Financial Math Seminar

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

Monotonic Transformation, Implied Stock Price Process and Pricing of Spread Options and Other Derivatives

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.

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

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

Systemic Risk under Extremes

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

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