Financial Math Seminar

Optimal ratcheting of dividends with capital injection

演讲者:徐冉(西交利物浦大学)

时间: 2024-06-27 11:20-12:00

地点:理学院大楼M714

Risk Contagion Under Extremes: interplay of Heavy-tailedness and Tail dependence

演讲者:刘佳骏(西交利物浦大学)

时间: 2024-06-27 10:40-11:20

地点:理学院大楼M714

Moral hazard in peer-to-peer insurance with social connection

演讲者:陈泽(中国人民大学)

时间: 2024-06-27 09:40-10:20

地点:理学院大楼M714

Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks

演讲者:姚经(苏州大学)

时间: 2024-06-27 09:00-09:40

地点:理学院大楼M714

Stackelberg reinsurance game between the insurer and the reinsurer

演讲者:陈律(华东师范大学)

时间: 2024-06-21 10:30-11:30

地点:理学院大楼M714

A Bayesian Approach in Projecting Future Mortality at the Provincial Level in China

演讲者:朱霄白(香港中文大学)

时间: 2024-06-21 09:30-10:30

地点:理学院大楼M714

Robust peer-to-peer risk sharing in continuous time

演讲者:Tim J. Boonen(香港大学)

时间: 2024-06-18 11:00-12:00

地点:理学院大楼M1001

Pareto-optimal insurance under robust distortion risk measures

演讲者:姜文骏(加拿大卡尔加里大学)

时间: 2024-06-18 10:00-11:00

地点:理学院大楼M1001

Inverse scattering with phaseless data

演讲者:张海文(中国科学院数学与系统科学研究院)

时间: 2024-06-06 10:00-11:00

地点:腾讯会议:920 169 191, 密码:0606

Robust Estimates of Insurance Misrepresentation through Kernel Quantile Regression Mixtures

演讲者:苏建希(普渡大学)

时间: 2024-05-30 11:00-12:00

地点:理学院大楼M714

Monotonic Transformation, Implied Stock Price Process and Pricing of Spread Options and Other Derivatives

演讲者:Gianluca FUSAI(Bayes Business School (formerly Cass), City, University of London Università del Piem

时间: 2024-05-22 11:10-12:10

地点:理学院大楼 M5024

Convergence analysis on the particle systems with centralized control

演讲者:周超(新加坡国立大学)

时间: 2023-12-14 16:10-17:30

地点:理学院大楼M3009

Distributional robust insurance within the L^2 ball

演讲者:姜文骏(卡尔加里大学)

时间: 2023-07-17 11:30-12:30

地点:理学院大楼M5024

The Equivalence of Density Expansions for Multivariate Diffusions

演讲者:Nian Yang(南京大学)

时间: 2023-05-22 10:00-11:00

地点:理学院大楼 M4009

Optimal Risk Pooling of Peer-to-Peer Insurance

演讲者:陈泽(中国人民大学)

时间: 2023-05-12 16:30-17:30

地点:理学院大楼M4009

1 2 3 4 5 6