Financial Math Seminar

Optimal management of DB pension fund with the possibilities of both underfunded and overfunded cases

Speaker: Guohui Guan (Renmin University of China)

Time: Dec 2, 2021, 17:00-18:00

Location: Tencent Meeting ID 180 876 834

Moral-hazard-free insurance

Speaker: Zuoquan Xu (The Hong Kong Polytechnic University)

Time: Dec 1, 2021, 15:00-16:00

Location: Tencent Meeting ID 969 113 895

Circuit Breakers and Financial Contagion

Speaker: Xudong Zeng (Shanghai University of Finance and Economics)

Time: Nov 25, 2021, 17:00-18:00

Location: Lecture Room 415, Block 3, Hui Yuan

Gradient tree-boosted mixture models and their applications in insurance loss prediction

Speaker: Guangyuan Gao (Renmin University of China)

Time: Nov 18, 2021, 16:00-17:00

Location: Tencent Meeting ID 149 277 550

S-shaped narrow framing, skewness and the demand for insurance

Speaker: Yichun Chi (Central University of Finance and Economics)

Time: Nov 11, 2021, 16:00-17:00

Location: Tencent Meeting ID 723 523 028

Testing the factors driving human cooperation based on the big data from the online worlds

Speaker: Zhiqiang Jiang (East China University of Science and Technology)

Time: Nov 10, 2021, 10:00-11:00

Location: Tencent Meeting ID 720 661 827

Applications of Stackelberg Game in Reinsurance Contract

Speaker: Danping Li (East China Normal University)

Time: Nov 2, 2021, 16:00-17:00

Location: Tencent Meeting ID: 687 955 412

The cross-interval price impact model and its empirical analysis on cryptocurrency order book

Speaker: Yufeng Shi (Shandong University)

Time: Sep 27, 2021, 16:30-17:30

Location: Tencent Meeting ID 481 142 020

Approximation methods for the finite time ruin probability and the ultimate ruin probability under reinsurance with partial information

Speaker: Jingchao Li (Shenzhen University)

Time: Sep 23, 2021, 10:00-11:00

Location: Lecture Room 415, Block 3, Hui Yuan

Synchronization of Nonlinearly and Stochastically Coupled Markovian Switching Networks via Event-triggered Sampling

Speaker: Hailing Dong (Shenzhen University)

Time: Aug 26, 2021, 15:00-16:00

Location: Lecture Room 415, Block 3, Hui Yuan

Revisiting Deterministic Stackelberg Games: Time-consistent Open-loop Solution

Speaker: Yuanhua Ni (Nankai University)

Time: Aug 24, 2021, 15:00-16:00

Location: Tencent Meeting ID 878838162

Well-posedness of high dimensional degenerate SDEs

Speaker: Fu Zhang (University of Shanghai for Science and Technology)

Time: Mar 30, 2021, 15:50-16:50

Location: Tencent Meeting ID 335 975 903

A Global Maximum Principle for Stochastic Optimal Control Problems with Delay and Applications

Speaker: Jingtao Shi (Shandong University)

Time: Mar 23, 2021, 15:50-16:50

Location: Tencent Meeting ID 703192322

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