New Challenges in the Interplay between Finance and Insurance

Abstract

The aim of this workshop was to convene experts for fostering the discussion and the development of innovative approaches in insurance and financial mathematics. New challenges like price instability, huge insurance claims and climate change are affecting the markets, while at the same time the possibility of using large volumes of data and continuously increasing computer power as well as recently developed mathematical methods offer new opportunities for modelling and risk assessment. Here we present an overview of these recent developments by providing the abstracts of the talks that were given during the week, together with a brief summary of the covered topics.