The 1st International Online Conference on Risks
Part of the International Online Conference on Risks series
6–7 July 2026
5 April 2026
10 May 2026
1 July 2026
Financial Risk Management, Actuarial Science, Statistical Modelling, Insurance
- Go to the Sessions
- Event Details
The Abstract Submission period has officially closed on 5 April 2026. We warmly invite you to register for the event.
Register for free HERE by 1 July 2026.
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, Impact Factor 1.5). This online conference will take place from 6-7 July 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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Program Overview
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6 JULY
Morning (9:00–11:40 CEST)
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7 JULY
Morning (9:00–11:35 CEST) |
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Session 3. Financial Risk Management
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Session 1. Insurance
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Break
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Break
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6 JULY
Afternoon (14:00–16:30 CEST)
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7 JULY
Afternoon (14:00–17:10 CEST)
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Session 5. Emerging Risks and Interdisciplinary Topics
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Session 2. Actuarial Science
Session 4. Asset Pricing and Investment Strategies
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IOCR 2026 Program - Day 1
Session 3. Financial Risk Management
Date: 6 July 2026 (Monday)
Time: 9:00 (CEST, Basel) | 03:00 (EDT, New York) | 15:00 (CST Asia, Beijing)
| Time (CEST) |
Speaker | Title |
|
09:00-09:10 |
Prof. Dr. Steven Haberman |
Opening Remarks from the Event Chair |
| 09:10-09:20 | Prof. Dr. Rüdiger Kiesel Session Chair |
Welcome from the Session Chair |
| 09:20-09:45 | Prof. Dr. Ying Yuan Invited Speaker |
To be announced |
| 09:45-10:10 | Dr. Katarzyna Czech Invited Speaker |
Risk-Off or Policy Shock? Regime-Switching Evidence on CHF and JPY Safe-Haven Behaviour |
| 10:10-10:25 |
Arief Rahman Hakim |
Directional Predictability of Financial Instability Under Climate Transition Scenarios |
|
10:25-10:40 |
Modisane Seitshiro Selected Speaker |
Analysis of a Long-Memory GARCH-Type Model of Stock Returns and Their Risk Measures |
| 10:40-10:55 |
Vincenzo Di Sauro |
Assessing Spatial Risk Dependence in Temperature Portfolios: A Spatially Continuous Neural Network Framework |
| 10:55-11:10 | Serena Gallo Selected Speaker |
Life Expectancy as a Driver of Pension Fund Equity Allocation: Evidence from Cross-Country Data |
| 11:10-11:25 |
Christian Laudagé |
Towards a Unified Theory of Return Risk Measures |
| 11:25-11:40 |
Natavan Safikhanova |
On Minimization of Shortfall Risk in Tradable and Non-Tradable Assets |
| 11:40-14:00 | Break |
Session 5. Emerging Risks and Interdisciplinary Topics
Date: 6 July 2026 (Monday)
Time: 14:00 (CEST, Basel) | 08:00 (EDT, New York) | 20:00 (CST Asia, Beijing)
| Time (CEST) |
Speaker | Title |
|
14:00-14:10 |
Prof. Dr. Paolo Giudici Session Chair |
Welcome from the Session Chair |
| 14:10-14:35 | Dr. Kwangmin Jung Invited Speaker |
Systemic Cyber Risks and Insurance Regulatory Capital |
| 14:35-15:00 | Dr. Blake Rayfield Invited Speaker |
To be announced |
| 15:00-15:15 | Abid Ullah Selected Speaker |
Emerging Risks and Interdisciplinary Frontiers: Integrative Approaches for a Complex and Uncertain World |
| 15:15-15:30 | Diana Andreea Ujică Selected Speaker |
The Impact of ESG Reporting Quality on Operational and Reputational Risk Factors at European Companies in Different Risk Sectors |
| 15:30-15:45 | Susana Herrero Olarte Selected Speaker |
Financial Literacy for the Mitigation of Credit Risk and Default Probability |
| 15:45-16:00 | Abdullah Azeem Selected Speaker |
CIRIS: A Multi-Project Risk Intelligence Framework for Operational Risk Mitigation and Supply Chain Resilience |
| 16:00-16:15 | Claude Valery Essimi Ayissi Selected Speaker |
The Asymmetric Effect of Life Insurance on Longevity: An Analysis of the Cameroonian Case |
| 16:15-16:30 | Edit Rroji Selected Speaker |
Market-Implied Time to Transition to a Low-Carbon Economy |
IOCR 2026 Program - Day 2
Session 1. Insurance
Date: 7 July 2026 (Tuesday)
Time: 9:00 (CEST, Basel) | 03:00 (EDT, New York) | 15:00 (CST Asia, Beijing)
| Time (CEST) |
Speaker | Title |
|
09:00-09:10 |
Prof. Dr. Annamaria Olivieri |
Welcome from the Session Chairs |
| 09:10-09:40 | Prof. Dr. Alexandru Valentin Asimit Keynote Speaker |
Distribution-Free Shrinkage of High-Dimensional Mean Vector |
| 09:40-10:05 | Prof. Dr. Andrea Macrina Invited Speaker |
Optimal Insurance for Index Risk |
| 10:05-10:20 | Debbie Kusch Falden Selected Speaker |
When Indemnity Insurance Fails: Parametric Coverage under Binding Budget and Risk Constraints |
| 10:20-10:35 |
Massimiliano Menzietti |
A Multi-State Actuarial Framework for Health-Contingent NDC Pensions |
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10:35-10:50 |
Alba Roviello Selected Speaker |
Reverse Mortgage in Italy: Life-Cycle Theoretical Approach vs Empirical Evidences |
| 10:50-11:05 |
Miguel Santolino |
Population Density, Traffic Injury Severity, and Their Monetary Valuation: Evidence and Policy Implications for Insurers |
| 11:05-11:20 | Alberto Piscitelli Selected Speaker |
Optimal Risk Transfer with Imperfect Hedging: A Framework for Insurers |
| 11:20-11:35 |
Brayan Felipe Parra Martínez |
Economic Loss Distribution Conditional on Extreme Meteorological Events: An Actuarial Copula–Extreme Value Approach |
| 11:35-14:00 | Break |
Session 2. Actuarial Science
Date: 7 July 2026 (Tuesday)
Time: 14:00 (CEST, Basel) | 08:00 (EDT, New York) | 20:00 (CST Asia, Beijing)
| Time (CEST) |
Speaker | Title |
|
14:00-14:10 |
Prof. Dr. Hailiang Yang |
Welcome from the Session Chairs |
| 14:10-14:40 | Prof. Dr. Tak Kuen Ken Siu Keynote Speaker |
Bayesian Lower and Upper Estimates for Ether Option Prices with Conditional Heteroscedasticity and Model Uncertainty |
| 14:40-15:10 | Dr. Guojun Gan Keynote Speaker |
Beyond Structured Data: Large Language Models in Modern Actuarial Analytics |
| 15:10-15:25 | Ziwei Chen Selected Speaker |
GLM Solutions via Shrinkage |
| 15:25-15:40 | Francesco Strati Selected Speaker |
Time-Consistent Dynamic Risk Measures on State-Dependent Musielak–Orlicz Hearts |
| 15:40-15:55 | Carlos Matos Selected Speaker |
Climate-Adjusted Ruin under Finite Horizons: Extending the Cramér–Lundberg Model with Covariate-Dependent Claims |
Session 4. Asset Pricing and Investment Strategies
Date: 7 July 2026 (Tuesday)
Time: 15:55 (CEST, Basel) | 09:55 (EDT, New York) | 21:55 (CST Asia, Beijing)
| Time (CEST) |
Speaker | Title |
|
15:55-16:05 |
Dr. Young Shin Aaron Kim |
Welcome from the Session Chair |
| 16:05-16:30 | Prof. Dr. Evangelos Vasileiou Invited Speaker |
Local Panic or Global Attention? Filtered Internet Searches and Tel Aviv Stock Exchange Performance during the Israel–Hamas War |
| 16:30-16:45 | David-Jacob Economides Selected Speaker |
Perpetual American Knock-Out Barrier Options in a Random Inspection Scheme |
| 16:45-17:00 | Davide Sandretto Selected Speaker |
Corporate Bond Factor Momentum |
| 17:00-17:10 | Prof. Dr. Steven Haberman The Event Chair |
Closing Remarks from the Event Chair |
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. Rüdiger Kiesel
Chair for Energy Trading and Finance, University Duisburg-Essen, Essen, Germany
Rüdiger Kiesel heads the chair for “Energy Trading and Financial Services” and is Member of the Board of the “House of Energy, Climate and Finance” at the University Duisburg-Essen. Previously, he held positions at the London School of Economics and the University of Oslo. His research centers on quantitative climate finance and risk management for financial and energy-related institutions, always with a focus on applicability. Besides the monographs “Carbon Finance” and “Risk-Neutral Valuation”, he has written more than seventy published research papers. He is also a frequent speaker at international conferences, summer schools, and practitioner seminars.
Dr. Young Shin Aaron Kim
College of Business, Stony Brook University, Stony Brook, NY, USA
Dr. Young Shin Aaron Kim received his doctorate from Sogang University, Korea, in 2005, and completed the Habilitation (Doctor of Science) at Karlsruhe Institute of Technology, Germany, in 2011. His research focuses on mathematical modeling and its applications in finance, with a particular interest in models capturing fat tails, asymmetric dependence, volatility clustering, and long-range dependence. More recently, his work integrates artificial intelligence and machine learning techniques into financial modeling, including risk management, portfolio optimization, and derivative pricing. Dr. Kim has published over 50 articles in internationally refereed journals, holds one patent, and is an expert in computer programming, sharing libraries and tools he has developed.
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 Economics, Business and Statistics, University of Palermo, Palermo, Italy
financial and insurance modeling; portfolio optimization; numerical methods for risk management; computational finance; simulation models
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 Statistics and Actuarial Science, University of Waterloo, Waterloo, ON, Canada
quantitative finance; actuarial science; quantitative risk management; portfolio theory; stochastic optimization
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
Department of Finance, Macquarie Business School, Macquarie University, Sydney, Australia
asset pricing, portfolio selection, and nonlinear financial market modeling
Department of Economics and Statistics, University of Salerno, Fisciano, Italy
longevity risk; disability risk; NDC pension systems; long term care insurance; health insurance
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 Studies and Business Analytics, Macquarie University, Sydney, Australia
modelling extreme events; dependence modelling; state–space models; Monte Carlo methods; optimal stochastic control; machine learning methods
Department of Mathematical Sciences, University of Copenhagen, København Ø, Denmark
interest rate, exchange rate and volatility modelling; optimal portfolio choice for pensions and mortgages; model risk
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
Global Management Studies, Ted Rogers School of Management, Toronto Metropolitan University, Toronto, ON, Canada
statistical machine learning; explainable data analytics; risk modeling; rate making; multivariate statistical methods; time series analysis; predictive analytics; health informatics; biosignal analysis
School of Business, University of Southern Queensland, Toowoomba, Australia
corporate finance; corporate governance; mergers and acquisitions; corporate disclosures; environmental finance; FinTech
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
Mathematics and Statistical Sciences Department, Faculty of Science, University of Alberta, Edmonton, Canada
mathematical finance and risk; insurance and actuarial science; statistics and stochastic analysis; stochastic differential equations and their applications
Department of Finance and Real Estate, Colorado State University, Fort Collins, CO, USA
asset pricing and derivatives; behavior finance; energy and commodities; financial risk management; quantitative finance; FinTech/InsurTech; operational/cyber/catastrophic risk; enterprise risk management
NOVA IMS—Information Management School, New University of Lisbon, Lisbon, Portugal & Department of Economics, Paris-Dauphine University, Paris, France
longevity risk management; pensions; actuarial science; social policy; financial economics; labour economics; interest rate risk management; credit risk management; data science; population economics
Faculty of Actuarial Science and Insurance, University of London, London, UK
extreme value statistics, quantitative finance, risk management, risk sharing, and shrinkage estimation methods.
Risk and ruin theory; Matrix analytic methods in insurance and related areas; Stochastic claim reserving; Dependence modelling in actuarial science; Predictive analytics
actuarial mathematics; corporate finance; longevity risk
National Frontiers Science Center for Industrial Intelligence and Systems Optimization, Northeastern University, Shenyang, China & School of Business Administration, Northeastern University, Shenyang, China
Financial Risk Management, Tail Risk, Climate Risk, Complex Networks, Green Finance.
Department of Econometrics and Statistics, Institute of Economics and Finance, Warsaw University of Life Sciences, Warsaw, Poland
financial econometrics; time series modelling; international financial markets; economic and geopolitical uncertainty; volatility modelling; financial market reactions to crisis-related events
Keynote Speakers
Beyond Structured Data: Large Language Models in Modern Actuarial Analytics
Dr. Guojun Gan is an Associate Professor in the Department of Mathematics at the University of Connecticut, where he joined the actuarial science program in August 2014. His research interests lie in the interdisciplinary fields of actuarial science and data science. From April 2008 to April 2014, he worked in the Global Variable Annuity Hedging Department at Manulife Financial, an international life insurance company headquartered in Toronto, Canada. In this role, his primary responsibility was to improve, develop, and implement mathematical models supporting the company’s global hedging programs. Prior to that, he worked for approximately one year at a hedge fund in Oakville, Ontario, Canada. Dr. Guojun Gan is passionate about both research and teaching. During his time in industry, he published two books focused on teaching clustering algorithms and mathematical finance to students and practitioners.
Department of Actuarial Studies and Business Analytics, Macquarie Business School, Macquarie University, Sydney, Australia
Bayesian Lower and Upper Estimates for Ether Option Prices with Conditional Heteroscedasticity and Model Uncertainty
Tak Kuen Siu is a Professor in the Department of Actuarial Studies and Business Analytics, Macquarie Business School, Macquarie University. He received a B.S. degree from the Hong Kong University of Science and Technology and a Ph.D. degree from the University of Hong Kong. He serves as a member of the editorial boards of several journals, such as Stochastics, the IMA Journal of Management Mathematics, Risks and Journal of Industrial and Management Optimization. His research interests include mathematical finance, actuarial science and quantitative risk management. He has published more than 200 papers.
Faculty of Actuarial Science and Insurance, University of London, London, UK
Distribution-free shrinkage of high-dimensional mean vector
Vali Asimit is a Professor of Actuarial Analytics at Bayes Business School (formerly Cass), City St George’s, University of London. His work bridges academic research and practical applications in actuarial science, risk modelling, and data analytics. He has been serving as Associate Editor of Insurance: Mathematics and Economics and sits on the editorial boards of Risks and Investment. His research has received international recognition, including the Fortis Award for the best paper presented at the International Congress of Insurance: Mathematics and Economics. Vali is actively engaged with professional education through the Institute and Faculty of Actuaries, where he has been serving as Module Leader for CS2 Subject (Risk Modelling and Survival Analysis). He is also the Founding Programme Director of the MSc Business Analytics Programme, contributing to the development of future professionals at the interface of analytics and decision-making. In addition to his academic career, Vali brings substantial industry and policy experience. He began his career as a non-life actuary with Allianz and Vienna Insurance Group, working on pricing, portfolio management, and risk assessment. He has since provided consulting support to public sector bodies, including the UK Government Actuary’s Department and NHS Resolution, where he developed models to forecast medical malpractice liabilities and assess long-term risk. Vali also leads impactful industry collaborations. As Academic Lead Consultant with Moody’s RMS, he contributed to the development of Climate on Demand Pro, a global platform for assessing physical climate risks. He was Principal Investigator on an Innovate UK-funded project (£310,845) focused on developing a digital financial advisory system using AI to improve access to financial advice.
Invited Speakers
Coggin College of Business (CCB), University of North Florida, Jacksonville, FL, USA
Blake Rayfield is an Assistant Professor of Finance and FinTech at the University of North Florida, where he teaches and researches topics at the intersection of corporate finance, technology, and artificial intelligence. His work spans academic publishing, curriculum innovation, and applied projects, with a focus on AI-driven financial analysis, risk management, and data-driven decision making.
corporate finance; financial technology; machine learning applications; portfolio management
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
Department of Industrial and Management Engineering, Pohang University of Science and Technology, Pohang, Republic of Korea
Systemic cyber risks and insurance regulatory capital
Kwangmin Jung, Ph.D, is an associate professor at the Department of Industrial and Management Engineering, Pohang University of Science and Technology (POSTECH) in South Korea. Prior to joining the faculty of POSTECH, he was the Robb B. Kelley distinguished visiting assistant professor at Drake University in the U.S. His research explores the intersection of actuarial science, risk management, and insurance, particularly studying data science and information technology in insurance, emerging risk analysis (e.g., cyber risk and climate change risk), and extreme risk modeling. He has published his academic findings in leading journals in fields of actuarial science, risk management, and insurance, including, e.g., Journal of Risk and Insurance, Insurance: Mathematics and Economics, and North American Actuarial Journal. He was the winner of the AFIR-ERM best research paper prize of the IAA in 2019 and the SCOR Actuarial Award in the Asia-Pacific regions in 2018. He received his doctoral degree in Finance (with a focus on risk management and insurance) at the University of St. Gallen, Switzerland.
risk management; insurance economics; risk (actuarial) modeling; insurance operations; emerging risks
National Frontiers Science Center for Industrial Intelligence and Systems Optimization, Northeastern University, Shenyang, China & School of Business Administration, Northeastern University, Shenyang, China
Department of Econometrics and Statistics, Institute of Economics and Finance, Warsaw University of Life Sciences, Warsaw, Poland
Risk-Off or Policy Shock? Regime-Switching Evidence on CHF and JPY Safe-Haven Behaviour
Katarzyna Czech, PhD, is an Assistant Professor at the Department of Econometrics and Statistics, Institute of Economics and Finance, Warsaw University of Life Sciences - SGGW. Her research interests include financial markets, exchange rates, volatility modelling, safe-haven assets and risk analysis. She applies financial econometrics methods to study market behaviour during periods of uncertainty, crisis events and global shocks.
Department of Mathematics, University College London (UCL), London, United Kingdom
Optimal Insurance for Index Risk
Andrea Macrina is Professor of Mathematics at the Department of Mathematics, University College London (UCL) and Honorary Professor at the University of Cape Town (UCT) in the African Institute of Financial Markets and Risk Management. In 2012, Prof. Macrina launched the Financial Mathematics MSc Programme at UCL, of which he was programme director for twelve years until September 2024. In 2014, he co-founded the Financial Mathematics Team Challenge (FMTC), an international research student workshop held annually at UCT. He is a recipient of the Fields Research Fellowship and Elliott-Yui Distinguished Visitor of The Fields Institute for Research in Mathematical Sciences, and an Academic Visitor of the Bank of England, Insurance Policy Division. Prof. Macrina holds a PhD in Mathematics from King's College, University of London, and an MSc in Physics from the University of Bern. His current research includes projects in applied probability, mathematical climate finance, and insurance risk management.
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: 5 April 2026.
2. Abstract acceptance notification: 10 May 2026.
Please note:
An abstract acceptance email only confirms that your abstract has been accepted. Oral or poster presentation invitations are determined separately by the conference chairs, and you will receive an additional email with the presentation result.
Abstract Requirements
1. Types of Submissions
- Accepted: Original research abstracts; systematic reviews or meta-analyses abstracts (must comply with PRISMA 2020).
- Not accepted: Narrative, scoping, comparative, perspective, opinion, or essay-style reviews
2. Content Requirements
- Length: 200–300 words
- Structure: Introduction, Methods, Results, Conclusions
- Language: Clear, publication-ready English
- Originality: Must be original and unpublished; previously published abstracts will not be considered
3. Authorship
All listed authors must have made substantial contributions to the work, participated in drafting or critically revising the abstract, and approved the final version. The submitting (presenting) author is responsible for ensuring that all co-authors have reviewed and approved the submission, including its content and authorship order.
Requests for changes to authorship (including the addition, removal, or reordering of authors) after submission must be submitted using a signed Authorship Change Form, with written consent from all affected authors. Such requests are subject to review and approval by the Conference Organizing Team. All authors share collective responsibility for the accuracy, integrity, and ethical compliance of the submitted work.
Authors may submit multiple abstracts, but only one abstract per author may be selected for an oral presentation.
2. Only live presentations are accepted.
3. Presenters who do not attend the live session will not be eligible for awards or presentation certificates.
Authors are encouraged to prepare presentations using PowerPoint or equivalent software for online display alongside their abstract. If provided, slides will be presented directly on the conference website via the Sciforum.net slide viewer and should be prepared in the same format as a traditional conference presentation of research results. All slides must be converted to PDF format prior to submission to ensure accurate online display.
Each presentation should:
- Communicate the research question or objective, methodology, key results, and scientific novelty;
- Use a clear and logical structure, typically Introduction-Methods-Results&Discussion structure (IMRaD) or a field-appropriate alternative;
- Emphasize the relevance of the work;
- Support key findings with clear figures or tables where appropriate;
- Conclude with a critical interpretation of the results and their impact.
Posters should be designed to allow independent understanding of the research and clearly present the essential elements of the study.
Each poster should include:
- Title, authors, affiliations, and contact details (clearly displayed at the top);
- Brief introduction outlining the research objective;
- Concise methodology summary;
- Main results, supported by clear, well-labeled figures or tables where appropriate;
- Short conclusion summarizing key findings and their relevance.
Technical specifications:
Dimensions (cm): 84.1 × 118.9 (A0 - portrait)
Resolution:300 dpi
Pixel size (portrait, 300 dpi):9933 × 14043 px
Minimum font size:≥24
The poster template can be downloaded HERE. We will reach out to you closer to the dates of the conference with more information.
Note: The uploaded poster may be used as provided and serves as a reference. However, as long as the technical specifications are followed, scholars are welcome to use any poster template of their choice.
Any request concerning abstract or proceedings paper withdrawal should be communicated to the Conference Organizing Team as early as possible, preferably prior to final acceptance and confirmation of the conference program. Please note that once abstracts are published in the Conference Report or once Proceedings papers are published in the Proceedings journal and assigned a DOI, they become part of the permanent scholarly record and cannot be fully removed.
AI policy
The responsible use of generative AI tools in the preparation of abstracts, posters, and presentations is permitted; however, any such use must be clearly disclosed, specifying the tool employed and its role. Authors retain full responsibility for the accuracy and integrity of their work.
Potential Conflicts of Interest
Authors must disclose any financial, professional, or personal relationships that could reasonably be perceived as influencing the integrity, interpretation, or presentation of their work. Failure to provide accurate disclosures may result in the removal of the abstract from the conference program and associated publications.
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.
1. Copyright Ownership
In accordance with Swiss copyright law, you, as the author, are the original creator of your work and retain full copyright ownership of your submitted abstract.
2. License Grant
By submitting your abstract for publication on the Sciforum.net platform, you grant MDPI, the platform’s publisher, a worldwide, royalty-free, non-exclusive license to:
- Publish, reproduce, and distribute the abstract online.
- Make the abstract publicly available in connection with the conference.
3. Author’s Retained Rights
This license is non-exclusive. As you retain full copyright, you are free to:
- Reuse, republish, and build upon your work in any way.
- Develop the abstract into a full paper for submission to other journals or publications.
- Enter into subsequent agreements, including granting an exclusive license or transferring copyright to another publisher for a future version of the work.
4. Author’s Responsibility
You remain solely responsible for complying with the policies of any other journal or publisher to which you may submit a subsequent version of your work, particularly concerning prior publication rules. MDPI and Sciforum.net bear no responsibility for any conflicts arising from your future submissions.
Publication Opportunities
Participants in this conference are cordially invited to contribute a full manuscript to the conference's Special Issue, published in Risks (ISSN 2227-9091, Impact Factor 1.5), with a 20% discount on the publication fee.
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 Risks in the Proceedings (ISSN: 2504-3900); authors of accepted abstracts are highly encouraged to submit an extended proceeding paper (ideally 4-8 pages in length) for free, please submit it to the same journal after the conference.
Please click HERE to submit your proceeding paper to the Proceedings, and be sure to disclose the conference information in your cover letter or mention the conference name in your submission.
Publication Notice: Conference report and proceeding papers will undergo peer-review procedure. Acceptance at the conference does not ensure final publication.
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. Failure to present, delegation of the presentation to another person, or use of AI-generated voice or similar substitutes will result in disqualification.
Criteria: Evaluation considers scientific rigor (clear, literature-supported research question or hypothesis, appropriate methodology, robust analysis and critical discussion of the results), IMRaD/field-appropriate structure, clarity of presented data (clear, well-labeled figures and tables), presentation skills and audience engagement, demonstrated scientific novelty and impact.
Prize: An award of CHF 200 and a certificate in recognition of your outstanding contribution.
2. Best Poster Award
Eligibility: Open to all authors who have presented their work through posters. Failure to present, delegation of the presentation to another person, or use of AI-generated voice or similar substitutes will result in disqualification.
Criteria: Evaluation considers scientific rigor (clear, literature-supported research question or hypothesis, appropriate methodology, robust analysis, and critical discussion of the results), IMRaD/field-appropriate structure enabling independent understanding, clarity of presented data (clear, well-labeled figures and tables), presentation skills (if orally presented), demonstrated scientific novelty and impact.
Prize: An award of CHF 200 and a certificate in recognition of your outstanding contribution.
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. Diana Lacusteanu
Mr. Ionut Spatar
Mr. Russell Wang
Email: iocr2026@mdpi.com
For inquiries regarding submissions and sponsorship opportunities, please feel free to contact us.
S1. Insurance
Session Chairs
Prof. Dr. Annamaria Olivieri, Department of Economics and Management, University of Parma, Parma, Italy
Prof. Dr. Mercedes Ayuso, Riskcenter, University of Barcelona, Barcelona, Spain
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S2. Actuarial Science
This conference session will explore the recent development of actuarial science, a critical field in assessing, managing, and mitigating risk. The topics cover a wide range of topics including, but not limited to, statistical and machine learning methods for assessing, quantifying, and managing risk, life and health insurance, pension plans, the impact of AI, big data, and blockchain on actuarial practice, climate and environmental risks, the evolving role of actuaries in the digital age and the necessary skills and tools for the next generation, as well as case studies highlighting successful applications of actuarial techniques in different regions.
Keywords: risk assessment and modelling; insurance and reinsurance; health and life insurance; technology and automation; climate and environmental risks; actuarial education and professional development; regulatory and legal issues; case studies
Session Chairs
Prof. Dr. Hailiang Yang, Department of Financial and Actuarial Mathematics, Xi'an Jiaotong-Liverpool University, Suzhou, China
Prof. Dr. Corina Constantinescu, Institute for Financial and Actuarial Mathematics, Department of Mathematical Sciences, University of Liverpool, Liverpool, UK
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S3. Financial Risk Management
Session Chair
Prof. Dr. Rüdiger Kiesel, Chair for Energy Trading and Finance, University Duisburg-Essen, Essen, Germany
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S4. Asset Pricing and Investment Strategies
Session Chair
Dr. Young Shin Aaron Kim, College of Business, Stony Brook University, Stony Brook, NY, USA
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S5. Emerging Risks and Interdisciplinary Topics
The growth of Artificial Intelligence applications requires the development of risk management models that can balance opportunities with risks. This session contributes to the development of Artificial Intelligence risk management models.
Keywords: AI risk management; sustainability; responsible AI; safe AI; human-centered AI
Session Chair
Prof. Dr. Paolo Giudici, Department of Economics and Management, University of Pavia, Pavia, Italy
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