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

Time fractional equations and anomalous sub-diffusions

Speaker: Zhen-Qing Chen（University of Washington）

Time: Aug 9, 2024, 10:30-11:30

Location: M1001, College of Science Building

Sparse reconstructions of acoustic sources by semismooth Newton methods with boundary measurements

Speaker: Hongpeng Sun （Renmin University of China）

Time: Jul 19, 2024, 10:00-11:00

Location: Tencent Meeting：320 336 165 ( Password:0719 )

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

Error Estimates of the Finite Element Method for Interior Transmission Problem and Interior Transmission Eigenvalue Problem

Speaker: Xinming Wu（Fudan University）

Time: Jul 3, 2024, 15:00-16:00

Location: Tencent Meeting ID: 400 621 698，Password:0703

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