Registration includes: Coffee breaks, welcome reception, lunch tickets and social dinner
Conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2026)
to April 10, 2026
Venues: Centre de Recerca Matemàtica / UAB
Rooms: CRM and UAB rooms
*Early registration deadline (300€): 08/03/2026 included
*Late registration deadline (350€): 15/03/2026 included
Introduction
The main aim of MAF conferences is to promote the interaction between mathematicians and statisticians, in order to provide new theoretical and methodological results, and significant applications in actuarial sciences and finance, exploiting the potential of the interdisciplinary mathematical and statistical approach. The MAF series of conferences is devoted to a wide variety of topics in actuarial science and finance. It is open to both academics and practitioners to encourage their cooperation.
SPEAKERS
Pietro Millossovich
Bayes Business School
Katrien Antonio
KU Leuven
Insurance coverage for SIR epidemic models
Claude Lefèvre
ULB
Abstract
Accounting for temporal and spatial dependencies in multi–population mortality forecasts: the “transformer” approach
José Garrido
Concordia University
Abstract
Raúl Merino
VidaCaixa
Isabel Serra
Universitat Autònoma de Barcelona
Steering Committee
Marco Corazza | University of Venice Ca’Foscari
Cira Perna | University of Salerno
Claudio Pizzi | University of Venice Ca’Foscari
Marilena Sibillo | University of Salerno
ORGANISING committee
Merche Galisteo | Universitat de Barcelona
Giulia Magni | Sapienza University of Rome
Maite Mármol | Universitat de Barcelona
Oriol Roch | Universitat de Barcelona
Sara Solanilla | Universitat de Barcelona
Francisco Villavicencio | Universitat de Barcelona
Josep Vives | Universitat de Barcelona (Co-Chair)
SCIENTIFIC COMMITTEE
Elisa Alòs | Universitat Pompeu Fabra
Giovanna Apicella | University of Udine
Alessandra Amendola | University of Salerno
Argimiro Arratia | Universitat Politècnica de Catalunya
Narayanaswamy Balakrishnan | McMaster University
Alejandro Balbás | Universidad Carlos III de Madrid
Giovanni Barone Adesi | Università della Svizzera italiana
Antonella Basso | Ca’Foscari University of Venice
Sergio Bianchi | University of Cassino and Southern Lazio
Monica Billio | Ca’Foscari University of Venice
Eva Boj | University of Barcelona
Catalina Bolancé | Universitat de Barcelona
Alejandra Cabaña | Universitat Autònoma de Barcelona
Marco Corazza | Ca’ Foscari University of Venice
Michel Dacorogna | Prime Re Solutions, Zurich zug.com
Valeria D’Amato | University of Rome La Sapienza
Ana Debón | Universitat Politècnica de Valencia
Emilia Di Lorenzo| University of Naples, Federico II
Giampiero M. Gallo | Corte dei Conti
Laura González-Vila | Universitat de Barcelona
Aurea Grané |Universidad Carlos III de Madrid
Luigi Grossi | University of Parma
Montserrat Guillén | Universitat de Barcelona
Steven Haberman | City University of London
Agnieszka Jach | Hanken School of Economics
Michele La Rocca | University of Salerno
Florence Legros | ICN Business School
Stéphane Loisel | Conservatoire National des Arts et Métiers
Massimiliano Menzietti | University of Salerno
Xavier Milhaud | Aix-Marseille University
Eliseo Navarro | Universidad de Alcalá
Marcella Niglio | University of Salerno
Anna María Olivieri | University of Parma
Luis Ortiz | Universitat de Barcelona
Sandra Paterlini | University of Trento
Cira Perna | University of Salerno
Claudio Pizzi | Ca’ Foscari University of Venice
Dimitris N. Politis | University of California
Maria Russolillio | University of Salerno
Rafael de Santiago | IESE-Universidad de Navarra
Lucio Sarno | City University of London
Marilena Sibillo | University of Salerno
Giuseppe Storti | University of Salerno
Costanza Torricelli | University of Modena and Reggio Emilia
Vincent Touzé | SciencesPo
Emiliano Valdez | University of Connecticut
Carlos Vidal-Meliá | Universitat de València
SCHEDULE
Wednesday April 8th | Thursday April 9th | Friday April 10th | |
08:30 - 09:00 | Registration | Parallel Sessions 2 | |
09:00 - 09:30 | Welcome | ||
09:30 - 10:30 | Plenary | ||
10:30 - 11:00 | Coffee Break | ||
11:00 - 13:00 | Parallel Sessions 1 | Parallel Sessions 3 | 11:00 - 12:00 Parallel Sessions 4 12:00 - 13:00 Plenary |
13:00 - 14:30 | Lunch | 13:00-13:30 Closing 13:30-14:30 Lunch | |
14:30 - 15:30 | Plenary | ||
15:30 - 16:00 | Coffee Break | ||
16:00 - 18:00 | Parallel Sessions | ||
18:00 - 19:00 | Reception | ||
20:00 | Gala Dinner | ||
LIST OF PARTICIPANTS
| Name | Institution |
|---|---|
| Marko Svetina | University of San Diego |
| Khreshna Syuhada | Institut Teknologi Bandung, Indonesia |
| Silvia Komara | Bratislava University of Economics and Business |
| Michal Páleš | Bratislava University of Economics and Business |
| Gero Junike | LMU Munich |
| Jacopo Giacomelli | SACE |
| Stephane Loisel | Conservatoire National des Arts et Métiers |
| Dmytro Sluchynskyi | National University of Kyiv Mohyla Academy |
| Ivan Gallo | Alma Mater Studiorum-Università di Bologna |
| Daniil Ruzhinskii | Hanken School of Economics |
| Georgios Symeonidis | University of the Aegean |
| Julia Konczal | Wroclaw University of Science and Technology |
| Martyna Zdeb | Wroclaw University of Science and Technology |
| Michal Wronka | Wroclaw University of Technology |
| Piotr Mularczyk | Wojskowa Akademia Techniczna |
| Lazaros Kanellopoulos | University of the Aegean Department of Statistics and Actuarial-Financial Mathematics |
| Sooie-Hoe Loke | Middle Tennessee State University |
| Mathis Guenet | DeVinci Research Center (DVRC - ESILV) |
| Mohammad Reyhani | Taavon Insurance Company |
| Tatiana Soltesova | Bratislava University of Economics and Business |
| Erik Šoltés | Bratislava University of Economics and Business |
| Pietro Millossovich | Bayes Business School |
| Raúl Merino | VidaCaixa |
| Claude Lefèvre | Free University of Brussels |
| Thi Khanh Linh HA | University of Luxembourg |
| Cinzia Di Palo | University of Cassino and Southern Lazio |
| Josep Vives | Universitat de Barcelona |
| M. Mercè Claramunt | Universitat de Barcelona |
| Òscar Burés | Universitat de Barcelona |
| Laura González-Vila Puchades | Universitat de Barcelona |
| Merche Galisteo | Universitat de Barcelona |
| ORIOL ROCH | Universitat de Barcelona |
| Oriol Tubella Domingo | Universitat de Barcelona |
| Genís Gómez Campoy | Universitat de Barcelona |
| Sara Solanilla Blanco | Universitat de Barcelona |
| Eva Boj del Val | Universitat de Barcelona |
| Juan Sebastian Yanez | Universitat de Barcelona |
| Isabel Serra | Universitat Autònoma de Barcelona |
| Javier Perote | Universidad de Salamanca |
| David Atance | Universidad de Alcalá de Henares |
| Pilar Requena | Universidad de Alcalá de Henares |
| Rafael De Santiago | Universidad de Navarra |
| Luis-Felipe Arizmendi | Universidad Pontificia de Comillas |
| Ana Escribano | Universidad de Castilla La Mancha |
| Francisco Jareño | Universidad de Castilla La Mancha |
| Salvador Cruz Rambaud | Universidad de Almería |
| Jinxia Zhu | University of New South Wales |
| katrien Antonio | Katholieke Universiteit Leuven |
| Jun Cai | University of Waterloo |
| José Garrido | Concordia University |
| Ahmed Wafi | Ludwig Maximilian University of Munich |
| Aurora Ferri | Sapienza University of Rome |
| Giulia Magni | Sapienza University of Rome |
| Giacomo Zarfati | Sapienza University of Rome |
| Giulia Rotundo | Sapienza University of Rome |
| Daniele Angelini | Sapienza University of Rome |
| Gaia Pescosolido | Sapienza University of Rome |
| Marcello Galeotti | University of Florence |
| Alba Roviello | University of Naples Federico II |
| Rosaria Simone | University of Naples Federico II |
| Emanuele Vannucci | University of Pisa |
| Rosario Maggistro | University of Trieste |
| Ruben Viduli | University of Trieste |
| Fabrizio Vincenzo Riccio | University of Trieste |
| Filippo Piccotto | University of Trieste |
| Gianna Figà-Talamanca | University of Perugia |
| Michela Borghesi | University of Ferrara |
| Alessandra Cornaro | University of Milan - Bicocca |
| Francesco Della Corte | Catholic University of the Sacred Heart |
| Gian Paolo Clemente | Catholic University of the Sacred Heart |
| Diego Attilio Mancuso | Catholic University of the Sacred Heart |
| Annamaria Olivieri | University of Parma |
| Antonino Zanette | University of Udine |
| Giovanna Apicella | University of Udine |
| Alessandro Fulci | University of Trento |
| Marcella Niglio | University of Salerno |
| Massimiliano Menzietti | University of Salerno |
| Sofia Sarubbo | University of Calabria |
| Fabio Viviano | University of Calabria |
| Francesco Rania | Magna Græcia University of Catanzaro |
| Roberta Melis | University of Sassari |
| Bud Schiphorst | University of Amsterdam |
| Alexandra Moura | University of Lisbon |
| Manuel Guerra | University of Lisbon |
| Bahri Tokmak | Middle East Technical University |
| Mark Van Lokeren | Imperial College London |
| Mingwei Lin | London School of Economics |
| Kostas Kardaras | London School of Economics |
| Edward (Jed) Frees | University of Wisconsin–Madison |
| Tao Pang | North Carolina State University |
| Roberto Casarin | Ca' Foscari University of Venice |
| Diana Barro | Ca' Foscari University of Venice |
| Claudio Pizzi | Ca' Foscari University of Venice |
| Ovielt Antonio Baltodano Lopez | Ca' Foscari University of Venice |
| Marco Corazza | Ca' Foscari University of Venice |
| Martina Nardon | Ca' Foscari University of Venice |
contributed talks
by by OF sWe invite participants to actively contribute to the conference by giving a short talk. These presentations offer an opportunity to share recent research findings or present open problems to the community. You will be asked to attach the abstract (between 300 and 600 words) including the title, in .pdf format. The file name must follow the format: surname_name.
Talk proposals should be submitted through the registration process.
*If you prefer to wait until you have the final decision before completing the registration payment, please select the “Reservation” option at the end of the process and click “next”.
Abstract submission deadline: 09/02/26
Decisions sent last: 20/02/26
CRM User Account Creation
After creating your CRM user account, you can log in on the activity webpage to complete your registration, or by clicking the button and then selecting ‘Sign in’.
REGISTER
Conference Proceedings
Short papers (maximum 10 pages) will undergo peer review and, if accepted, will be published in a book edited by Springer.
Papers must be submitted online through the conference website, following the submission template available under:
Conference Proceedings → Authors → Important downloads for authors
Author guidelines and templates:
Manuscript preparation
Obtaining permissions
Important dates
Paper submission: April 20, 2026
Notification of acceptance: May 25, 2026
Final revised version: June 1, 2026
The detailed instructions for authors are available in the document provided here.
INVOICE/PAYMENT INFORMATION
IF YOUR INSTITUTION COVERS YOUR REGISTRATION FEE: Please note that, in case your institution is paying for the registration via bank transfer, you will have to indicate your institution details and choose “Transfer” as the payment method at the end of the process.
UPF | UB | UPC | UAB
*If the paying institution is the UPF / UB/ UPC / UAB, after registering, please send an email to comptabilitat@crm.cat with your name and the institution internal reference number that we will need to issue the electronic invoice. Please, send us the Project code covering the registration if needed.
Paying by credit card
IF YOU PAY VIA CREDIT CARD but you need to provide the invoice to your institution to be reimbursed, please note that we will also need you to send an email to comptabilitat@crm.cat providing the internal reference number given by your institution and the code of the Project covering the registration (if necessary).
LODGING INFORMATION
ON-CAMPUS AND BELLATERRA
BARCELONA AND OFF-CAMPUS
acknowledgement
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For inquiries about this event please contact the Scientific Events Coordinator Ms. Núria Hernández at nhernandez@crm.cat
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CRM Code of Conduct
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Sustainable Events
We are committed to organising sustainable events that minimise environmental impact and create a positive legacy for the host community. We support organisers in designing events aligned with the UN 2030 Sustainable Development Goals, reducing negative environmental impacts and promoting responsible practices.
All materials provided during our activities are responsibly sourced, including recycled pens and plastic-free badges. We work with responsible suppliers, and our catering partners use fully compostable materials while offering vegetarian and vegan options, with at least one event day being fully vegetarian.
We begin by presenting a class of stochastic epidemic models of the SIR (Susceptible-Infectious-Removed) type, with epidemic transition rates dependent on the number of removed cases. We then consider an insurance company wishing to cover such an epidemic risk, which raises the question of premium level determination. For that, we apply the classical equivalence principle in life insurance. The relevant time horizon is the total duration of the epidemic, that is, until the end of the infection process. On the one hand, we evaluate the expected benefit outgo by determining the total expected duration of infectivity and the total expected number of removed cases. On the other hand, we evaluate the expected premium income by determining the total expected duration of susceptibility, a very complex problem. Finally, we pay particular attention to two standard epidemic processes: the so-called general and fatal models.
Mortality modelling has advanced significantly in recent years, partly thanks to the development of machine learning and data science. The introduction of the “transformer” model by Wang et al. (2024), highly effective in processing long sequences of information, has improved greatly
the precision of mortality forecasts.
We propose an extension of the transformer architecture to incorporate structural dependencies between countries. This involves constructing a similarity matrix that combines mortality data and exogenous variables, that impact mortality, using the method proposed in Gouthon and Milhaud (2025). This enables the proposed model to simultaneously capture the long-term temporal dependencies specific to each country and the structural correlations between them. This new approach performs well in a comprehensive comparative study.
References
- Gouthon, A. J.-L. and Milhaud, X. (2025). A spatiotemporal clustering algorithm combining multiple data sources: Application to mortality. Preprint.
- Wang, J., Wen, L., Xiao, L., and Wang, C. (2024). Time-series forecasting of mortality rates using transformer. Scandinavian Actuarial Journal, 2024(2):109–123.