Financial Math Seminar

Optimal timing of investment in cybersecurity technology

演讲者:金卓(麦考瑞大学)

时间: 2025-01-13 16:30-17:30

地点:理学院大楼M1001

Competitive insurance pricing in a duopoly

演讲者:Tim J. Boonen(香港大学)

时间: 2024-12-27 10:30-11:30

地点:理学院大楼M1001

Optimal reinsurance design under the moment-based premium principle: a representative reinsurer’s perspective

演讲者:姜文骏(加拿大卡尔加里大学)

时间: 2024-12-27 09:30-10:30

地点:理学院大楼M1001

Factor risk measures

演讲者:刘鹏(埃塞克斯大学)

时间: 2024-11-26 10:30-11:30

地点:理学院大楼M714

Dispersion Swap within a continuous-time Financial Market

演讲者:凌碧雯(比利时天主教鲁汶大学)

时间: 2024-08-13 15:00-16:00

地点:理学院大楼M714

Optimal investment and benefit adjustment problem for a collective DC pension plan with longevity trend under CEV model

演讲者:赵慧(天津大学)

时间: 2024-08-11 10:30-11:30

地点:理学院大楼M714

Contract Structure and Risk Aversion in Longevity Risk Transfers

演讲者:李泓(加拿大圭尔夫大学)

时间: 2024-07-08 14:30-15:30

地点:理学院大楼M714

Optimal ratcheting of dividends with capital injection

演讲者:徐冉(西交利物浦大学)

时间: 2024-06-27 11:20-12:00

地点:理学院大楼M714

Risk Contagion Under Extremes: interplay of Heavy-tailedness and Tail dependence

演讲者:刘佳骏(西交利物浦大学)

时间: 2024-06-27 10:40-11:20

地点:理学院大楼M714

Moral hazard in peer-to-peer insurance with social connection

演讲者:陈泽(中国人民大学)

时间: 2024-06-27 09:40-10:20

地点:理学院大楼M714

Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks

演讲者:姚经(苏州大学)

时间: 2024-06-27 09:00-09:40

地点:理学院大楼M714

Stackelberg reinsurance game between the insurer and the reinsurer

演讲者:陈律(华东师范大学)

时间: 2024-06-21 10:30-11:30

地点:理学院大楼M714

A Bayesian Approach in Projecting Future Mortality at the Provincial Level in China

演讲者:朱霄白(香港中文大学)

时间: 2024-06-21 09:30-10:30

地点:理学院大楼M714

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

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