The 1st International Online Conference on Risks
The 1st International Online Conference on Risks
Part of the International Online Conference on Risks series
Event's Timezone: Central European Summer Time
8 March 2026
5 April 2026
1 July 2026
Financial Risk Management, Actuarial Science, Statistical Modelling, Insurance
The IOCR 2026 is Now OPEN for Abstract Submission and Registration
Instructions for authors are available online.
Submit your abstracts HERE.
For any inquiries, please contact us at iocr2026@mdpi.com.
Welcome from the Chair
Dear Colleagues,
We are delighted to invite you to the upcoming conference, organised by the MDPI journal Risks (ISSN: 2227-9091). This online conference will take place from July 6th to 7th, 2026, breaking down geographical barriers and enabling global participation.
At a time characterised by intensifying market volatility, rapidly evolving regulatory landscapes, and a proliferation of emerging threats—ranging from climate-related disruptions to cyber vulnerabilities—this conference aims to be a pivotal forum for interdisciplinary dialogue. In a world where risks intertwine and impact every aspect of business, society, and the global economy, the need for collaborative and innovative approaches to risk management has never been more pressing.
Our conference offers a prestigious international platform. Here, you will have the invaluable opportunity to engage in cutting-edge research discussions, exchange insights with renowned academics and experienced industry practitioners, and play an active role in shaping a resilient risk management framework for the future. This framework is not only essential for withstanding the current challenges but also for anticipating and adapting to future uncertainties.
The five curated topics of our conference serve as the cornerstones for bridging theoretical innovation with practical applications. By exploring these areas, we aim to develop collaborative strategies that will enable us to navigate the complex web of uncertainties ahead.
S1. Insurance;
S2. Actuarial Science;
S3. Financial Risk Management;
S4. Asset Pricing and Investment Strategies;
S5. Emerging Risks and Interdisciplinary Topics.
We are committed to ensuring inclusive participation in our conference. All interested attendees are invited to register free of charge for our online sessions, providing access to a wealth of knowledge and networking opportunities, regardless of geographical location or financial constraints. Additionally, all submitted abstracts will undergo a rigorous review process by our esteemed scientific committee, ensuring the highest quality of research and discussions at the conference.
We would like to express our deepest gratitude to the Risks journal for its unwavering support in promoting open access. Their support has been instrumental in making this conference a reality and in facilitating the dissemination of knowledge and ideas across the global academic and practitioner communities.
As we embark on this exciting journey of exploration and collaboration, we look forward to engaging in lively discussions, forging new partnerships, and collectively contributing to the advancement of risk management. We sincerely hope that your participation in this conference will be both fruitful and enlightening, and we wish you a rewarding and memorable experience.
Kind regards,
Prof. Dr. Steven Haberman
Faculty of Actuarial Science and Insurance, Bayes Business School, City George's, University of London, London, UK
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Event Chair
Faculty of Actuarial Science and Insurance, Bayes Business School, City George's, University of London, London, UK
Steven Haberman is Professor of Actuarial Science at Bayes Business School, City St Georges, University of London. Between 2002 and 2015, he was Deputy Dean and then Dean of Bayes (formerly Cass). He graduated from Cambridge University with a first-class degree in Mathematics. He was a Fellow of the Institute of Actuaries and obtained a PhD and DSc in Actuarial Science from City University. He has taught a wide range of actuarial subjects at BSc and MSc levels and successfully supervised 33 doctoral students. He has given presentations at many national and international conferences and seminars at many universities. In 2018, he was awarded an honorary doctorate by the University of Haifa for his contributions to actuarial science. He has published over 180 refereed academic papers. His research work has covered a wide range of subjects in actuarial science and applied statistics, including the development and application of stochastic mortality models, with applications in annuities and pensions (including the widely-used Renshaw-Haberman model); analysing the cost of annuity guarantees (with particular application of the closure of Equitable Life in 2000); modelling defined benefit and defined contribution pension plans; and calculating compensation for loss of earnings, based on estimates of work life expectancy (these calculations underpin the Ogden Tables used by the UK courts). He has also co-authored 5 books. He was a Founding Editor of the "Journal of Pension Economics and Finance" from 2002 to 2015 and is currently Editor-in-Chief of "Risks”. He has been a member of the Council of the Institute of Actuaries and of the UK Financial Reporting Council's Board for Actuarial Standards. He is currently a member of Legal & General's Longevity Science Panel.
Session Chairs
Prof. Dr. Annamaria Olivieri
Department of Economics and Management, University of Parma, Parma, Italy
Annamaria Olivieri is Professor of Mathematical Methods for Economics, Actuarial Science and Finance at the Department of Economics and Management of the University of Parma (Italy). She is a qualified Italian actuary. She is an Editor of ASTIN Bulletin, Associate Editor of the European Actuarial Journal, Associate Editor of Insurance: Mathematics and Economics, and an editorial board member of Risks. Her research interests include life and health insurance actuarial modelling and actuarial risk management, with a particular focus on longevity risk. Her work has been published (among others) in Insurance: Mathematics and Economics, Astin Bulletin, Annals of Actuarial Science, European Actuarial Journal, Risks.
Prof. Dr. Mercedes Ayuso
Riskcenter, University of Barcelona, Barcelona, Spain
Full Professor in the Department of Econometrics, Statistics, and Applied Economics at the University of Barcelona. She holds a PhD in Economics and a BSc in Economics and Actuarial Science. Director of the MBA in Insurance and Finance (UB) and the Postgraduate Diploma in Sustainability in Insurance and Finance (UB). Full Member Riskcenter-IREA. Her main research areas include longevity, pension systems, long-term care, and general insurance. She has published widely in leading international journals, led numerous research and technology transfer projects, and serves, among others, on the BBVA Pension Institute Board and the EY Institute for Employment Innovation Advisory Council.
Prof. Dr. Corina Constantinescu
Institute for Financial and Actuarial Mathematics, Department of Mathematical Sciences, University of Liverpool, Liverpool, UK
Corina Constantinescu is Professor of Mathematics and Director of the Institute for Financial and Actuarial Mathematics at the University of Liverpool. A former actuary in Romania, she co-founded the PARTY conferences and coordinated the EU-funded RARE network on risk analysis, ruin, and extremes. Since 2018, she has supervised MSc students through the African Institute of Mathematical Sciences network. In 2020, she was included in Cranfield University’s 100 Women to Watch. Her research spans ruin theory, fair insurance pricing, and financial inclusion. She is an associate editor of several actuarial journals and was a Visiting Scholar at the ILO (2022–23).
Prof. Dr. Hailiang Yang
Department of Financial and Actuarial Mathematics, Xi'an Jiaotong-Liverpool University, Suzhou, China
Hailiang Yang is currently a professor in the Department of Financial and Actuarial Mathematics at Xian Jiaotong-Liverpool University. Before joining XJTLU, he worked at the University of Hong Kong for 27 years. His research focuses on actuarial science and mathematical finance. He was an editor of Insurance, Mathematics and Economics from 2018 to 2025 and is an associate editor of six other journals. In addition, he is an Associate of the SoA, and he is an Honorary Fellow of IFoA and a Corresponding Member of the Swiss Association of Actuaries. He is an elected member of the International Statistical Institute (ISI).
Prof. Dr. Paolo Giudici
Department of Economics and Management, University of Pavia, Pavia, Italy
Paolo Giudici is a Professor of Statistics at the University of Pavia. He has authored more than 300 scientific publications, achieving an h-index of 56 on Google Scholar and 43 on Elsevier Scopus. His research focuses on developing statistical learning models that measure the opportunities and risks associated with artificial intelligence and financial technologies, aiming to enhance their quality and safety. Paolo Giudici has coordinated 14 funded scientific projects, including the European projects PERISCOPE and FIN-TECH. The projects have supported the work of 25 PhD and Post-doc researchers. He is the editor of the scientific journals Statistics (Taylor and Francis), International Journal of Data Science and Analytics (Springer), and Artificial Intelligence in Finance (Frontiers). Paolo Giudici has served as a research expert for several institutions, such as the European Commission, the European University Institute, the Bank for International Settlements, the Organisation for Economic Cooperation and Development, the Bank of Italy, the Italian Ministry of Development, and the Italian Banking Association. He also served on the board of Credito Valtellinese bank from 2010 to 2018. Paolo Giudici is an elected fellow of the International Statistical Institute (ISI) and an active member of several academic associations, including the Institute of Mathematical Statistics (IMS), the Association for Computing Machinery (ACM), the European Network for Business and Industrial Statistics (ENBIS), and the Italian Statistical Society (SIS). He is an honorary member of the Italian Financial Risk Management Association.
Event Committee
Department of Mathematics, Université du Québec à Montréal, Montreal, Canada
actuarial science; predictive modeling; computational science; statistics and econometrics; risks; visualization; data science
Department of Finance, International Business and Insurance, Howard University, Washington, DC, USA
insurance; efficiency; market structure; advertising impact
Department of Economic and Statistical Sciences, University of Naples Federico II, Naples, Italy
Longevity Risk; valuation of the life insurance business; solvency assessment; risk measurement for life insurance; measuring and managing the interplay between demographic and financial risks; mortality models, mathematical modelling, survival analysis
actuarial science; data mining; computational finance
Faculty of Actuarial Science and Insurance, Bayes Business School, City St George's, University of London, London, UK
numerical methods: transform techniques and Monte Carlo simulation; stochastic asset modelling; exotic derivatives; commodity markets; actuarial science
Department of Mathematics and Statistics, Concordia University, Montreal, Canada
risk theory; insurance statistics; credibility theory; risk measures; actuarial and financial mathematics
ZHAW School of Management and Law, Institute of Business Information Technology, Winterthur, Switzerland
risk modelling, in particular tail risk; quantitative risk management; financial mathematics; machine learning and data analytics; applied probability (change of measure, urn models, etc.)
Department of Actuarial Science, Faculty of Business and Economics (HEC Lausanne), University of Lausanne, Vaud, Switzerland
mortality models; cause-of-death mortality rates; cause-specific mortality dependence; social security; notional defined contribution pension schemes; Inclusive insurance; UN SDG
Department of Actuarial Studies and Business Analytics, Macquarie Business School, Macquarie University, Sydney, Australia
mathematical finance; actuarial science; quantitative risk management; applications of stochastic processes; filtering and control; applied statistics; quantitative analytics
Invited Speaker
Department of Accounting and Finance, Hellenic Mediterranean University, Heraklion, Greece
Dr. Evangelos Vasileiou is an Associate Professor of International Economics and Finance at the Department of Accounting and Finance, Hellenic Mediterranean University. Before joining academia, he worked in the banking and asset management industry, holding key positions as Credit Manager, Portfolio Analyst, and Financial Risk Manager. His research focuses on financial markets, portfolio management, market efficiency, behavioral finance, investment strategies, and risk management. Dr. Vasileiou has published numerous studies in prestigious international journals, including the Journal of Behavioral Finance, Journal of Economic Studies, Research in International Business and Finance, Computational Economics, and Finance Research Letters, among others.
financial economics; behavioral finance; investment strategies; financial risk; asset pricing; financial markets; international economics and finance
Registration
The deadline for registration is 1 July 2026.
Instructions for Authors
IOCR2026 will accept abstracts only. The accepted abstracts will be available online on Sciforum.net during and after the conference.
Important Deadline
1. Deadline for abstract submission: 8 March 2026.
2. Abstract acceptance notification: 5 April 2026.
You will be notified of the acceptance of an oral/poster presentation in a separate email.
1. The abstract structure should include the introduction, methods, results, and conclusions sections of about 200–300 words in length.
2. All abstracts should be submitted and presented in clear, publication-ready English with accurate grammar and spelling.
3. You may submit multiple abstracts. However, only one abstract will be selected for oral presentation.
4. The abstracts submitted to this conference must be original and novel, without prior publication in any journals or it will not be accepted to this conference.
Detailed Requirements:
1. The submitting author must ensure that all co-authors are aware of the contents of the abstract.
2. Please select only one presenter for each submission. If you would like to change the presenter after submission, please email us accordingly.
Note: We only accept live presentations.
- Size in pixel: 1080 width x 1536 height–portrait orientation.
- Size in cm: 38,1 width x 54,2 height–portrait orientation.
- Font size: ≥16.
- Examples of successful submissions can be viewed here at the following links: (1), (2), (3).
- You can use our free template to create your poster.
It is the author's responsibility to identify and declare any personal circumstances or interests that may be perceived as inappropriately influencing the representation or interpretation of clinical research. If there is no conflict, please state "The authors declare no conflicts of interest." This should be conveyed in a separate "Conflict of Interest" statement preceding the "Acknowledgments" and "References" sections at the end of the manuscript. Any financial support for the study must be fully disclosed in the "Acknowledgments" section.
MDPI, the publisher of the Sciforum.net platform, is an open access publisher. We believe authors should retain the copyright to their scholarly works. Hence, by submitting an abstract to this conference, you retain the copyright to the work, but you grant MDPI the non-exclusive right to publish this abstract online on the Sciforum.net platform. This means you can easily submit your full paper (with the abstract) to any scientific journal at a later stage and transfer the copyright to its publisher if required.
Publication Opportunities
Participants in this conference are cordially invited to contribute a full manuscript to the conference's Special Issue (to be updated), published in Risks (ISSN 2227-9091, Impact Factor 1.5), with a 20% discount on the publication fee. Please note, if you have IOAP/association discounts, conference discounts will be combined with IOAP/association discounts. Conference discounts cannot be combined with reviewer vouchers. All submitted papers will undergo MDPI’s standard peer-review procedure. The abstracts should be cited and noted on the first page of the paper.
All accepted abstracts will be published in the conference report of the 1st International Online Conference on Separations in the Proceedings (ISSN: 2504-3900); if you wish to publish an extended proceeding paper (4-8 pages), please submit it to the same journal after the conference.
Authors are asked to disclose that it is a proceeding paper of the IOCR2026 conference paper in their cover letter. Carefully read the rules outlined in the 'Instructions for Authors' on the journal’s website and ensure that your submission adheres to these guidelines.
Manuscripts for the proceedings issue must be formatted as follows:
Title;
Full author names;
Affiliations (including full postal address) and authors' e-mail addresses;
Abstract;
Keywords;
Introduction;
Methods;
Results and Discussion;
Conclusions;
Acknowledgements;
References.
Please click HERE to submit your proceeding paper to the Proceedings.
Event Awards
To acknowledge the support of the conference's esteemed authors and recognise their outstanding scientific accomplishments, we are pleased to announce the establishment of the Best Oral Presentation Award and Best Poster Award.
The Awards
Number of Awards Available: 4
1. Best Oral Presentation Award
Eligibility: Open to all authors selected as oral speakers who have delivered their presentation.
Criteria: Evaluation based on content quality, delivery clarity, audience interaction, and overall impact.
Prize: A prize of CHF 200 and a certificate celebrating your achievement.
2. Best Poster Award
Eligibility: Open to all authors who have presented their work through posters.
Criteria: Evaluation based on scientific merit, creativity, and ability to attract and engage viewers.
Prize: A prize of CHF 200 and a certificate celebrating your achievement.
Winner Announcement: The award winners will be evaluated and selected by the scientific committee after the conference. Results will be announced on the website, and all winners will be individually contacted via email.
Sponsors and Partners
For information regarding sponsorship and exhibition opportunities, please click here.
Organizers
Media Partners
Conference Secretariat
Ms. Ann Li
Mr. Russell Wang
Ms. Sylvie Shan
Email: iocr2026@mdpi.com
For inquiries regarding submissions and sponsorship opportunities, please feel free to contact us.
