Program Overview
Program Overview
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 |
From Weather to Wall Street: Climate Risk and the Endogenous Formation of Tail Risk |
| 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 | Prof. Dr. Kwangmin Jung Invited Speaker |
Systemic Cyber Risks and Insurance Regulatory Capital |
| 14:35-15:00 | Ms. Sharon Cilia Tortell Invited Speaker |
AI Risk Governance in EU Insurance: From Emerging Risk to Board-Level Accountability |
| 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 |
| 16:30-16:45 | Puneet Redu Selected Speaker |
From Model Performance Signals to Risk Decisions: A Framework for Consistent Model Risk Governance at Model and Aggregate Levels in Financial Institutions |
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 |
|
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 |