Financial Math Seminar

Bilateral Risk Sharing in a Comonotone Market with Rank-Dependent Utilities

演讲者:姜文骏(卡尔加里大学)

时间: 2022-03-31 10:30-11:30

地点:Zoom ID 959 2089 9679, Passcode 868300

Mean-Variance Portfolio Selection in Contagious Markets

演讲者:邹斌(康涅狄格大学)

时间: 2022-01-14 10:30-11:30

地点:腾讯会议 ID 537 356 208

Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis

演讲者:梁晓青(河北工业大学)

时间: 2022-01-11 14:30-15:30

地点:腾讯会议 ID 166 501 361

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

演讲者:关国卉(中国人民大学)

时间: 2021-12-02 17:00-18:00

地点:腾讯会议 ID 180 876 834

Moral-hazard-free insurance

演讲者:许左权(香港理工大学)

时间: 2021-12-01 15:00-16:00

地点:腾讯会议 ID 969 113 895

Circuit Breakers and Financial Contagion

演讲者:曾旭东(上海财经大学)

时间: 2021-11-25 17:00-18:00

地点:慧园3栋 415报告厅

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

演讲者:高光远(中国人民大学)

时间: 2021-11-18 16:00-17:00

地点:腾讯会议 ID 149 277 550

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

演讲者:池义春(中央财经大学)

时间: 2021-11-11 16:00-17:00

地点:腾讯会议 ID 723 523 028

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

演讲者:蒋志强(华东科技大学)

时间: 2021-11-10 10:00-11:00

地点:腾讯会议 ID 720 661 827

Applications of Stackelberg Game in Reinsurance Contract

演讲者:李丹萍(华东师范大学)

时间: 2021-11-02 16:00-17:00

地点:腾讯会议 ID:687 955 412

智能量化交易算法设计与实证研究

演讲者:余乐安(北京化工大学)

时间: 2021-11-01 10:00-11:00

地点:腾讯会议 ID 521 487 596

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

演讲者:石玉峰(山东大学)

时间: 2021-09-27 16:30-17:30

地点:腾讯会议 ID 481 142 020

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

演讲者:李婧超(深圳大学)

时间: 2021-09-23 10:00-11:00

地点:慧园3栋415

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

演讲者:董海玲(深圳大学)

时间: 2021-08-26 15:00-16:00

地点:慧园3栋415

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

演讲者:倪元华(南开大学)

时间: 2021-08-24 15:00-16:00

地点:腾讯会议878838162

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