PARTY 2025

Fri, 23 May 2025 00:00:00 +0000

From May 18 to 23, 2025, I took part in PARTY 2025 — Perspectives on Actuarial Risks in Talks of Young Researchers in Liverpool.

Held every two years, PARTY brings together young researchers approaching actuarial risks from remarkably different perspectives, spanning actuarial science, demography, insurance, mathematics, statistics, epidemiology, biology, and economics. For someone at the beginning of a PhD and interested in actuarial research in its many forms, it was an incredibly enriching week.

It was also a special milestone for me: PARTY was where I gave my very first academic talk, presenting my research on pension funds.

I could hardly have hoped for a better environment in which to do it. The atmosphere throughout the week was exceptionally warm and encouraging, with plenty of room for discussion, questions, new ideas, and conversations extending well beyond the scheduled sessions. I came home with many new perspectives on actuarial research — and, even more importantly, having met an amazing group of inspiring people.

To make the experience even more memorable, I was very grateful to receive the Best Life/Pension Presentation Award for my preliminary work on Optimal investment in DC pension schemes under career-driven wage uncertainty.

A very special first conference experience, and one I will certainly remember throughout my PhD journey.

DoCRA 2025

Sat, 08 Mar 2025 00:00:00 +0000

From February 23 to March 8, 2025, I had the opportunity to attend the first session of the Doctoral Colloquium on Risk Analytics (DoCRA) in Venice. The course was held on San Servolo Island, home to the Venice International University campus and a fascinating setting combining university and conference facilities, cultural spaces, a museum, and one of the largest parks in Venice’s historic centre.

DoCRA is an honour course for PhD students interested in theoretical and applied methods for the measurement, management, and mitigation of risks. The first session, Modern Risk Measurement, brought together two intensive weeks of lectures, discussions, exercises, and exchanges with fellow young researchers.

During the first week, Prof. Alfred Müller (U. Siegen) introduced us to modern approaches to measuring and comparing risks, with particular emphasis on stochastic orders and their applications. We also had the opportunity to attend a guest lecture by Prof. Mario Martina (IUSS Pavia) on catastrophe-risk modelling.

The second week, taught by Prof. Hansjörg Albrecher (U. Lausanne), focused on emerging risks for actuaries, particularly natural catastrophe insurance and climate change, covering topics ranging from heavy-tailed risks and dependence modelling to the implications of climate change for insurance premiums and solvency capital.

I was very happy to complete the course with a Pass with Distinction.

Beyond everything I learned, what made these two weeks particularly memorable were the people I had the chance to meet. I am very grateful for the experience, the discussions, and the wonderful group of young researchers with whom I shared it.

PhD | Veronica Merlone

PARTY 2025

DoCRA 2025