Financial Math Seminar

Optimal timing of investment in cybersecurity technology

Speaker: Zhuo Jin(Macquarie University)

Time: Jan 13, 2025, 16:30-17:30

Location: M1001, College of Science Building

Competitive insurance pricing in a duopoly

Speaker: Tim J. Boonen(The University of Hong Kong)

Time: Dec 27, 2024, 10:30-11:30

Location: M1001, College of Science Building

Optimal reinsurance design under the moment-based premium principle: a representative reinsurer’s perspective

Speaker: Wenjun Jiang(University of Calgary)

Time: Dec 27, 2024, 09:30-10:30

Location: M1001, College of Science Building

Factor risk measures

Speaker: Peng Liu(University of Essex)

Time: Nov 26, 2024, 10:30-11:30

Location: Room M714, College of Science Building

Dispersion Swap within a continuous-time Financial Market

Speaker: Biwen Ling(KU Leuven)

Time: Aug 13, 2024, 15:00-16:00

Location: M714, College of Science Building

Optimal investment and benefit adjustment problem for a collective DC pension plan with longevity trend under CEV model

Speaker: Hui Zhao(Tianjin University)

Time: Aug 11, 2024, 10:30-11:30

Location: M714, College of Science Building

Contract Structure and Risk Aversion in Longevity Risk Transfers

Speaker: Hong Li(Universityof Guelph)

Time: Jul 8, 2024, 14:30-15:30

Location: Room M714, College of Science Building

Optimal ratcheting of dividends with capital injection

Speaker: Ran Xu(Xi’an Jiaotong-Liverpool University)

Time: Jun 27, 2024, 11:20-12:00

Location: Room M714, College of Science Building

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

Speaker: Jiajun Liu(Xi’an Jiaotong-Liverpool University)

Time: Jun 27, 2024, 10:40-11:20

Location: Room M714, College of Science Building

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

Speaker: Ze Chen(Renmin University of China)

Time: Jun 27, 2024, 09:40-10:20

Location: Room M714, College of Science Building

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

Speaker: Jing Yao(Soochow University)

Time: Jun 27, 2024, 09:00-09:40

Location: Room M714, College of Science Building

Stackelberg reinsurance game between the insurer and the reinsurer

Speaker: Lv Chen(East China Normal University)

Time: Jun 21, 2024, 10:30-11:30

Location: Room M714, College of Science Building

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

Speaker: Xiaobai Zhu(The Chinese University of Hong Kong)

Time: Jun 21, 2024, 09:30-10:30

Location: Room M714, College of Science Building

Robust peer-to-peer risk sharing in continuous time

Speaker: Tim J. Boonen(The University of Hong Kong)

Time: Jun 18, 2024, 11:00-12:00

Location: M1001, College of Science Building

Pareto-optimal insurance under robust distortion risk measures

Speaker: Wenjun Jiang(University of Calgary)

Time: Jun 18, 2024, 10:00-11:00

Location: M1001, College of Science Building

1 2 3 4 5 6 7