9:00 - 9:30: Welcome and introduction to the Chapter | Slides 
9:30 - 10:30: Presentations

• Session A1: One-year and ultimate reserve risk in Mack Chain Ladder model (Marcin Szatkowski) | Slides 
• Session B1: On the study of premium renewal problem in non-life insurance based on two families of customer renewal probability through reinforcement learning (Christian Ngnie Fokoua) | Slides | Paper 
• Session A2: Schnieper’s method revisited (Esbjörn Ohlsson) | Slides 
• Session B2: Generalized Pareto Regression Trees for extreme claim prediction (Maud Thomas) | Slides

10:30 - 11:00:  Break - A virtual bike ride through the streets of Copenhagen
11:00 - 11:45: Keynote Speaker: Sam Millard (Renewable Energy Insurance – An Underwriter’s Perspective) | Slides 
11:45 - 12:45: Presentations:

• Session A3: Panjer class revisited – one formula for the distributions of the Panjer (a,b,m) class (Michael Fackler) | Slides | Paper 
• Session B3: Internal modeling without copulas : the beauty of multivariate Thorin classes (Oskar Laverny) | Slides 
• Session A4: New Applications of Simulation Modelling (Peter Kelly) | Slides 
• Session B4: Actuarial and financial valuation of catastrophe bonds (Saeid Safarveisi) | Slides 

14:00 - 15:00: Welcome and inauguration of the Chapter | Slides 
15:00 - 16:00: Keynote Speaker: Philippe Talleux (Autonomous vehicle risks & insurance) | Slides 
16:00 - 16:45:  Break - Climate Change and Wine: consequences of climate change on French wines (Martial Phélippé-Guinvarc'h) | Slides 
16:45 - 17:45: Presentations

• Session A5: Valuation of cyber-insurance derivatives indexed by Hawkes processes (Caroline Hillairet) | Slides 
• Session B5: "Hasta la vista, Actuary"? (Lucy Quemeneur & Adrian Ericsson) | Slides 
• Session A6: Accumulation of cyber claims: modeling contagion (Olivier Lopez) | Slides 
• Session B6: One-Year and Ultimate Reserving Uncertainties for the new Bornhuetter-Ferguson Method (Przemyslaw Sloma) | Slides | Paper 

17:45 - 18:00: Conclusion

9:00 - 9:30: Welcome and introduction to the Chapter
9:30 - 10:30: Presentations

• Session A7: General Insurance Loss Reserving in a Network Model (Victory Idowu) | Slides 
• Session B7: Customer Price Sensitivities in Competitive Automobile Insurance Markets (Robert Verschuren) | Slides | Paper 
• Session A8: Risk Flow Patterns in the Chain Ladder Model (Ancus Röhr) | Slides 
• Session B8: Collaborative Insurance Sustainability and Network Structure (Philipp Ratz) | Slides 

10:30 - 11:00:  Break - A music interlude with Johann Sebastian Bach
11:00 - 11:45: Keynote Speaker: Randomness, scenarios and structured reinsurance (Hansjörg Albrecher)
11:45 - 12:45: Presentations:

• Session A9: On the numerical computation of optimal reinsurance treaties for dependent risks (Alexandra Bugalho de Moura) | Slides
• Session B9: Moral Hazard in Health Insurance: Modelling the Behaviour of the Insured and the Optimal Contract (Costin Oarda) | Slides
• Session A10: Pricing Adverse Development Cover using option pricing methods (Eric Dal Moro) | Slides 
• Session B10: Ethical use of data in insurance (Esko Kivisaari) | Slides 

14:00 - 14:30: Welcome and introduction of the Chapter

14:30 - 15:30: Presentations

• Session A11: Unsupervised Learning applied to Customer Lifetime Value (CLV) (Claudio Giorgio Giancaterino) | Slides 
• Session B11: Identification of serious claims thresholds and reinsurance optimisation (Thomas Carlier) | Slides 
• Session A12: Autocalibration for insurance pricing with machine learning (Arthur Charpentier) | Slides | Paper 
• Session B12: Modelling spatial insurance risk using complex networks (Gian Paolo Clemente) | Slides 

15:30 - 16:00:  Break - Quiz game
16:00 - 17:00: Keynote Speakers: Pandemia effects on Italian Insurance Market (Nicola Biscaglia, Sergio Desantis and Francesca Di Paola) | Slides 
17:00 - 17:15:  Break - Quiz game results
17:15 - 17:45: Presentations

• Session A13: Cyber claim analysis using Generalized Pareto regression trees with applications to insurance (Sébastien Farkas) | Slides 
• Session B13: The Actuary and IBNR Techniques: A Machine Learning Approach (Ronald Richman & Caesar Balona) | Slides | Paper 

17:45 - 18:00: Conclusion

9:00 - 9:30: Welcome and introduction to the Chapter
9:30 - 10:15: Keynote Speaker: Modeling and Prediction of Recurrent Earthquakes (Shunichi Nomura) 
10:15 - 10:30:  Break
10:30 - 11:30: Presentations

• Session A14: Forecasting of Insurance Claim Distributions using Markov-modulated non-homogeneous Poisson processes (Alan Xian) | Slides
• Session B14: Decomposition of the prediction error in predictive modeling (Ryutaro Yamada) | Slides
• Session A15: AGLM as an Area of Investigation (Suguru Fujita & Hirokazu Iwasawa) | Slides
• Session B15: MDN: Probabilistic forecasting of outstanding liabilities with neural networks on loss triangles (Muhammed Al-Mudafer) | Slides

11:30 - 12:00:  Break A - Demo AGLM (Breakout Room A) /  Break B: Risk Decomposition (Breakout Room B)
12:00 - 12:30: Presentations:

• Session A16: Optimal relativities in a modified Bonus-Malus system with long memory transition rules and frequency-severity dependence (Eric Cheung) | Slides
• Session B16: Unbiased Estimation of the Economic Value of Pricing Strategies (Dimitri Semenovich) | Slides | Paper 

14:00 - 14:30: Welcome and introduction to the Chapter
14:30 - 15:30: Presentations

• Session A17: Scenario Testing for Large Fleets during the yearly price adjustment process (sequel) - solution of 2 open problems (Michael Klamser) | Slides
• Session B17: Generating unfavourable VaR scenarios with patchwork copulas (Dietmar Pfeifer) | Slides
• Session A18: The Impact of Counterparty Risk (Management) in Non-Life Insurance Risk Transfer: A Shareholder Value Maximization Perspective under Solvency Constraints (Heike Bockius) 
• Session B18: Capturing the dependence among large losses using extreme-value copulas (Thiago Dutra de Araujo) | Slides | Paper 

15:30 - 16:00:  Break - Music in math - math in music
16:00 - 16:45: Keynote Speaker: The European way to sustainable insurance - the ESG challenge (Dietmar Pfeifer) | Slides
16:45 - 17:45: Presentations:

• Session A19: Cyber risk: An analysis of self-protection and the prediction of claims (Alana Azevedo) | Slides
• Session B19: Interpreting Deep Learning Models with Marginal Attribution by Conditioning on Quantiles (Mario Wüthrich) | Slides
• Session A20: The Billion $ Question of Telematic (Oleg Korol)
• Session B20: Three-layer problems and the Generalized Pareto Distribution (Michael Fackler) | Slides | Paper 

11:00 - 11:45: Welcome from the Chair / Overview of Annual Report
11:45 - 12:30: Keynote Speaker: Model error in loss forecasts - What is it?  Why should we care?  How might it be measured? (Greg Taylor) | Slides
12:30 - 13:00: Elections / Hachemeister Prize
13:00 - 13:15: Break
13:15 - 13:45: Other Chapters and Closing

14:00 - 14:30: Welcome and introduction
14:30 - 15:00: Presentations

• Session A21: Nonlife Insurance Risk Classification Using Categorical Embedding (Peng Shi) | Slides | Paper 
• Session B21: Modeling the Reserving Cycle Using Fourier Methods (James Ely) | Slides

15:00 - 15:45: Keynote Speaker: General Insurance Headlines – What will the post-COVID world bring general insurance? (James Lynch)
15:45 - 16:15: Presentations:

• Session A22: Peer-to-Peer Risk Sharing with an Application to Flood Risk Pooling (Runhuan Feng) | Slides | Paper 
• Session B22: Quantifying Reserve Risk Based on Triangles of Estimated Ultimate Losses (Andy Feng & Ira Robbin) | Slides | Paper