Pareto-optimal insurance under robust distortion risk measures
Speaker: Wenjun Jiang(University of Calgary)
Time: Jun 18, 2024, 10:00-11:00
Location: M1001, College of Science Building
Inverse scattering with phaseless data
Speaker: Haiwen Zhang(The Academy of Mathematics and Systems Science, the Chinese Academy of Sciences)
Time: Jun 6, 2024, 10:00-11:00
Location: Tencent Meeting:920 169 191 ( Password:0606 )
Robust Estimates of Insurance Misrepresentation through Kernel Quantile Regression Mixtures
Speaker: Jianxi Su(Purdue University)
Time: May 30, 2024, 11:00-12:00
Location: Room M714, College of Science Building
Speaker: Gianluca FUSAI(Bayes Business School (formerly Cass), City, University of London Università del Piem
Time: May 22, 2024, 11:10-12:10
Location: Room M5024, College of Science Building
Convergence analysis on the particle systems with centralized control
Speaker: Chao Zhou(National University of Singapore)
Time: Dec 14, 2023, 16:10-17:30
Location: M3009, College of Science Building
Distributional robust insurance within the L^2 ball
Speaker: Wenjun Jiang(University of Calgary)
Time: Jul 17, 2023, 11:30-12:30
Location: M5024, College of Science Building
The Equivalence of Density Expansions for Multivariate Diffusions
Speaker: Nian Yang(Nanjing University)
Time: May 22, 2023, 10:00-11:00
Location: Room M4009, College of Science Building
Optimal Risk Pooling of Peer-to-Peer Insurance
Speaker: Ze Chen (Renmin University of China)
Time: May 12, 2023, 16:30-17:30
Location: M4009, College of Science Bldg.
Optimal risk management with reinsurance and its counterparty risk hedging
Speaker: Yichun Chi (Central University of Finance and Economics)
Time: Apr 14, 2023, 10:30-11:30
Location: M1001, College of Science Bldg.
Stackelberg Reinsurance Games From a Single Game to a Chain of Game
Speaker: ZOU Bin (University of Connecticut)
Time: Apr 13, 2023, 16:30-17:30
Location: M5024, College of Science Bldg.
Speaker: Wenyuan Wang (Xiamen University )
Time: Oct 27, 2022, 15:00-16:00
Location: Tencent Meeting ID 384-201-976, Passcode 221027
Assessing Cyber Risks of Networked Systems Based on L-hop Propagation
Speaker: Gaofeng Da (Nanjing University of Aeronautics and Astronautics)
Time: Oct 13, 2022, 10:00-11:30
Location: Tencent Meeting ID 200-671-059, Passocode 221013
Speaker: Jiajun Liu (Xi’an Jiaotong-Liverpool University)
Time: Sep 15, 2022, 10:00-11:00
Location: Tencent Meeting ID 702-350-730, Passcode 220915
Optimal singular dividend control with capital injection and affine penalty payment at ruin
Speaker: Ran Xu (Xi’an Jiaotong-Liverpool University)
Time: Aug 26, 2022, 10:00-11:00
Location: Tencent Meeting ID 878-900-323, Passcode 220826
Dynamic mean–variance problem with frictions
Speaker: Guiyuan Ma (Xi’an Jiaotong University)
Time: Aug 22, 2022, 10:00-11:00
Location: Tencent Meeting ID 189-894-505, Passcode 220822