EURO 2024 Copenhagen
Abstract Submission

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Session TB-57: Risk management and valuation of financial contracts in stream Modern Decision Making in Finance and Insurance

Tuesday, 10:30-12:00
Room: S06 (building: 101)

Session chair(s):
Eric André (eandre@em-lyon.com)
Bertrand Tavin (tavin@em-lyon.com)

The following abstracts have been submitted in this session:
1200. Insurer's management discretion: Self-hedging participating life insurance Peter Hieber [R] - Switzerland
accepted
224. Merged LSTM-MLP for option pricing Rita Pimentel [R] - Norway
accepted
Morten Risstad [] - Norway
Erlend Stegavik Rygg [] - Norway
Jacob Vinje [] - United States
Sjur Westgaard [] - Norway
Cassandra Wu [] - Norway
472. A constrained simulation approach to robust risk management of derivative products. Bertrand Tavin [R] - France
accepted