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Inter-university Seminar on Insurance Mathematics


Lesław Gajek


Modelling of insurer's solvency with regime-switching models, valuation of insurance companies, long-term measures of insolvency risk, ruin probabilities. Risk processes: parameters, estimation. Insurance premium modelling (Bonus-Malus Systems, IBNR, Credibility Premium Rules). Insurance risk management, including interest rate risk. Optimal Risk Transfers. Insurance companies and financial markets. Decentralized insurance.


The seminar takes place on Tuesdays, 11.00 am–12.15 pm.


 The seminar webpage