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:
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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
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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
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7 September 2023, 15:15-16:15
Pierre Nyquist, KTH
Title: To be determined
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5 October 2023, 15:15-16:15
To be determined
Title: To be determined
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2 November 2023, 15:15-16:15
To be determined
Title: To be determined
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7 December 2023, 15:15-16:15
To be determined
Title: To be determined
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Past talks:
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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
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6 March 2023
Corina Constantinescu, University of Liverpool
Title: About social finance
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22 February 2023
Morten Overgaard, Aarhus University
Title: On the assumption of independent right censoring
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9 February 2023
Daniel Kuhn, EPFL
Title: On the Interplay of Optimal Transport and Distributionally Robust Optimization
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17 January 2023
Luca De Gennaro Aquino, UCPH
Title: Portfolio selection with exploration of new investment opportunities
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8 December 2022
Klaus K. Holst, Mærsk
Title: Data-driven decisions in the container logistics industry
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1 December 2022
Burcu Aydoğan, RWTH Aachen University
Title: Optimal Market Making Models with Stochastic Volatility
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3 November 2022
Boualem Djehiche, KTH
Title: On a Class of Time-inconsistent Optimal Stopping Problems
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1 November 2022
Yevhen Havrylenko, TUM
Title: Constrained portfolios in incomplete markets: a dynamic programming approach to Heston’s model
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20 October 2022
Chen Zhou, Erasmus University Rotterdam
Title: Extreme value statistics in semi-supervised models
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6 October 2022
Hansjörg Albrecher, University of Lausanne
Title: Optimal ratcheting of dividends in insurance
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8 September 2022
Jens Perch Nielsen, Bayes Business School
Title: Monitoring a developing pandemic with available data
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25 August 2022
Sascha Desmettre, Johannes Kepler University Linz
Title: Dynamic surplus optimization with performance- and index-linked liabilities
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25 August 2022
Jennifer Alonso García, Free University of Brussels
Title: A hybrid variable annuity contract embedded with living and death benefit rider
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10 August 2022
Jorge Yslas, University of Liverpool
Title: Phase-type regression models
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10 June 2022
Martin Bladt, University of Lausanne
Title: Randomization and statistical expert information
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23 February 2022
Nacira Agram, Linnæus University
Title: Solving mean-field stochastic control problems by using deep learning
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1 December 2021
Marcus C. Christiansen, Carl von Ossietzky University of Oldenburg
Title: Life insurance calculations in a non-Markovian world
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