Past IE events

• 25 Apr. 2024, 16:15-17:15

  Multiple executions in competition

  SPEAKER: Marina Di Giacinto (University of Cassino and Southern Lazio).

• 25 Apr. 2024, 15:15-16:15

  Scale-consistent rational planning

  SPEAKER: Claudio Tebaldi (Bocconi University).

• 22 Apr. 2024, 15:15-16:15

  Harald Bohr Lecture & Danish Mathematical Society Abel Prize Lecture

  László Lovász (Professor Emeritus of the Eötvös Loránd University and Research Professor of the Alfréd Rényi Institute of Mathematics) will talk about: Discrete or continuous?

• 3 Apr. 2024, 14:15-15:15

  Adapted Wasserstein distance between the laws of SDEs

  SPEAKER: Sigrid Källblad Nordin (KTH).

• 13 Mar. 2024, 15:15-16:15

  Calibration of the (geometric) Bass Local Volatility model

  SPEAKER: Gudmund Pammer (ETH Zurich).

• 7 Mar. 2024, 15:15-16:15

  Experience rating in insurance pricing

  SPEAKER: Mario V. Wüthrich (ETH Zurich).

• 22 Feb. 2024, 15:15-16:15

  Equilibrium premium strategies in a competitive non-cooperative insurance market

  SPEAKER: Rafael Serrano (Universidad del Rosario).

• 8 Feb. 2024, 15:15-16:15

  Multi-state models: Beware the Markov assumption!

  SPEAKER: Hein Putter (Leiden University).

• 18 Jan. 2024, 15:15-16:15

  Utility maximization with periodic evaluations

  SPEAKER: Harry Cheng (Imperial College London).

• 17 Jan. 2024, 13:20-16:30

  Final appraisal: Christian Furrer

  You are all invited to join the celebration and attend Christian Furrer’s final appraisal. At approx 16:00 the Department will serve sparkling wine in the south end of Vandrehallen.

• 14 Dec. 2023, 15:15-16:15

  Martingale Schrödinger bridges

  SPEAKER: Johannes Wiesel (Carnegie Mellon University).

• 7 Dec. 2023, 15:15-16:15

  Uniform Function Estimators in Reproducing Kernel Hilbert Spaces with applications in stochastic optimization

  SPEAKER: Alois Pichler (TU Chemnitz).

• 24 Nov. 2023, 10:00

  PhD Defense Jinwen Ye

  Title: Optimization in First-mile Ride-sharing Problems

• 16 Nov. 2023, 13:15-15:45

  InterAct Day 2023

  Participation is by invitation only

• 25 Oct. 2023, 15:15-16:15

  Department Colloquium: Tim Austin

  Tim Austin (Regius Professor at the University of Warwick) will talk about: New developments in entropy and ergodic theory

• 19 Oct. 2023, 15:15-16:15

  Maxima sampling on random time intervals for heavy-tailed compound renewal and Lévy processes

  SPEAKER: Sergey Foss (Heriot-Watt University).

• 16 Oct. - 20 Oct. 2023

  Modeling and statistical analysis of extremes in time series

  International PhD school.

• 5 Oct. 2023, 15:15-16:15

  Estimation of tail parameters with missing largest observations

  SPEAKER: Jan Beirlant (KU Leuven).

• 7 Sept. 2023, 15:15-16:15

  Large deviations for Markov chain Monte Carlo methods

  Large deviations for Markov chain Monte Carlo methods: the surprisingly curious case of the Metropolis-Hastings algorithm. SPEAKER: Pierre Nyquist (KTH).

• 18 Aug. 2023, 13:15

  PhD Defense Jacob Bjerre Skov

  Title: Dynamic Term Structure Modeling and the LIBOR Transition.

• 10 Aug. 2023, 14:15

  PhD Defense Anna Kamille Nyegaard

  Title: Projections and sensitivities of life insurance liabilities

• 29 June 2023, 15:15-16:00

  What is the average surplus before ruin?

  SPEAKER: Jae Kyung Woo (UNSW Sidney).

• 29 June 2023, 14:15-15:00

  Bivariate Laguerre series approach to insurance risk models: Joint ruin probability and finite-time ruin probability

  SPEAKER: Eric C.K. Cheung (UNSW Sidney).

• 29 June 2023, 13:15-14:00

  A Simple Lifecycle Strategy that Requires No Rebalancing

  SPEAKER: Gaurav Khemka (Australian National University).

• 8 June 2023, 15:15-16:15

  Local bias adjustment, duration-weighted probabilities, and automatic construction of tariff cells

  SPEAKER: Filip Lindskog (Stockholm University).

• 7 June 2023, 15:15-16:00

  Estimation of the Premium in the Contaminated Pareto Distribution and Detecting of Outliers

  SPEAKER: Mehdi Jabbari Nooghabi (Ferdowsi University of Mashhad).

• 11 May 2023, 15:15-16:15

  Refined behaviour of a conditioned random walk in the large deviations regime

  SPEAKER: Søren Asmussen (Aarhus University).

• 7 Mar. 2023, 15:00

  PhD Defense by Jamaal Ahmad

  Title: Matrix methods in multi-state life insurance

• 6 Mar. 2023, 14:15-15:00

  About social finance

  SPEAKER: Corina Constantinescu (University of Liverpool).

• 22 Feb. 2023, 11:15-12:00

  On the assumption of independent right censoring

  SPEAKER: Morten Overgaard (Aarhus University).

• 20 Jan. 2023, 13:15

  PhD Defense Snorre Jallbjørn

  Title: Multi-Population Mortality Models and Scenario-Based Projections

• 17 Jan. 2023, 15:15-16:00

  Portfolio selection with exploration of new investment opportunities

  SPEAKER: Luca De Gennaro Aquino (UCPH).

• 12 Dec. 2022, 15:15-16:15

  Department Christmas Colloquium: Carsten Thomassen

  Carsten Thomasen (Professor at DTU) will talk about: Graphs, Networks and algorithms.

• 8 Dec. 2022, 15:15-16:15

  Data-driven decisions in the container logistics industry

  SPEAKER: Klaus K. Holst (Mærsk).

• 1 Dec. 2022, 15:15-16:00

  Optimal Market Making Models with Stochastic Volatility

  SPEAKER: Burcu Aydoğan (RWTH Aachen University).

• 11 Nov. 2022, 9:00-17:00

  Crypto Diversity

  A mini-conference at the Department of Mathematical Sciences, University of Copenhagen.

• 3 Nov. 2022, 15:15-16:15

  On a Class of Time-inconsistent Optimal Stopping Problems

  SPEAKER: Boualem Djehiche (KTH Royal Institute of Technology).

• 20 Oct. 2022, 15:15-16:00

  Extreme value statistics in semi-supervised models

  SPEAKER: Chen Zhou (Erasmus University Rotterdam).

• 6 Oct. 2022, 15:15-16:15

  Optimal ratcheting of dividends in insurance

  SPEAKER: Hansjörg Albrecher (University of Lausanne).

• 8 Sept. 2022, 15:15-16:15

  Monitoring a developing pandemic with available data

  SPEAKER: Jens Perch Nielsen (Bayes Business School).

• 26 Aug. 2022, 14:15

  PhD Defense Debbie Kusch Falden

  Title: Projection of balances and benefits in life insurance with various dividend strategies

• 25 Aug. 2022, 16:15-17:00

  Dynamic surplus optimization with performance- and index-linked liabilities

  SPEAKER: Sascha Desmettre (Johannes Kepler University Linz).

• 25 Aug. 2022, 15:15-16:00

  A hybrid variable annuity contract embedded with living and death benefit rider

  SPEAKER: Jennifer Alonso García (Free University of Brussels).

• 10 Aug. 2022, 15:15-16:00

  Phase-type regression models

  Seminar in Insurance and Economics. SPEAKER: Jorge Yslas (University of Liverpool).

• 10 June 2022, 15:15-16:00

  Randomization and statistical expert information methods

  Seminar in Insurance and Economics. SPEAKER: Martin Bladt (University of Lausanne).

• 20 May 2022, 14:00

  PhD defence Sigurd Emil Rømer

  Title: Essays on rough and classical stochastic volatility

• 31 Mar. 2022, 15:15

  PhD defence: Alexander Sevel Lollike

  Title: Projections in Life Insurance and the Equilibrium Approach to Utility Optimization

• 1 Dec. 2021, 15:15-16:00

  Life insurance calculations in a non-Markovian world

  Seminar in Insurance and Economics. SPEAKER: Marcus C. Christiansen (Carl von Ossietzky University of Oldenburg).

• 4 Nov. 2020, 14:00-17:00

  PhD Defense Christian Furrer

  Title: Multi-state modeling in the mathematics of life insurance: meditations and applications

• 25 Sept. 2020, 14:15

  PhD Defense Jorge Yslas Altamirano

  Title: Point process convergence of random walks and the estimation of multivariate heavy–tailed distributions

• 14 Nov. 2019, 9:00-17:00

  Frontiers in Quantitative Finance

  A workshop arranged by the Copenhagen Business School and the University of Copenhagen.

• 8 Feb. 2019, 13:00

  PhD Defense Henrik Carøe Bylling

  Title: Bilevel Optimization with Application in Energy

• 14 Mar. 2018, 15:15-17:00

  Harald Bohr Lecture & Danish Mathematical Society Abel Prize Lecture: Andrew Wiles

  Sir Andrew Wiles (Royal Society Research Professor at the University of Oxford) will talk about: Rational points on elliptic curves.

• 28 Nov. 2017, 15:15-16:30

  Harald Bohr Lecture: Stanislav Smirnov

  Stanislav Smirnov (Professor at Université de Genève and Skolkovo Institute of Science and Technology) will talk about: Complex analysis and 2D statistical physics.

• 10 Oct. 2017, 15:15-16:15

  Harald Bohr Lecture: Paul Embrechts

  Paul Embrechts, Professor of Mathematics, ETH Zurich, will talk about "The mathematics of risk".

• 29 Sept. 2017, 14:15

  PhD Defense by Xiaolei Xie

  Analysis of Heavy-Tailed Time Series

• 16 June 2017, 14:00

  PhD Defense: Maj-Britt Nordfang

  Preferences, behaviour and the design of nancial contracts

• 14 Feb. 2017, 14:15

  PhD Defense Johannes Heiny

  Title: Extreme Eigenvalues of Sample Covariance and Correlation Matrices

• 26 Aug. 2016, 13:15

  Essays in Quantitative Finance

  PhD Defense ved Martin A. Jönsson

• 24 June 2016, 15:15

  Seminar: What is ... the Kervaire invariant?

  Benjamin Böhme will talk about what is the Kervaire invariant? This lecture is part of the "What is..?" seminar.

• 13 June 2016, 15:15

  Modern Policyholder Preferences and Scenario-Based Projections

  PhD Defense ved Ninna Reitzel Jensen

• 13 May 2016, 15:15

  Seminar: What is ... Bell nonlocality?

  Jedrzej Kaniewski will give a talk about what is Bell nonlocality. This lecture is part of the "What is..?" seminar.

• 15 Apr. 2016, 15:15

  Seminar: What is ... a Laplace approximation?

  Niels Olsen will give a talk about what is a Laplace approximation? This lecture is part of the "What is..?" seminar.

• 31 Mar. 2016, 13:15

  Computational Finance - on the search for performance.

  PhD Defense ved Lykke Rasmussen

• 29 Feb. 2016, 15:15

  Essays on Rational Portfolio Theory

  PhD defense ved Simon Ellersgaard Nielsen

• 19 Feb. 2016, 15:15-16:00

  Seminar: What is ... a cancer cell?

  In this "What is..?" seminar Alexandra Muñoz will talk about what is a cancer cell. This lecture is part of the "What is..?" seminar.

• 12 Feb. 2016, 15:15-16:00

  Seminar: What is ... a Smale space?

  Valerio Proietti will talk about: What is a Smale space? This lecture is part of the "What is..?" seminar.

• 8 Dec. 2015, 14:15

  Numerical Methods for Nonlinear PDEs in Finance

  PhD Defense: Sima Mashayekhi

• 28 Aug. 2015, 14:15

  Essays on Option Pricing, Hedging and Calibration

  PhD defense: André Manuel da Silva Ribeiro

• 20 Jan. 2015, 15:15-16:15

  Department colloquium: Quantum Information as Asymptotic Geometry

  Department colloquium with Patrick Hayden, Stanford University.

• 17 Dec. 2014, 14:15

  Title: Aspects of Valuation and Optimization in Life Insurance

  PhD Defense ved Lars Frederik Brandt Henriksen

• 28 Oct. 2014, 15:15-16:15

  Harald Bohr Lecture: Etienne Ghys (ENS Lyon)

  Etienne Ghys will talk about "The topology of a curve in the neighborhood of a singular point"

• 30 Sept. 2014, 15:15-16:15

  Department colloquium: Peter Teichner

  Peter Teichner (Max Planck Institute for Mathematics & UC Berkeley) will talk about "4 manifold revisited".