St. Petersburg Spring School in Risk Management, Insurance, and Finance

Organizer:
Department of Economics
Project start date:
2020-03-02

St. Petersburg Spring School in Risk Management, Insurance, and Finance is an annual event that has been staged at the Department of Economics of the European University at St. Petersburg regularly since 2012.

 

General Information About the School

The School is a regular event that has already been staged at the Department of Economics of the European University at St. Petersburg for a number of years.

The main objective of the School is to disseminate knowledge and results of latest research in the areas of Risk Management, Insurance, Finance, and related fields. The target audience is academics, students and practitioners from Russia and other countries of the former Soviet Union, although participants from the rest of the world are very welcome to join the School as well.

This School is included in the CPD system of the Guild of Actuaries (Russia).

The School is held at the European University at St. Petersburg (EUSP) in March or April each year. The working language of the School is English.

 

Forthcoming and past Schools

St. Petersburg Spring School in Risk Management, Insurance, and Finance 2020
European University at St. Petersburg, March 2–4, 2020

St. Petersburg Spring School in Risk Management, Insurance, and Finance 2019
European University at St. Petersburg, March 21–23, 2019

St. Petersburg Spring Workshop on Risk Management, Insurance, and Finance 2018
European University at St. Petersburg, March 1–3, 2018

St. Petersburg Spring School in Risk Management, Insurance, and Finance 2017
European University at St. Petersburg, March 23–25, 2017

St. Petersburg Spring School in Risk Management, Insurance, and Finance 2016
European University at St. Petersburg, March 17–19, 2016

St. Petersburg Spring School in Risk Management, Insurance, and Finance 2015
European University at St. Petersburg, March 30 – April 1, 2015

St. Petersburg Spring School in Risk Management, Insurance, and Finance 2014
European University at St. Petersburg, March 20–22, 2014

St. Petersburg Spring School in Risk Management, Insurance, and Finance 2013
European University at St. Petersburg, April 1–3, 2013

St. Petersburg Spring School in Risk Management, Insurance, and Finance 2012
European University at St. Petersburg, April 2–4, 2012

Project News

St. Petersburg Spring School in Risk Management, Insurance, and Finance 2020

28.10.2019
Applications are now open for the IX St. Petersburg Spring School in Risk Management, Insurance, and Finance. On March 2–4, 2020 Department of Economics of the European University at St. Petersburg will host Karim Barigou (ISFA), Zinoviy Landsman (University of Haifa) and Daniël Linders (University of Illinois / University of Amsterdam). The speakers will introduce the audience to such topics as «Fair valuation of insurance liabilities: merging market- and model-consistency», «Elliptical distributions and their applications in finance and insurance» and «Measuring option-implied dependence». The working language of the School is English.
photos
#Department of Economics #St. Petersburg Spring School in Risk Management, Insurance, and Finance

St. Petersburg Spring School in Risk Management, Insurance, and Finance 2019

06.12.2018
The VIII St. Petersburg Spring School in Risk Management, Insurance, and Finance was held on March 21–23, 2019 by Department of Economics of the European University at St. Petersburg. The lecturers were Ermanno Pitacco (University of Trieste), Bohumil Stádník (University of Economics in Prague) and Kurt Lambrechts (Milliman). The speakers have introduced the audience to such topics as «Longevity and Long-term Care risks: innovations in insurance product design», «Transferring of Insurance Loss Risk to Capital Markets» and «International Financial Reporting Standard 17». The working language of the School was English. There was no participation fee.
#Department of Economics #St. Petersburg Spring School in Risk Management, Insurance, and Finance

St. Petersburg Spring Workshop on Risk Management, Insurance, and Finance 2018

25.12.2017
The St. Petersburg Spring Workshop on Risk Management, Insurance, and Finance 2018 took place on March 1–3, 2018 at the European University at St. Petersburg. Rocco Roberto Cerchiara (Università della Calabria, Italy), Lauri Saraste (LocalTapiola Life, Finland) and Alexey Botvinnik (Conning Germany GmbH, Köln) introduced the audience to such topics as «Risk measurement and modelling under Solvency II», «Life Insurance» and «Economic Scenario Generators and Applications».
#Department of Economics #St. Petersburg Spring School in Risk Management, Insurance, and Finance

St. Petersburg Spring School in Risk Management, Insurance, and Finance 2017

24.11.2016
The Sixth Spring School in Risk Management, Insurance, and Finance took place on March 23–25, 2017 at the Department of Economics at the European University at St. Petersburg. N. Göran Högnäs (Åbo Akademi University, Finland), Mario V. Wüthrich (ETH Zurich, Switzerland) and Antoon A. J. Pelsser (Maastricht University, the Netherlands) introduced the audience to such topics as «Introduction to Stochastic Demography», «New Developments in Claims Reserving», and «Replicating Portfolios for the Pricing and Risk Management of Insurance Liabilities».
#Department of Economics #St. Petersburg Spring School in Risk Management, Insurance, and Finance

St. Petersburg Spring School in Risk Management, Insurance, and Finance 2016

22.10.2016
The Fifth School in Risk Management, Insurance, and Finance took place on March 17–19, 2016 at the Department of Economics at the European University at St. Petersburg Dominique E. Beckers (KULeuven, Belgium), Roger J.A. Laeven (UAmsterdam, the Netherlands), and Oleg Rusakov (St. Petersburg State University, Russia) introduced the audience to such topics as «Advanced Aspects of Pensions», «Risk Management: Principles and Recent Developments», and «Temporal Dependence in Financial Models».
#Department of Economics #St. Petersburg Spring School in Risk Management, Insurance, and Finance

St. Petersburg Spring School in Risk Management, Insurance, and Finance 2012

02.02.2016
This was the very first School in Risk Management, Insurance, and Finance that started a tradition of spring schools of such a type in St. Petersburg. The lectures were held in the European University's Conference Hall and took place on April 2–4, 2012. They were given by Jan Dhaene (Katholieke Universiteit Leuven, Belgium), Emiliano Valdez (University of Connecticut, USA), and Tim Verdonck (Katholieke Universiteit Leuven, Belgium). The topics included «Superhedging Strategies for Index Options and Measuring Systemic Risk in Stock Markets», «Principles and Methods of Capital Allocation for Enterprise Risk Management», and «The Chain-Ladder Method: Influence Analysis, Robustification and Diagnostic Tool». A photo gallery of the event and more information are inside.
#Department of Economics #St. Petersburg Spring School in Risk Management, Insurance, and Finance

St. Petersburg Spring School in Risk Management, Insurance, and Finance 2013

02.02.2016
The Second School in Risk Management, Insurance, and Finance took place on April 1–3, 2013. The European University welcomed on its premises Marc Goovaerts (Katholieke Universiteit Leuven, Belgium), Ermanno Pitacco (University of Trieste, Italy), and Łukasz Delong (Warsaw School of Economics, Poland). The topics covered by the lecturers were «Comparison and Contrast of Risk Measures to Decision Principles, Solvency Capital and Insurance Premium Principles», «Health Insurance: Actuarial Models», and «Applications of Backward Stochastic Differential Equations with Jumps to Pricing and Hedging of Contingent Claims in Incomplete Markets». The article inside provides more information on the structure of the course as well as a gallery of photos from the School.
#Department of Economics #St. Petersburg Spring School in Risk Management, Insurance, and Finance

St. Petersburg Spring School in Risk Management, Insurance, and Finance 2014

02.02.2016
The Third School in Risk Management, Insurance, and Finance took place on March 20–22, 2014. Karl-Theodor Eisele (University of Strasbourg, France), Olga Pavlova (Grizzly Bear Capital, London, UK), and Mario V. Wüthrich (ETH Zürich, Switzerland) covered such issues as «From Risk Measures to Solvency Accounting», «Analysis of the Monte Carlo CVA and Basel III CVA During and After the Financial Crisis of 2008–2009», and «Claims Reserving in Non-Life Insurance and its Prediction Uncertainty». Peek inside for more information and photos from the event.
#Department of Economics #St. Petersburg Spring School in Risk Management, Insurance, and Finance

St. Petersburg Spring School in Risk Management, Insurance, and Finance 2015

02.02.2016
The Fourth School in Risk Management, Insurance, and Finance took place on March 30 — April 1, 2015. Contrary to previous Schools this one had three days of lectures centred on one common topic: «Options and Guarantees in Life Insurance and Pension Products». Ermanno Pitacco and Anna Rita Bacinello (both from the University of Trieste, Italy) spoke about «Building up the Post-Retirement Income», «Risk Management in a Longevity Risk Scenario», and «Valuation of Life Insurance Contracts in a Contingent-Claims Framework». Look inside for more information and a photo gallery of the event.
#Department of Economics #St. Petersburg Spring School in Risk Management, Insurance, and Finance