle (Fairness Roundtable)

Professor Karel Van Hulle is emeritus professor of the KU Leuven and of the Goethe University in Frankfurt. He is a member of the Board of the Bermuda Monetary Authority. He joined the European Commission in 1984, where he held responsibilities for accounting, auditing, company law and insurance and pensions and was responsible for the development of Solvency II. Van Hulle is a lawyer by training. He studied law at the KU Leuven and at the Marquette University Law School in Milwaukee.

Professor Van Hulle was nominated Distinguished International Lecturer in Accounting by the American Accounting Association in 1990, Distinguished Fellow of the IAIS in 2013 and Honorary Fellow of the UK Institute and Faculty of Actuaries in 2014. In 2019, he summarised his experience with the development of Solvency II in a book “Solvency Requirements for EU Insurers. Solvency II is good for you”, Intersentia, Cambridge, Antwerp, Chicago, ISBN 978-1-78068-177-1, 727 p.

Matthias Fahrenwaldt (Fairness Roundtable)

Matthias Fahrenwaldt works in the Quantitative Risk Modelling department of the Federal Financial Supervisory Authority (BaFin) in Bonn. Besides supervising market risk models at significant institutions he runs projects for developing AI/ML regulation jointly with other supervisors/regulators. 

Holding mathematics degrees from Cambridge University and a history degree from the University of Oxford, Matthias also completed PhDs in theoretical mathematics and history. He is a qualified actuary and held managerial positions at KPMG and McKinsey before working in academia for ten years. His last position prior to joining the regulator was Associate Professor of Actuarial Science at Heriot-Watt University Edinburgh. 

Matthias has almost twenty years of experience in the financial sector serving banking and insurance groups as a consultant and academic. For his research contributions he was awarded several national and international prizes, and he is Affiliated Professor of Actuarial Science at the University of Copenhagen. 

Isabelle Flückiger (Fairness Roundtable)

Isabelle is a distinguished actuarial and data analytics professional with over two decades of experience. She currently spearheads the non-life/P&C actuarial department at Baloise Insurance in Switzerland. Previously, she led research on new technologies and data at a global insurance think tank, focusing on the responsible use of data in the insurance industry. She has also served as a partner in a global technology consultancy and as an actuarial services lead at a big four firm. Isabelle holds a PhD in Mathematics from ETH Zurich and is a fully qualified actuary. She lectures on data analytics at ETH Zurich and is a global AI ambassador for Swiss Cognitive in 2023. Additionally, she serves on the board of energy companies, overseeing data, technology and digital transformations. 

Esko Kivisaari (Fairness Roundtable)

Esko Kivisaari is a past chairperson of the Actuarial Association of Europe. He has a long history in Finnish insurance sector and its industry federation which he represented for numerous years in the Executive Committee of Insurance Europe. Among Kivisaari’s numerous activities one can mention being a member of the 2017 High-Level Expert Group on Sustainable Finance of the EC, and membership in the EIOPA Consultative Expert Group on Digital Ethics. Currently Kivisaari is a non-executive director in Mutual Insurance Company Fennia.