Speakers

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Prof. Lukasz Delong
Associate Professor, Warsaw School of Economics, Poland

Scientific interests:
· insurance and financial mathematics/statistics
· backward stochastic differential equations
· stochastic control theory
· financial modelling with Lévy processes
· Monte Carlo simulations
· static and dynamic hedging of life insurance and financial liabilities
· generalized linear models and generalized additive models
· non-life ratemaking and reserving