Since 1996, SCOR has been rewarding the best research work in the field of actuarial science. The French reinsurance group has awarded the 2022 prizes to candidates in five countries: Germany, France, Italy, Switzerland and Sweden.
Designed to promote actuarial science in insurance and reinsurance, this event is financed by the SCOR Corporate Foundation for Science, chaired by André Lévy-Lang.
For the year 2022, the prizes have been awarded to the following nine candidates:
Winners | Country and date of attribution of the award | Establishment | Award-winning dissertations and theses |
---|---|---|---|
Léonard Vincent | 7 October Switzerland | University of Lausanne | Model Uncertainty, Tail Risk and Structured Reinsurance |
Lina Palmborg | 14 October Sweden | Stockholm University | Financial position and performance in IFRS 17 |
François Hu | 13 December France | Ecole Nationale de la Statistique et de l’Administration Economique | Semi-supervised learning in insurance: fairness and active learning |
Stella Jovet | 13 December France | National Conservatory of Arts and Crafts (CNAM) | Optimization of the profitability of natural catastrophe risks using a genetic algorithm: application to a Mexican hurricane portfolio |
Gabriele Omari | 14 December Italy | University of Trieste | Fair pricing of profit-sharing life insurance contract portfolios |
Andrea Santoro | 14 December Italy | University of Rome | On the estimation of surrender frequencies: methodological evolutions for dynamic policyholder behavior analysis |
Mark Kiermayer | 15 December Germany | University of Ulm | Machine and deep learning in present actuarial challenges |
Simon Schnürch | 15 December Germany | Technical University of Kaiserslautern | Mortality Modeling: Machine Learning and Mortality Shocks |
Arne Freimann | 15 December Germany | University of Ulm | Pricing, Hedging, and the Roles of Different Market Players in the Longevity Risk Transfer Market |
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