The IMA Conference on the Mathematics of Finance and Insurance brings together academics and practitioners to explore the latest advances in mathematical approaches to finance and insurance. The event fosters dialogue between the closely connected fields of mathematical finance and actuarial science, creating opportunities for the exchange of ideas and the development of innovative solutions.
Dates: –
Venue: The Liner Hotel, Lord Nelson St, Liverpool, L3 5QB, UK
We welcome contributions from researchers and professionals showcasing new work in applied mathematics, probability, and statistics, particularly those addressing the key challenges facing today’s financial and insurance industries.
Building on previous conferences in Edinburgh, Manchester, and Liverpool, we are delighted to return to Liverpool. This year’s conference will open the floor to broad spectrum of topics across mathematical finance and actuarial science.
On this basis we have invited academics and practitioners to submit papers to the Conference in the following fields:
Mathematics of Finance
Algorithmic trading, Blockchain and decentralised finance, Computational finance, Credit risk, Mean field games, Model risk and uncertainty, Optimal stopping, Option pricing and hedging, Systemic risk, Volatility modelling, and more.
Mathematics of Insurance
Annuities, Climate risk, Extreme events, Hedging strategies, Inclusive insurance, Pension plan design and valuation, Population mortality modelling, Risk measures, Risk theory, Scenario analysis, Stress testing and more.