Page 35 - 8th European Congress of Mathematics ∙ 20-26 June 2021 ∙ Portorož, Slovenia ∙ Book of Abstracts
P. 35
CONTENTS
MS in Statistics and Financial Mathematics . . . . . . . . . . . . . . . . . . . . . . . 573
Mathematical challenges in insurance (MS-41) . . . . . . . . . . . . . . . . . . . . . 575
An Chen: Linking risk management under expected shortfall to loss-averse behavior (joint
work with Thai Nguyen) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 576
Michel Dacorogna: On the validation of internal models . . . . . . . . . . . . . . . . . 576
Bor Harej: Can machine learning algorithms outperform traditionally used methods in in-
surance pricing? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 577
Diego Klabjan: Explainability - when, why, and how; For what use cases explainability is
needed; when it is not needed; high level overview of approaches for explainability . . . 577
Marie Kratz: Pro-Cyclicality of Traditional Risk Measurements: Quantifying and Highlight-
ing Factors at its Source . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 577
Olivier Lopez: Tree-based learning methods for extreme value regression with applications
to cyber-insurance (joint work with Maud Thomas and Sébastien Farkas, Sorbonne Uni-
versité) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 577
Pietro Millossovich: Monte Carlo Valuation of the Initiation Option in a GMWB Variable
Annuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 578
Franz Prettenthaler: How would a Solvency II regulated insurer against riverine flooding
have fared during the past 7000 years? A hypothetical case study for NE Austria to inform
risk modelling in the face of climate change . . . . . . . . . . . . . . . . . . . . . . 578
Vincenzo Russo: Internal Model Approach for Risk Management II . . . . . . . . . . . . 579
Hanspeter Schmidli: Optimal Drawdowns in Insurance . . . . . . . . . . . . . . . . . . 580
Uwe Schmock: Refined Doob Inequalities for σ-Integrable Submartingales . . . . . . . . 580
Johannes Schoenenwald: Internal Model Approach for Risk Management I . . . . . . . . 580
MS in Topology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 583
Low-dimensional Topology (MS-11) . . . . . . . . . . . . . . . . . . . . . . . . . . . 585
Sebastian Baader: Combinatorial cusp counting in curves . . . . . . . . . . . . . . . . . 586
Inanc Baykur: Exotic 4-manifolds with signature zero . . . . . . . . . . . . . . . . . . . 586
Jonathan Bowden: Quasi-morphisms on Surface Diffeomorphism Groups . . . . . . . . . 586
Alberto Cavallo: L-space links and link Floer homology . . . . . . . . . . . . . . . . . 586
Paul Feehan: Virtual Morse-Bott index, moduli spaces of pairs, and applications to topology
of smooth four-manifolds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 586
Peter Feller: Non-orientable slice surfaces and inscribed rectangles . . . . . . . . . . . . 587
Ana G. Lecuona: The slope of a link computed via C-complexes . . . . . . . . . . . . . . 587
Boštjan Gabrovšek: Bonded knots: a topological model for knotted proteins . . . . . . . . 588
Marco Golla: Some 3-manifolds do not bound definite 4-manifolds . . . . . . . . . . . . 588
Eva Horvat: Flattening knotted surfaces . . . . . . . . . . . . . . . . . . . . . . . . . 588
Andras Juhasz: New Heegaard Floer slice genus and clasp number bounds . . . . . . . . 588
Francesco Lin: Closed geodesics and Frøyshov invariants of hyperbolic three-manifolds . . 589
Irena Matkovicˇ: Non-loose negative torus knots . . . . . . . . . . . . . . . . . . . . . . 589
Burak Özbag˘ci: Complex vs convex Morse functions and geodesic flow . . . . . . . . . . 589
Arunima Ray: Embedding spheres in knot traces . . . . . . . . . . . . . . . . . . . . . 590
Steven Sivek: Khovanov homology and the cinquefoil . . . . . . . . . . . . . . . . . . . 590
Andras Stipsicz: On the cosmetic surgery conjecture . . . . . . . . . . . . . . . . . . . 590
Stefano Vidussi: Algebraic fibrations of surface-by-surface groups . . . . . . . . . . . . 590
Andrew Wand: Obstructing Stein fillings by filtering the Heegaard Floer contact invariant . 590
33
MS in Statistics and Financial Mathematics . . . . . . . . . . . . . . . . . . . . . . . 573
Mathematical challenges in insurance (MS-41) . . . . . . . . . . . . . . . . . . . . . 575
An Chen: Linking risk management under expected shortfall to loss-averse behavior (joint
work with Thai Nguyen) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 576
Michel Dacorogna: On the validation of internal models . . . . . . . . . . . . . . . . . 576
Bor Harej: Can machine learning algorithms outperform traditionally used methods in in-
surance pricing? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 577
Diego Klabjan: Explainability - when, why, and how; For what use cases explainability is
needed; when it is not needed; high level overview of approaches for explainability . . . 577
Marie Kratz: Pro-Cyclicality of Traditional Risk Measurements: Quantifying and Highlight-
ing Factors at its Source . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 577
Olivier Lopez: Tree-based learning methods for extreme value regression with applications
to cyber-insurance (joint work with Maud Thomas and Sébastien Farkas, Sorbonne Uni-
versité) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 577
Pietro Millossovich: Monte Carlo Valuation of the Initiation Option in a GMWB Variable
Annuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 578
Franz Prettenthaler: How would a Solvency II regulated insurer against riverine flooding
have fared during the past 7000 years? A hypothetical case study for NE Austria to inform
risk modelling in the face of climate change . . . . . . . . . . . . . . . . . . . . . . 578
Vincenzo Russo: Internal Model Approach for Risk Management II . . . . . . . . . . . . 579
Hanspeter Schmidli: Optimal Drawdowns in Insurance . . . . . . . . . . . . . . . . . . 580
Uwe Schmock: Refined Doob Inequalities for σ-Integrable Submartingales . . . . . . . . 580
Johannes Schoenenwald: Internal Model Approach for Risk Management I . . . . . . . . 580
MS in Topology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 583
Low-dimensional Topology (MS-11) . . . . . . . . . . . . . . . . . . . . . . . . . . . 585
Sebastian Baader: Combinatorial cusp counting in curves . . . . . . . . . . . . . . . . . 586
Inanc Baykur: Exotic 4-manifolds with signature zero . . . . . . . . . . . . . . . . . . . 586
Jonathan Bowden: Quasi-morphisms on Surface Diffeomorphism Groups . . . . . . . . . 586
Alberto Cavallo: L-space links and link Floer homology . . . . . . . . . . . . . . . . . 586
Paul Feehan: Virtual Morse-Bott index, moduli spaces of pairs, and applications to topology
of smooth four-manifolds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 586
Peter Feller: Non-orientable slice surfaces and inscribed rectangles . . . . . . . . . . . . 587
Ana G. Lecuona: The slope of a link computed via C-complexes . . . . . . . . . . . . . . 587
Boštjan Gabrovšek: Bonded knots: a topological model for knotted proteins . . . . . . . . 588
Marco Golla: Some 3-manifolds do not bound definite 4-manifolds . . . . . . . . . . . . 588
Eva Horvat: Flattening knotted surfaces . . . . . . . . . . . . . . . . . . . . . . . . . 588
Andras Juhasz: New Heegaard Floer slice genus and clasp number bounds . . . . . . . . 588
Francesco Lin: Closed geodesics and Frøyshov invariants of hyperbolic three-manifolds . . 589
Irena Matkovicˇ: Non-loose negative torus knots . . . . . . . . . . . . . . . . . . . . . . 589
Burak Özbag˘ci: Complex vs convex Morse functions and geodesic flow . . . . . . . . . . 589
Arunima Ray: Embedding spheres in knot traces . . . . . . . . . . . . . . . . . . . . . 590
Steven Sivek: Khovanov homology and the cinquefoil . . . . . . . . . . . . . . . . . . . 590
Andras Stipsicz: On the cosmetic surgery conjecture . . . . . . . . . . . . . . . . . . . 590
Stefano Vidussi: Algebraic fibrations of surface-by-surface groups . . . . . . . . . . . . 590
Andrew Wand: Obstructing Stein fillings by filtering the Heegaard Floer contact invariant . 590
33
