Financial Math Seminar

Dynamic mean–variance problem with frictions

演讲者:马贵元(西安交通大学)

时间: 2022-08-22 10:00-11:00

地点:腾讯会议ID 189-894-505,密码220822

Optimal reinsurance for several lines of business

演讲者:王吟之(西南财经大学)

时间: 2022-06-16 10:00-11:00

地点:腾讯会议 ID 564-968-885,密码 220616

Credibility theory for mean-variance premium principles

演讲者:雍尧棣(香港大学)

时间: 2022-06-09 10:30-11:30

地点:腾讯会议 ID 350-320-820,密码 220609

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

演讲者:杨旭(北方民族大学)

时间: 2022-05-06 10:00-11:00

地点:腾讯会议 ID 703 7037 2992,密码 3804

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

演讲者:陈泽(中国人民大学)

时间: 2022-04-14 10:00-11:00

地点:腾讯会议ID 248-579-910,密码 220414

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

演讲者:姜文骏(卡尔加里大学)

时间: 2022-03-31 10:30-11:30

地点:Zoom ID 959 2089 9679, Passcode 868300

Mean-Variance Portfolio Selection in Contagious Markets

演讲者:邹斌(康涅狄格大学)

时间: 2022-01-14 10:30-11:30

地点:腾讯会议 ID 537 356 208

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

演讲者:梁晓青(河北工业大学)

时间: 2022-01-11 14:30-15:30

地点:腾讯会议 ID 166 501 361

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

演讲者:关国卉(中国人民大学)

时间: 2021-12-02 17:00-18:00

地点:腾讯会议 ID 180 876 834

Moral-hazard-free insurance

演讲者:许左权(香港理工大学)

时间: 2021-12-01 15:00-16:00

地点:腾讯会议 ID 969 113 895

Circuit Breakers and Financial Contagion

演讲者:曾旭东(上海财经大学)

时间: 2021-11-25 17:00-18:00

地点:慧园3栋 415报告厅

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

演讲者:高光远(中国人民大学)

时间: 2021-11-18 16:00-17:00

地点:腾讯会议 ID 149 277 550

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

演讲者:池义春(中央财经大学)

时间: 2021-11-11 16:00-17:00

地点:腾讯会议 ID 723 523 028

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

演讲者:蒋志强(华东科技大学)

时间: 2021-11-10 10:00-11:00

地点:腾讯会议 ID 720 661 827

Applications of Stackelberg Game in Reinsurance Contract

演讲者:李丹萍(华东师范大学)

时间: 2021-11-02 16:00-17:00

地点:腾讯会议 ID:687 955 412

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