Seminar in Insurance and Economics

The Seminar in Insurance and Economics is organized by the Section for Insurance and Economics at the Department of Mathematical Sciences. It aims to promote the dissemination of research in the mathematics of life insurance and non-life insurance, mathematical finance, operations research, applied probability, and data-driven applications within insurance and economics. 

The seminar is targeted academics, practitioners, and graduate students alike. All are welcome to attend. For further information, please contact the organizers: Christian Furrer and Mogens Bladt.

Upcoming talks:

11 May 2023, 15:15-16:15, Aud 10 (HCØ)

Søren Asmussen, Aarhus University

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

8 June 2023, 15:15-16:15, Aud 10 (HCØ)

Filip Lindskog, Stockholm University

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

7 September 2023, 15:15-16:15

Pierre Nyquist, KTH 

Title: To be determined

5 October 2023, 15:15-16:15

To be determined

Title: To be determined

2 November 2023, 15:15-16:15

To be determined

Title: To be determined

7 December 2023, 15:15-16:15

To be determined

Title: To be determined

Past talks:

9 March 2023

Andreas Søjmark, LSE

Title: Convergence of Stochastic Integrals on Skorokhod Space: New Results and an Application to Ruin Theory with Risky Investments

6 March 2023

Corina Constantinescu, University of Liverpool

Title: About social finance

22 February 2023

Morten Overgaard, Aarhus University

Title: On the assumption of independent right censoring

9 February 2023

Daniel Kuhn, EPFL

Title: On the Interplay of Optimal Transport and Distributionally Robust Optimization

17 January 2023

Luca De Gennaro Aquino, UCPH

Title: Portfolio selection with exploration of new investment opportunities

8 December 2022

Klaus K. Holst, Mærsk

Title: Data-driven decisions in the container logistics industry

1 December 2022

Burcu Aydoğan, RWTH Aachen University

Title: Optimal Market Making Models with Stochastic Volatility

3 November 2022

Boualem Djehiche, KTH

Title: On a Class of Time-inconsistent Optimal Stopping Problems

1 November 2022

Yevhen Havrylenko, TUM

Title: Constrained portfolios in incomplete markets: a dynamic programming approach to Heston’s model

20 October 2022

Chen Zhou, Erasmus University Rotterdam

Title: Extreme value statistics in semi-supervised models

6 October 2022

Hansjörg Albrecher, University of Lausanne

Title: Optimal ratcheting of dividends in insurance

8 September 2022

Jens Perch Nielsen, Bayes Business School

Title: Monitoring a developing pandemic with available data

25 August 2022

Sascha Desmettre, Johannes Kepler University Linz

Title: Dynamic surplus optimization with performance- and index-linked liabilities

25 August 2022

Jennifer Alonso GarcíaFree University of Brussels

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

10 August 2022

Jorge Yslas, University of Liverpool

Title: Phase-type regression models

10 June 2022

Martin Bladt, University of Lausanne

Title: Randomization and statistical expert information

23 February 2022

Nacira Agram, Linnæus University

Title: Solving mean-field stochastic control problems by using deep learning

1 December 2021

Marcus C. Christiansen, Carl von Ossietzky University of Oldenburg

Title: Life insurance calculations in a non-Markovian world