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:

6 October 2022, 15:15-16:15, Aud 5 (HCØ)

Hansjörg Albrecher, University of Lausanne

Title: Optimal ratcheting of dividends in insurance

20 October 2022, 15:15-16:00, Aud 8 (HCØ)

Chen Zhou, Erasmus University Rotterdam

Title: Extreme value statistics in semi-supervised models

1 November 2022, 15:15-16:00, Aud 7 (HCØ)

Yevhen Havrylenko, TUM

Title: To be determined

3 November 2022, 15:15-16:15, Aud 5 (HCØ)

Boualem Djehiche, KTH Royal Institute of Technology

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

8 December 2022, 15:15-16:15

Klaus K. Holst, Mærsk

Title: To be determined

9 February 2023, 15:15-16:15

Daniel Kuhh, EPFL

Title: To be determined

Past talks:

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: Dynamics 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