Financial Math Seminar

Optimal reinsurance for several lines of business

Speaker: Yinzhi Wang (Southwestern University of Finance and Economics)

Time: Jun 16, 2022, 10:00-11:00

Location: Tencent Meeting ID 564-968-885, Passcode 220616

Credibility theory for mean-variance premium principles

Speaker: Yaodi Yong (The University of Hong Kong)

Time: Jun 9, 2022, 10:30-11:30

Location: Tencent Meeting ID 350-320-820, Passcode 220609

On the extinction-extinguishing dichotomy for a stochastic Lotka-Volterra type population dynamic system

Speaker: Xu Yang (North Minzu Universituy)

Time: May 6, 2022, 10:00-11:00

Location: Tencent Meeting ID 703 7037 2992, Passcode 3804

Valuing variable annuities via fair dynamic valuation: Effect of longevity-linked security

Speaker: Ze Chen (Renmin University of China)

Time: Apr 14, 2022, 10:00-11:00

Location: Tencent Meeting ID 248-579-910, Passcode 220414

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

Speaker: Wenjun Jiang (University of Calgary)

Time: Mar 31, 2022, 10:30-11:30

Location:

Mean-Variance Portfolio Selection in Contagious Markets

Speaker: Bin Zou (University of Connecticut)

Time: Jan 14, 2022, 10:30-11:30

Location: Tencent Meeting ID 537 356 208

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

Speaker: Xiaoqing Liang (Hebei University of Technology)

Time: Jan 11, 2022, 14:30-15:30

Location: Tencent Meeting ID 166 501 361

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

Speaker: Guohui Guan (Renmin University of China)

Time: Dec 2, 2021, 17:00-18:00

Location: Tencent Meeting ID 180 876 834

Moral-hazard-free insurance

Speaker: Zuoquan Xu (The Hong Kong Polytechnic University)

Time: Dec 1, 2021, 15:00-16:00

Location: Tencent Meeting ID 969 113 895

Circuit Breakers and Financial Contagion

Speaker: Xudong Zeng (Shanghai University of Finance and Economics)

Time: Nov 25, 2021, 17:00-18:00

Location: Lecture Room 415, Block 3, Hui Yuan

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

Speaker: Guangyuan Gao (Renmin University of China)

Time: Nov 18, 2021, 16:00-17:00

Location: Tencent Meeting ID 149 277 550

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

Speaker: Yichun Chi (Central University of Finance and Economics)

Time: Nov 11, 2021, 16:00-17:00

Location: Tencent Meeting ID 723 523 028

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

Speaker: Zhiqiang Jiang (East China University of Science and Technology)

Time: Nov 10, 2021, 10:00-11:00

Location: Tencent Meeting ID 720 661 827

Applications of Stackelberg Game in Reinsurance Contract

Speaker: Danping Li (East China Normal University)

Time: Nov 2, 2021, 16:00-17:00

Location: Tencent Meeting ID: 687 955 412

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