Financial Math Seminar

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

Stochastic reinsurance demand-supply game under alpha-maxmin mean-variance criterion

演讲者:袁雨(南京信息工程大学)

时间: 2025-08-01 09:40-10:20

地点:理学院大楼M1001,腾讯会议 ID: 838 864 367

Optimal reinsurance design under convex premium principles and distortion risk measures

演讲者:姜文骏(加拿大卡尔加里大学)

时间: 2025-08-01 09:00-09:40

地点:理学院大楼M1001,腾讯会议 ID: 838 864 367

Optimal Annuity Divisor of Notional Defined Contribution Plan

演讲者:朱霄白(香港中文大学)

时间: 2025-06-03 16:30-17:30

地点:理学院大楼M714

Optimal investment and consumption strategies for pooled annuity with partial information

演讲者:陈律(华东师范大学)

时间: 2025-06-03 15:30-16:30

地点:理学院大楼M714

Trading Behavior of Large and Small Investors in the Presence of Large Investor Premium

演讲者:徐玉红(苏州大学)

时间: 2025-05-17 16:00-17:00

地点:理学院大楼 M4009

Textual Analysis of Insurance Claims with Large Language Models

演讲者:金卓(麦考瑞大学)

时间: 2025-04-28 10:30-11:30

地点:理学院大楼M714

Robust Λ-quantiles and extremal distributions

演讲者:韩霞(南开大学)

时间: 2025-04-09 16:30-17:30

地点:理学院大楼M1001

Decentralized risk-sharing: pooling risks without a central insurer

演讲者:Jan Dhaene(鲁汶大学)

时间: 2025-03-06 14:30-15:30

地点:理学院大楼M714

Optimal timing of investment in cybersecurity technology

演讲者:金卓(麦考瑞大学)

时间: 2025-01-13 16:30-17:30

地点:理学院大楼M1001

Competitive insurance pricing in a duopoly

演讲者:Tim J. Boonen(香港大学)

时间: 2024-12-27 10:30-11:30

地点:理学院大楼M1001

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

演讲者:姜文骏(加拿大卡尔加里大学)

时间: 2024-12-27 09:30-10:30

地点:理学院大楼M1001

Factor risk measures

演讲者:刘鹏(埃塞克斯大学)

时间: 2024-11-26 10:30-11:30

地点:理学院大楼M714

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