Published July 30, 2025, 5:16 p.m.

WORKSHOP PRIN 2022: BUILDING RESILIENCE TO EMERGING RISKS IN FINANCIAL AND INSURANCE MARKETS

June the 12th-13th 2025

SESSION 1
CHAIR: MASSIMO COSTABILE

Excess Verdicts Insurance
Pietro Millossovich

Multi-index parametric insurance for agricultural weather risk management
Imma Oliva

Hierarchical spatial network models for road accident risk assessment
Gian Paolo Clemente

Cyber risk management with time varying artificial intelligence models
Marco Pirra

A Bayesian framework for addressing bias in delayed cybersecurity breach data
Fabio Viviano

SESSION 2
CHAIR: IVAR MASSABÒ

An economic decision-making approach to estimate the Value for Money of Non-IBIPs insurance contracts.
Paolo De Angelis

Market-Consistent Valuation and Capital Assessment for Demographic Risk in Life Insurance: A Cohort Approach
Francesco Della Corte

Minimum capital requirement for non-life insurance with risk budgeting portfolios
Alessandro Staino

An enhanced self-adaptive multi-operator swarm optimization algorithm for ESG-compliant hedge fund
Massimiliano Kaucic

Insurance demand under subjective and objective decision-making approaches
Gaetano T. Spartà

A potential USP approach for demographic risk in Solvency II framework
Nino Savelli

SESSION 3
CHAIR: PAOLO DE ANGELIS

Guaranteed minimum income benefit valuation via a numéraire transformation approach
Rogemar S. Mamon

Valuation of GLWB variable annuities with accumulation phase and LTC option
Rosario Maggistro

Embedding health and LTC benefits in a NDC pension system
Massimiliano Menzietti

On variable annuities with surrender charges
Gabriele Stabile

A lattice-based approach for life insurance pricing in a stochastic correlation framework
Massimo Costabile

Skew Brownian motion discretization: A lattice approach for financial and actuarial applications
Emilio Russo

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WORKSHOP PRIN 2022 BUILDING RESILIENCE TO EMERGING RISKS IN FINANCIAL AND INSURANCE MARKETS