Financial Math Seminar

Pareto-Optimal Risk Sharing under Risk-Averse Preferences

演讲者:Michael Boyuan Zhu(香港大学)

时间: 2026-03-27 10:30-11:30

地点:理学院大楼M1001

Optimal Stablecoin Peg Management under Limited Arbitrage

演讲者:赵誉谦(英国萨塞克斯大学)

时间: 2026-03-25 16:30-17:30

地点:理学院大楼M714

AI for Incentive-Compatible Insurance Design: Learning Optimal Indemnity with Lipschitz Networks

演讲者:池义春(中央财经大学)

时间: 2026-01-28 10:30-11:30

地点:理学院大楼M1001

Life-cycle planning model with rational inattention

演讲者:王宁(澳大利亚国立大学)

时间: 2026-01-04 16:30-17:30

地点:理学院大楼M1001

Extended Convolution Bounds on the Frechet Problem: Robust Risk Aggregation and Risk Sharing

演讲者:刘鹏(埃塞克斯大学)

时间: 2026-01-04 15:30-16:30

地点:理学院大楼M1001

Optimal Investment Under Non-Markovian Models via BSPDEs and Deep Learning

演讲者:马敬堂(西南财经大学)

时间: 2025-11-22 16:00-17:00

地点:理学院大楼M616

Efficient Pricing and Greeks Estimation for Variable Annuities under a Multivariate OUSV Model

演讲者:张志民(重庆大学)

时间: 2025-11-21 17:30-18:30

地点:理学院大楼M616

Optimal risk sharing, equilibria, and welfare with empirically realistic risk attitudes

演讲者:林荔园(蒙纳士大学)

时间: 2025-11-12 15:00-16:00

地点:理学院大楼M1001

Extreme-case Range Value-at-Risk under Increasing Failure Rate

演讲者:邹振烽(中国科学技术大学)

时间: 2025-10-27 10:30-11:30

地点:理学院大楼M1001

Optimal asset allocation for households with healthcare and insurance

演讲者:刘敬真(中央财经大学)

时间: 2025-10-24 10:30-11:30

地点:理学院大楼M1001

A decomposition framework for managing hybrid liabilities

演讲者:Daniel Linders(KU Leuven)

时间: 2025-10-17 16:30-17:30

地点:理学院大楼M1001

Continuous-time q-learning for mean-field control with common noise

演讲者:魏晓利(哈尔滨工业大学)

时间: 2025-09-04 14:30-15:30

地点:理学院大楼M714

Nonzero-sum Dynkin Games under a Generalised Order Condition: Verification Theorem and Application to Convertible Bonds

演讲者:梁歌春(华威大学)

时间: 2025-08-06 16:30-17:30

地点:理学院大楼M1001

Optimal usage strategy of catastrophe insurance compensation based on epidemiological model

演讲者:胡文涛(鲁汶大学)

时间: 2025-08-01 11:10-11:50

地点:理学院大楼M1001,腾讯会议 ID: 838 864 367

Optimal weighted reinsurance contract in a Stackelberg-Nash differential game with negotiation

演讲者:张晴晴(上海对外经贸大学)

时间: 2025-08-01 10:30-11:10

地点:理学院大楼M1001,腾讯会议 ID: 838 864 367

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