Education and events

Faculty of Actuarial Science and Insurance Research Seminars

Autumn Term 2017 & Spring Term 2018

If you wish to attend a seminar, please book, using the link below the Seminar.  Tea and other light refreshments will be available 15 minutes before the talk begins in the milling area outside conference room.

The FASI seminars are recognised by the Institute and Faculty of Actuaries as providing 1 hour of continuous professional development (CPD) training.

If you would like to be added to the seminar electronic mailing list, please send an e-mail stating so, containing your name to

18th October 2017

Ilaria Peri
Birkbeck – University of London

“Lambda VaR: Theoretical Properties and Financial Applications”

Book online

8th November 2017

Manuel Morales
Department of Mathematics and Statistics, University of Montreal

“On an Agent-based Simulator Model for the Limit-Order-Book and its Applications
to Measuring Price Impact”.

Book online

8th November 2017

Andrei Badescu
Department of Statistical Sciences, University of Toronto, Canada

"An IBNR-RBNS Insurance Risk Model with marked Poisson Arrivals"

Book online

22nd November 2017

Tim Boonen
University of Amsterdam

"Optimal reinsurance with multiple reinsurers: the effect of competition and cooperation"

Book online

29th November 2017

Celia Glass and Hugo R. Mills
Faculty of Actuarial Science and Insurance - Cass Business School

"An Impact Case Study in Rostering Optimisation: Improving Doctors’ Moral in the NHS"

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13th December 2017

Colin Ramsay
University of Nebraska - Lincoln

"Doubly Enhanced Annuities"

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31st January 2018

Peter England
Founder: EMC Actuarial & Analytics & Honorary Senior Visiting Fellow at Cass

“The Reserve Risk Puzzle, with Application to IFRS 17 and Solvency II Risk Margins”

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21st February 2018

Time: 16:00 - 17:00

Elisa Mastrogiacomo

"Optimal investment strategies with stochastic interest rate and minimum performance constraint"

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14th March 2018

Francesca Centrone
Department of Economics and Business Studies, University of Piemonte Orientale.

“Capital Allocation for Convex and Quasi-convex non differentiable Risk Measures”

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28th March 2018

Time: 16:00 - 17:00

Christian Hilpert
Lingnan (University) College, Sun Yat-sen University.

"Rating Under Asymmetric Information"

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16th May 2018

Time: 16:00 - 17:00

Luca Regis 
Department of Economics and Statistics, University of Siena.

"Pre- and post-retirement consumption/savings choices with longevity-linked securities"

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23rd May 2018

Time: 16:00 - 17:00

Francesco Menoncin    
Department of Economics and Management, University of Brescia.

"Optimal consumption, portfolio, and health insurance in a  dynamic framework"

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20th June 2018

Time: 16:00 - 17:00

Hanlin Shang
College of Business and Economics, Australian National University.

"Extensions of grouped time series forecasting methods: An application to age-specific mortality"

Book online

Seminars take place on Wednesdays 16:00 to 17:00 in Room 2005. Light refreshments available at 15:45 in seminar room. The seminars are open to everyone.

Please contact: for further information.