Often economic theory, financial mathematics and actuarial sciences are treated as independent fields. Our aim is to unify the theory of equilibrium asset and liability pricing. The present talk gives a mathematical framework for pricing insurance products in a multiperiod financial market. This is done by maximizing the utility of the consumption stream of the financial agents.

Currently visiting CSIRO, MW is a senior researcher at ETH Zurich (Switzerland) in the area of insurance mathematics and financial mathematics. After his PhD in mathematics at ETH, he has spent a one-year postdoc in the Netherlands and has worked for five years as a reserving actuary at Winterthur Insurance (Switzerland). In his current position he does research, supervises PhD students and teaches in actuarial mathematics. He is a member of the board of the Swiss Association of Actuaries (SAA) and a joint editor of the Bulletin SAA.

Please feel free to bring this to the attention of interested colleagues.