28TH INTERNATIONAL CONGRESS ON INSURANCE: MATHEMATICS AND ECONOMICS
Keynote speakers
Carmen Boado-Penas
Carmen Boado-Penas is a professor of Actuarial Sciences at Heriot-Watt University in Edinburgh. For many years, she was the Actuarial Mathematics BSc programme director at the University of Liverpool, UK. She holds a PhD in Actuarial Science (Doctor Europeus) from the University of Valencia, Spain, and an MSc in Quantitative Finance. She was also awarded a prize by the Foundation of Spanish Savings Banks for her PhD “Instruments for improving the equity, transparency and sustainability of pay-as-you-go pension systems”.
She has published more than 40 peer-reviewed papers on pension finance in prestigious international journals and has cooperated on various projects related to pension systems at the Swedish Social Insurance Agency in Stockholm and at the Spanish Ministry of Labour and Immigration. In 2012, she worked as head of research on a project for the Spanish Ministry of Labour and Immigration, the aim of which was to evaluate the redistributive effects of the pension system reform in Spain. In 2020, she received the BBVA Longevia award (first prize on the economics section) to support pension research.
Her research interests are focused on life insurance, automatic balance mechanisms for state pensions, mixed pension schemes, redistribution, and, most recently, the impact of climate change on retirement.
Łukasz Delong
Łukasz Delong works as a full professor at the Faculty of Economic Sciences at University of Warsaw. He has a PhD in mathematics, a habilitation degree in economics and the professor title in economics and finance. He is an actuary with professional license issued by the Polish Financial Supervision Authority, the head of the Examination Committee for Actuaries at the Polish Financial Supervision Authority, a board member of the Polish Society of Actuaries and a board member of the AFIR-ERM Committee of International Actuarial Association. Łukasz is an editor of ASTIN Bulletin – The Journal of International Actuarial Association and an associate editor of European Actuarial Journal. His scientific research includes different areas of actuarial mathematics with emphasis on stochastic modelling of financial risks and statistical learning methods. He also has many years of practical experience in actuarial roles.
Phillip Yam
Phillip Yam received his BSc (ActuarSc) and MPhil degree from the University of Hong Kong, a Master of Advanced Studies in Mathematics from University of Cambridge, and a DPhil from University of Oxford. He is a full Professor at the Department of Statistics, Director of Quantitative Finance and Risk Management Science programme, and Assistant Dean (Education) of Faculty of Science at the Chinese University of Hong Kong. He has been appointed as a research fellow in the Hausdorff Research Institute for Mathematics at the University of Bonn, and a Visiting Professor in both the Department of Statistics at Columbia University in the City of New York and Naveen Jindal School of Management at University of Texas at Dallas. He has published more than a hundred journal articles in actuarial science, applied mathematics, control theory and engineering, data analytics, financial mathematics and economics, operations management, probability and stochastic analysis, and statistics. He also serves in editorial boards of representative journals including Insurance: Mathematics and Economics. Besides, he wrote the first ever monograph on mean field theory, and another on “Financial Data Analytics” recently published in Wiley Finance Series; one of his original research outputs included in the latter book, “Comonotone-independence Bayes Classifier (CIBer)”, was also awarded a Silver Medal in the 48th International Exhibition of Inventions Geneva in 2023.
