From 8 to 10 April 2026, the Centre de Recerca Matemàtica (CRM) hosted the Conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2026). The conference is an international meeting that brings together mathematicians and statisticians to discuss new theoretical results and applications in actuarial sciences and finance.

The programme combined plenary lectures, parallel sessions organised by thematic areas, and online presentations, reflecting both the diversity of approaches and the international character of the event.

Plenary Speakers

The first plenary lecture was delivered by José Garrido (Concordia University), who presented Accounting for temporal and spatial dependencies in multi-population mortality forecasts: the “transformer” approach. His work extended transformer architectures to incorporate structural dependencies between countries, combining mortality data with exogenous variables. The proposed approach showed a significant improvement in the accuracy of long-term mortality forecasts.

On the same Wednesday, Isabel Serra (Universitat Autònoma de Barcelona) gave the talk Maximum Likelihood Approach for Risk Assessment in Finance, in which she examined financial risk assessment from the perspective of statistical inference of extreme events. Her presentation connected extreme value theory, maximum likelihood estimation, and machine learning, addressing current challenges such as temporal dependence and the presence of mixtures in the data.

On Thursday, Katrien Antonio (KU Leuven) focused her lecture on Machine Learning in an Expectation–Maximisation Framework for Nowcasting. Starting from the issue of partially observable information and reporting delays, she proposed a framework based on expectation–maximisation that integrates machine learning and deep learning techniques. Her results, particularly relevant in contexts with non-linear effects and high-dimensional data, have direct applications in the modelling of claims related to weather-related events.

That same day, Claude Lefèvre (Université Libre de Bruxelles) addressed Insurance Coverage for SIR Epidemic Models, centred on stochastic SIR-type models for epidemics. From an actuarial perspective, he analysed premium determination using the equivalence principle, paying particular attention to the total duration of the epidemic process and the expected number of cases. His talk highlighted the mathematical complexity that arises when translating epidemiological models into insurance products.

On Friday, Pietro Millossovich (Bayes Business School) presented Three Actuarial Applications of an Iterative Least Square Monte Carlo Algorithm. His lecture demonstrated the flexibility of the Least Squares Monte Carlo (LSMC) method for solving complex problems in life insurance and mortality modelling. Through three applications, he illustrated how this approach allows optimal stopping problems to be addressed while significantly reducing computational complexity.

To conclude, Raúl Merino (VidaCaixa), in Expanding Expansions: Beyond Vanillas, reviewed classical expansion methods in quantitative finance and showed how they can be applied beyond so-called vanilla products, i.e. standard financial instruments with simple structures such as basic options or bonds. His talk focused especially on interest rate markets and, using Malliavin calculus techniques, presented approximations capable of systematically capturing convexity effects.

Parallel Sessions and Thematic Areas

In addition to the plenary lectures, MAF 2026 was structured around parallel and online sessions organised into eight major thematic areas, reflecting the main current research directions in actuarial sciences and finance:

1. Climate Risks and Sustainable Finance (ESG), focused on climate risks, energy transition, natural disasters, and sustainable finance.
2. Longevity, Health, and Pension Systems, devoted to population ageing, mortality, and the design of sustainable pension systems.
3. Machine Learning and Artificial Intelligence, featuring work on model validation, algorithmic biases, and advanced applications in finance and insurance.
4. Actuarial Pricing and Count Models, focused on statistical models for pricing and reserving in non-life insurance.
5. Financial Networks, Contagion, and Dependence, addressing systemic interconnections, financial contagion, and dependence modelling.
6. Portfolio Management and Investment Decisions, dedicated to portfolio optimisation and risk management.
7. Financial Mathematics, centred on theoretical models for the valuation of derivatives and complex financial products.
8. Actuarial Mathematics, with contributions on actuarial valuation, risk, mortality, and insurance contracts.

An Interdisciplinary Meeting Space

Over the course of three days, the CRM, through MAF 2026, showcased how methodological and theoretical advances can be translated into useful tools to address some of today’s major economic and social challenges, ranging from climate change to population ageing and the digital transformation of the financial sector.

 

 

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CRM Comm Natalia Vallina CRMComm@crm.cat

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ICIQ hosted the H2CAT network’s Demo Day technology networking event on Wednesday, coordinated by the Eurecat technology centre, which brought together researchers, companies and key stakeholders with the aim of accelerating industrial decarbonisation in Catalonia.

The conference began with the institutional welcome of the Director General of Knowledge Transfer and Society of the Department of Research and Universities of the Generalitat de Catalunya, Javier Selva; the director of the ICIQ, Emilio Palomares, and the director of the H2CAT network and director of the Chemical Technology Unit of Eurecat, Miriam Díaz de los Bernardos, who highlighted the role of collaboration between research and industry in moving towards climate neutrality. 

“Knowledge, generated through research, is essential to build a society that is more prepared and capable of facing current challenges,” said Emilio Palomares. “At ICIQ we want to actively contribute to making Tarragona a benchmark in innovation and sustainability. In this context, conferences such as the Demo Day become fundamental, because the connection between research and industry is key to moving towards a decarbonised and circular production model“, added the director of the ICIQ. 

In this sense, Miriam Díaz de los Bernardos stressed that “this Demo Day highlights the maturity of the technologies that are being developed in Catalonia in the field of renewable hydrogen and circular carbon, and their real capacity for transfer to industry”. 

Presentations of innovative projects in Catalonia 

During the block of presentations, various initiatives aimed at industrial decarbonization were presented, starting with the strategies promoted by the Generalitat de Catalunya in this area, and also the development of the industrial decarbonization project of pilot plants for the capture and use of CO2 led by the Catalan Institute for Chemical Research (ICIQ) and which is financed with ERDF funds. 

In this context, innovative projects developed by different reference entities of the Catalan research and innovation system have been presented. Specifically, the advances of the CIUDENOL project, a pilot plant for methanol production promoted by Eurecat and CIUDEN, as well as the FUELPHORIA project, coordinated by the Rovira i Virgili University, and focused on accelerating the sustainable production of advanced biofuels and RFNBOs (Renewable Fuels of Non-Biological Origin); the BIOMET project, a biological reactor for the conversion of CO2 and H2 to methane, in which the University of Barcelona participates; and the SOREC2 project for the conversion of CO2 to C2 products (ethylene/ethanol) in which the Autonomous University of Barcelona and ICFO participate.  

The conference, which was attended by about one hundred people, also included the business success story of Orchestra Scientific, showing how research in CO₂ recovery can evolve towards business solutions with a real impact on the reduction of emissions and the transformation of the chemical and energy sector. 

Space for technology demonstrators and prototypes 

One of the central elements of the conference was the technology demonstrators space, where more than a dozen prototypes and innovative solutions developed by research centres, universities, technology centres and spin-offs of the network were shown. This space has facilitated direct interaction between technology developers and companies, highlighting the transfer and scalability potential of solutions based on renewable hydrogen and circular carbon. 

Eurecat has presented the SunCoChem technology, capable of producing syngas from CO2 and sunlight, as well as advanced components for electrolyzers, membranes manufactured by 3D printing, components for CO2 capture and a PEM (Proton Exchange Membrane) electrolyzer. 

ICIQ, for its part, has shown advanced solutions for hydrogen production and CO2 recovery, which range from catalysts based on abundant and economical metals or 3D printed photocatalysts, to AEM (Anion Exchange Membrane) electrolysers or devices based on the concept of artificial photosynthesis. 

In the demonstrator area, a hydrogen generation demonstrator was also exhibited, along with advanced materials derived from biomass and hybrid systems for water division and electrochemical CO₂ reduction by the Rovira i Virgili University;  as well as materials, electrodes and electrochemical cells aimed at CO₂ reduction by the Autonomous University of Barcelona, and prototypes and components for the development and integration of hydrogen technologies, by the Polytechnic University of Catalonia, through the CER-H2. 

Finally, the space also had the participation of the Tarragona spin-offs Orchestra, JOLT and Nanochronia, who presented innovative solutions in CO2 capture, hydrogen production and advanced sensors, respectively. 

The conference concluded with a networking space and a visit to the ICIQ laboratories, where attendees were able to learn first hand about the centre’s scientific and technological capabilities in the field of sustainable chemistry and industrial decarbonisation. 

The Demo Day has had the collaboration of the Efficient Energy Cluster of Catalonia (CEEC), ACCIÓ and the Association of Chemical Companies of Tarragona (AEQT), which have supported the dissemination and connection with companies and key agents in the territory. 

La entrada ICIQ hosts the Demo Day of the H2CAT network for industrial decarbonisation se publicó primero en ICIQ.

The Institute of Chemical Research of Catalonia (ICIQ), through its Severo Ochoa Excellence Programme, announces the selection of three Proof of Concept (PoC) projects aimed at accelerating the translation of frontier research into practical applications.

This initiative is designed to strengthen the valorisation of scientific results by supporting activities that bridge the gap between fundamental research and innovation. By providing dedicated funding for research development and knowledge transfer, ICIQ reinforces its commitment to generating societal and economic impact from excellent science.

“Proof of Concept projects are a key instrument to transform high-quality research into tangible outcomes,” stated Prof. Antonio M. Echavarren, Scientific Director of the Severo Ochoa Excellence Programme and ICIQ Group Leader. “They foster collaboration and enable our researchers to explore the innovation potential of their results in alignment with our scientific priorities.”

The selected projects address core areas of the Severo Ochoa Excellence Programme, including sustainable catalysis, renewable energy through photo- and electrochemical approaches and molecular medicine, with particular emphasis on this last one. In line with this framework, each project is jointly led by Group Leaders and specialised research and technical staff.

Proposals were assessed exclusively on the basis of excellence, considering their innovation potential, the robustness of the proposed methodology and the quality of project leadership and collaboration. The evaluation process was overseen by an external committee proposed by the ICIQ Scientific Advisory Board and chaired by Prof. Thomas Carell (Ludwig-Maximilians-Universität, Germany), ensuring alignment with the institute’s strategic objectives.

Each project has received funding of up to €200,000 for a maximum duration of 36 months and is expected to start between April and early May 2026, within the framework of the Severo Ochoa Excellence Programme.

The selected projects are:

> Multi-functional sensor for prompt diagnosis and therapeutic guidance of biofilm-associated infections, lead by Prof. José Berrocal and Prof. Beatriz Prieto-Simón.

> Electrochemical autonomous laboratory for functional materials discovery. A proof of concept for CO₂ to HCO₂H, lead by Prof. Julio Lloret-Fillol and Dr. Fernando Bravo.

> New-to-nature post-translational protein modification, lead by Prof. Marcos G. Suero and Dr. Francesc Xavier Caldentey.

Through this call, ICIQ reaffirms its commitment to fostering innovation, collaboration, and the effective transfer of knowledge to address scientific and societal challenges.

This initiative has received funding from the ‘Agencia Estatal de Investigación del Ministerio de Ciecia, Innovación y Univerisades’ through the “Severo Ochoa” Centres of Excellence Programme 2024 (CEX2024-001469-S, MICIU/AEI/10.13039/501100011033).

La entrada ICIQ Severo Ochoa Excellence Programme supports three Proof of Concept projects to advance innovation and valorisation se publicó primero en ICIQ.

The event’s programme featured expert talks and round-table discussions covering topics such as magnetic materials and spintronic technologies, as well as strategies in quantum materials for next-generation ICT applications.