Financial Math Seminar

Robust peer-to-peer risk sharing in continuous time

演讲者:Tim J. Boonen(香港大学)

时间: 2024-06-18 11:00-12:00

地点:理学院大楼M1001

Pareto-optimal insurance under robust distortion risk measures

演讲者:姜文骏(加拿大卡尔加里大学)

时间: 2024-06-18 10:00-11:00

地点:理学院大楼M1001

Inverse scattering with phaseless data

演讲者:张海文(中国科学院数学与系统科学研究院)

时间: 2024-06-06 10:00-11:00

地点:腾讯会议:920 169 191, 密码:0606

Robust Estimates of Insurance Misrepresentation through Kernel Quantile Regression Mixtures

演讲者:苏建希(普渡大学)

时间: 2024-05-30 11:00-12:00

地点:理学院大楼M714

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

演讲者:Gianluca FUSAI(Bayes Business School (formerly Cass), City, University of London Università del Piem

时间: 2024-05-22 11:10-12:10

地点:理学院大楼 M5024

Convergence analysis on the particle systems with centralized control

演讲者:周超(新加坡国立大学)

时间: 2023-12-14 16:10-17:30

地点:理学院大楼M3009

Distributional robust insurance within the L^2 ball

演讲者:姜文骏(卡尔加里大学)

时间: 2023-07-17 11:30-12:30

地点:理学院大楼M5024

The Equivalence of Density Expansions for Multivariate Diffusions

演讲者:Nian Yang(南京大学)

时间: 2023-05-22 10:00-11:00

地点:理学院大楼 M4009

Optimal Risk Pooling of Peer-to-Peer Insurance

演讲者:陈泽(中国人民大学)

时间: 2023-05-12 16:30-17:30

地点:理学院大楼M4009

Optimal risk management with reinsurance and its counterparty risk hedging

演讲者:池义春(中央财经大学)

时间: 2023-04-14 10:30-11:30

地点:理学院大楼M1001

Stackelberg Reinsurance Games From a Single Game to a Chain of Game

演讲者:邹斌(康涅狄格大学)

时间: 2023-04-13 16:30-17:30

地点:理学院大楼M5024

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

演讲者:王文元(厦门大学)

时间: 2022-10-27 15:00-16:00

地点:腾讯会议 ID 384-201-976,密码 221027

Assessing Cyber Risks of Networked Systems Based on L-hop Propagation

演讲者:达高峰(南京航空航天大学)

时间: 2022-10-13 10:00-11:30

地点:腾讯会议ID 200-671-059,密码221013

Systemic Risk under Extremes

演讲者:刘佳俊(西交利物浦大学)

时间: 2022-09-15 10:00-11:00

地点:腾讯会议ID 702-350-730,密码 220915

Optimal singular dividend control with capital injection and affine penalty payment at ruin

演讲者:徐冉(西交利物浦大学)

时间: 2022-08-26 10:00-11:00

地点:腾讯会议 ID 878-900-323,密码 220826

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