Financial Math Seminar

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

Optimal risk management with reinsurance and its counterparty risk hedging

演讲者:池义春(中央财经大学)

时间: 2023-04-14 10:30-11:30

地点:理学院大楼M1001

Stackelberg Reinsurance Games From a Single Game to a Chain of Game

演讲者:邹斌(康涅狄格大学)

时间: 2023-04-13 16:30-17:30

地点:理学院大楼M5024

Optimal control with performance dependent dividend strategies and capital injection for spectrally negative Lévy risk processes

演讲者:王文元(厦门大学)

时间: 2022-10-27 15:00-16:00

地点:腾讯会议 ID 384-201-976,密码 221027

Assessing Cyber Risks of Networked Systems Based on L-hop Propagation

演讲者:达高峰(南京航空航天大学)

时间: 2022-10-13 10:00-11:30

地点:腾讯会议ID 200-671-059,密码221013

Systemic Risk under Extremes

演讲者:刘佳俊(西交利物浦大学)

时间: 2022-09-15 10:00-11:00

地点:腾讯会议ID 702-350-730,密码 220915

Optimal singular dividend control with capital injection and affine penalty payment at ruin

演讲者:徐冉(西交利物浦大学)

时间: 2022-08-26 10:00-11:00

地点:腾讯会议 ID 878-900-323,密码 220826

Dynamic mean–variance problem with frictions

演讲者:马贵元(西安交通大学)

时间: 2022-08-22 10:00-11:00

地点:腾讯会议ID 189-894-505,密码220822

Optimal reinsurance for several lines of business

演讲者:王吟之(西南财经大学)

时间: 2022-06-16 10:00-11:00

地点:腾讯会议 ID 564-968-885,密码 220616

Credibility theory for mean-variance premium principles

演讲者:雍尧棣(香港大学)

时间: 2022-06-09 10:30-11:30

地点:腾讯会议 ID 350-320-820,密码 220609

On the extinction-extinguishing dichotomy for a stochastic Lotka-Volterra type population dynamic system

演讲者:杨旭(北方民族大学)

时间: 2022-05-06 10:00-11:00

地点:腾讯会议 ID 703 7037 2992,密码 3804

Valuing variable annuities via fair dynamic valuation: Effect of longevity-linked security

演讲者:陈泽(中国人民大学)

时间: 2022-04-14 10:00-11:00

地点:腾讯会议ID 248-579-910,密码 220414

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