© Universität Bielefeld
Center for Mathematical Economics
Published on
11. Mai 2026
Category
Allgemein
Ferrari, Klinge, Schmeck and Spengemann at the 13th Conference of Actuarial Science and Finance on Samos
Giorgio Ferrari, Jonathan Klinge, Maren Schmeck, and Marco Spengemann participated in the 13th Conference of Actuarial Science and Finance on Samos, which took place from May 11 to 16, 2026.
Giorgio Ferrari presented Optimal Consumption and Portfolio Choice with No-Borrowing Constraint in the Kim–Omberg Model. Jonathan Klinge presented his work on Optimal Protective Investment in the Classical Risk Model. Maren Schmeck gave a talk titled Asymptotics of Ruin Probabilities in a Subordinated Cramér–Lundberg Model, while Marco Spengemann presented Optimal Design of Model-Contingent Insurance Contracts.
Giorgio Ferrari, Jonathan Klingemann, Maren Schmeck und Marco Spenge nahmen an der 13th Conference of Actuarial Science and Finance on Samos teil, die vom 11. bis 16. Mai 2026 stattfand.
Giorgio Ferrari präsentierte Optimal Consumption and Portfolio Choice with No-Borrowing Constraint in the Kim–Omberg Model. Jonathan Klinge präsentierte seine Arbeit Optimal Protective Investment in the Classical Risk Model. Maren Schmeck hielt einen Vortrag mit dem Titel Asymptotics of Ruin Probabilities in a Subordinated Cramér–Lundberg Model, während Marco Spengemann sein Paper Optimal Design of Model-Contingent Insurance Contracts vorstellte.
Giorgio Ferrari presented Optimal Consumption and Portfolio Choice with No-Borrowing Constraint in the Kim–Omberg Model. Jonathan Klinge presented his work on Optimal Protective Investment in the Classical Risk Model. Maren Schmeck gave a talk titled Asymptotics of Ruin Probabilities in a Subordinated Cramér–Lundberg Model, while Marco Spengemann presented Optimal Design of Model-Contingent Insurance Contracts.
Giorgio Ferrari, Jonathan Klingemann, Maren Schmeck und Marco Spenge nahmen an der 13th Conference of Actuarial Science and Finance on Samos teil, die vom 11. bis 16. Mai 2026 stattfand.
Giorgio Ferrari präsentierte Optimal Consumption and Portfolio Choice with No-Borrowing Constraint in the Kim–Omberg Model. Jonathan Klinge präsentierte seine Arbeit Optimal Protective Investment in the Classical Risk Model. Maren Schmeck hielt einen Vortrag mit dem Titel Asymptotics of Ruin Probabilities in a Subordinated Cramér–Lundberg Model, während Marco Spengemann sein Paper Optimal Design of Model-Contingent Insurance Contracts vorstellte.