Seminars in Insurance and Economics

Seminars in Insurance and Economics https://www.math.ku.dk/english/research/ie/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. en Mon, 11 May 2026 19:26:00 +0200 Mon, 11 May 2026 19:26:00 +0200 Semimartingale optimal transport and applications https://www.math.ku.dk/english/calendar/events/semimartingale-optimal-transport-and-applications/ 12. august 2025 kl. 15:15 Arrangementstype: Seminar Sted: AUD 10, HCØ Arrangør: Johannes Wiesel SPEAKER:  Ivan Guo, Monash University.  https://www.math.ku.dk/english/calendar/events/semimartingale-optimal-transport-and-applications/ Sparse Regularized Optimal Transport https://www.math.ku.dk/english/calendar/events/sparse-regularized-optimal-transport/ 22. juli 2025 kl. 15:15 Arrangementstype: Seminar Sted: Aud 08, Universitetsparken 5, HCØ Arrangør: Mogens Bladt, Jeffrey F. Collamore and Trine Boomsma SPEAKER: Marcel Nutz, Columbia University  https://www.math.ku.dk/english/calendar/events/sparse-regularized-optimal-transport/ Subjective mortality, investment and annuitization over the financial life cycle https://www.math.ku.dk/english/calendar/events/ie-seminar-may25/ 08. maj 2025 kl. 15:15 Arrangementstype: Seminar Sted: Aud 3 (HCØ) Arrangør: Mogens Bladt & Christian Furrer SPEAKER: Steven Haberman (Bayes Business School). https://www.math.ku.dk/english/calendar/events/ie-seminar-may25/ A Framework for Optimal Portfolios with Sustainable Assets and Climate Scenarios https://www.math.ku.dk/english/calendar/events/ie-seminar-apr25/ 10. april 2025 kl. 15:15 Arrangementstype: Seminar Sted: Aud 10 (HCØ) Arrangør: Mogens Bladt & Christian Furrer SPEAKER: Ralf Korn (University of Kaiserslautern-Landau). https://www.math.ku.dk/english/calendar/events/ie-seminar-apr25/ Distributionally Robust Maximization of Ratio Exceedance Probability https://www.math.ku.dk/english/calendar/events/ie-seminar-mar25/ 25. marts 2025 kl. 15:15 Arrangementstype: Seminar Sted: Aud 10 (HCØ) Arrangør: Giovanni Pantuso & Christian Furrer SPEAKER: Miguel Lejeune (George Washington University). https://www.math.ku.dk/english/calendar/events/ie-seminar-mar25/ GARCH copulas, v-transforms and d-vines https://www.math.ku.dk/english/calendar/events/ie-seminar-feb25/ 06. februar 2025 kl. 15:15 Arrangementstype: Seminar Sted: Aud 5 (HCØ) Arrangør: Mogens Bladt & Christian Furrer SPEAKER: Alexander McNeil (University of York). https://www.math.ku.dk/english/calendar/events/ie-seminar-feb25/ Unbiased embeddings into two-sided Brownian motion https://www.math.ku.dk/english/calendar/events/ie-seminar-thorisson/ 05. december 2024 kl. 16:15 Arrangementstype: Seminar Sted: Aud 6 Arrangør: Mogens Bladt & Christian Furrer SPEAKER: Hermann Thorisson (University of Iceland). https://www.math.ku.dk/english/calendar/events/ie-seminar-thorisson/ Collective Defined Contribution pension schemes in the UK https://www.math.ku.dk/english/calendar/events/ie-seminar-dec24/ 05. december 2024 kl. 15:15 Arrangementstype: Seminar Sted: Aud 6 Arrangør: Mogens Bladt & Christian Furrer SPEAKER: Catherine Donnelly (Heriot-Watt University). https://www.math.ku.dk/english/calendar/events/ie-seminar-dec24/ On climate change and sustainability issues in actuarial science https://www.math.ku.dk/english/calendar/events/ie-seminar-loisel/ 27. november 2024 kl. 15:15 Arrangementstype: Seminar Sted: Aud 10 Arrangør: Christian Furrer SPEAKER: Stéphane Loisel (CNAM). https://www.math.ku.dk/english/calendar/events/ie-seminar-loisel/ Statistical inference for low rank volatility https://www.math.ku.dk/english/calendar/events/ie-seminar-oct24-late/ 31. oktober 2024 kl. 15:15 Arrangementstype: Seminar Sted: Aud 8, HCØ Arrangør: Mogens Bladt & Christian Furrer SPEAKER: Mark Podolskij (University of Luxembourg). https://www.math.ku.dk/english/calendar/events/ie-seminar-oct24-late/ Optimization under rare events: scaling laws for linear chance-constrained programs https://www.math.ku.dk/english/calendar/events/seminar-in-insurance-and-economics-bert-zwart/ 16. oktober 2024 kl. 15:15 Arrangementstype: Seminar Sted: Aud 8, HCØ Arrangør: Thomas Mikosch & Christian Furrer SPEAKER: Bert Zwart (CWI Amsterdam & Eindhoven University of Technology). https://www.math.ku.dk/english/calendar/events/seminar-in-insurance-and-economics-bert-zwart/ Joint tail of randomly weighted sums under generalized quasi asymptotic independence https://www.math.ku.dk/english/calendar/events/ie-seminar-oct24/ 03. oktober 2024 kl. 15:15 Arrangementstype: Seminar Sted: Aud 4, HCØ Arrangør: Mogens Bladt & Christian Furrer SPEAKER: Dimitrios Konstantinides (University of the Aegean). https://www.math.ku.dk/english/calendar/events/ie-seminar-oct24/ The Gapeev-Shiryaev Conjecture https://www.math.ku.dk/english/calendar/events/ie-seminar-sep24/ 05. september 2024 kl. 15:15 Arrangementstype: Seminar Sted: Aud 4, HCØ Arrangør: Mogens Bladt & Christian Furrer SPEAKER: Goran Peskir (University of Manchester). https://www.math.ku.dk/english/calendar/events/ie-seminar-sep24/ Optimal ownership and capital structure with agency conflicts and debt renegotiation https://www.math.ku.dk/english/calendar/events/ie-seminar-zhaojun-yang/ 08. august 2024 kl. 15:15 Arrangementstype: Seminar Sted: Aud 10 (HCØ) Arrangør: Mogens Steffensen & Christian Furrer SPEAKER: Zhaojun Yang (Southern University of Science and Technology). https://www.math.ku.dk/english/calendar/events/ie-seminar-zhaojun-yang/ Futures-based models in commodity markets: from the Samuelson effect to implied correlation. https://www.math.ku.dk/english/calendar/events/ie-seminar-jul24/ 04. juli 2024 kl. 15:15 Arrangementstype: Seminar Sted: Aud 8 Arrangør: Nina Lange & Christian Furrer SPEAKER: Bertrand Tavin (Emlyon Business School). https://www.math.ku.dk/english/calendar/events/ie-seminar-jul24/ Using optimal transport to quantify and mitigate unfair insurance predictions https://www.math.ku.dk/english/calendar/events/ie-seminar-charpentier/ 13. juni 2024 kl. 15:15 Arrangementstype: Seminar Sted: Aud 8 Arrangør: Mogens Steffensen & Christian Furrer SPEAKER: Arthur Charpentier (Université du Québec à Montréal). https://www.math.ku.dk/english/calendar/events/ie-seminar-charpentier/ Optimal Robust Reinsurance with Multiple Insurers https://www.math.ku.dk/english/calendar/events/ie-seminar-pesenti/ 08. maj 2024 kl. 15:15 Arrangementstype: Seminar Sted: Aud 8 Arrangør: Mogens Steffensen & Christian Furrer SPEAKER: Silvana Pesenti (University of Toronto). https://www.math.ku.dk/english/calendar/events/ie-seminar-pesenti/ Learning Robust Portfolio Strategies https://www.math.ku.dk/english/calendar/events/ie-seminar-may24/ 02. maj 2024 kl. 15:15 Arrangementstype: Seminar Sted: Aud 3 Arrangør: Mogens Bladt & Christian Furrer SPEAKER: Josef Teichmann (ETH Zurich). https://www.math.ku.dk/english/calendar/events/ie-seminar-may24/ Strategic Sector Coupling? Market Power in Heat and Power Markets https://www.math.ku.dk/english/calendar/events/ie-seminar-siddiqui/ 02. maj 2024 kl. 14:15 Arrangementstype: Seminar Sted: Aud 3 Arrangør: Trine Krogh Boomsma & Christian Furrer SPEAKER: Afzal Siddiqui (Stockholm University). https://www.math.ku.dk/english/calendar/events/ie-seminar-siddiqui/ Multiple executions in competition https://www.math.ku.dk/english/calendar/events/ie-seminar-giacinto/ 25. april 2024 kl. 16:15 Arrangementstype: Seminar Sted: Aud 3 (HCØ) Arrangør: Mogens Steffensen & Christian Furrer SPEAKER: Marina Di Giacinto (University of Cassino and Southern Lazio). https://www.math.ku.dk/english/calendar/events/ie-seminar-giacinto/ Scale-consistent rational planning https://www.math.ku.dk/english/calendar/events/ie-seminar-tebaldi/ 25. april 2024 kl. 15:15 Arrangementstype: Seminar Sted: Aud 3 (HCØ) Arrangør: Mogens Steffensen & Christian Furrer SPEAKER: Claudio Tebaldi (Bocconi University). https://www.math.ku.dk/english/calendar/events/ie-seminar-tebaldi/ Adapted Wasserstein distance between the laws of SDEs https://www.math.ku.dk/english/calendar/events/seminar-in-ie-nordin/ 03. april 2024 kl. 14:15 Arrangementstype: Seminar Sted: Aud 3 (HCØ) Arrangør: Mogens Bladt & Christian Furrer SPEAKER: Sigrid Källblad Nordin (KTH). https://www.math.ku.dk/english/calendar/events/seminar-in-ie-nordin/ Calibration of the (geometric) Bass Local Volatility model https://www.math.ku.dk/english/calendar/events/ie-seminar-pammer/ 13. marts 2024 kl. 15:15 Arrangementstype: Seminar Sted: Aud 2 (HCØ) Arrangør: Mogens Bladt & Christian Furrer SPEAKER: Gudmund Pammer (ETH Zurich). https://www.math.ku.dk/english/calendar/events/ie-seminar-pammer/ Experience rating in insurance pricing https://www.math.ku.dk/english/calendar/events/ie-seminar-mar24/ 07. marts 2024 kl. 15:15 Arrangementstype: Seminar Sted: Aud 3 (AKB) Arrangør: Mogens Bladt & Christian Furrer SPEAKER: Mario V. Wüthrich (ETH Zurich). https://www.math.ku.dk/english/calendar/events/ie-seminar-mar24/ Equilibrium premium strategies in a competitive non-cooperative insurance market https://www.math.ku.dk/english/calendar/events/ie-seminar-serrano/ 22. februar 2024 kl. 15:15 Arrangementstype: Seminar Sted: Aud 3 (AKB) Arrangør: Mogens Steffensen & Christian Furrer SPEAKER: Rafael Serrano (Universidad del Rosario). https://www.math.ku.dk/english/calendar/events/ie-seminar-serrano/ Multi-state models: Beware the Markov assumption! https://www.math.ku.dk/english/calendar/events/ie-seminar-feb24/ 08. februar 2024 kl. 15:15 Arrangementstype: Seminar Sted: Aud 3 (AKB) Arrangør: Mogens Bladt & Christian Furrer SPEAKER: Hein Putter (Leiden University). https://www.math.ku.dk/english/calendar/events/ie-seminar-feb24/ Utility maximization with periodic evaluations https://www.math.ku.dk/english/calendar/events/ie-seminar-zheng/ 18. januar 2024 kl. 15:15 Arrangementstype: Seminar Sted: Aud 10 Arrangør: Mogens Steffensen & Christian Furrer SPEAKER: Harry Cheng (Imperial College London). https://www.math.ku.dk/english/calendar/events/ie-seminar-zheng/ Martingale Schrödinger bridges https://www.math.ku.dk/english/calendar/events/ie-seminar-wiesel/ 14. december 2023 kl. 15:15 Arrangementstype: Seminar Sted: Aud 10 Arrangør: David Skovmand & Christian Furrer SPEAKER: Johannes Wiesel (Carnegie Mellon University).  https://www.math.ku.dk/english/calendar/events/ie-seminar-wiesel/ Uniform Function Estimators in Reproducing Kernel Hilbert Spaces with applications in stochastic optimization https://www.math.ku.dk/english/calendar/events/ie-seminar-dec23/ 07. december 2023 kl. 15:15 Arrangementstype: Seminar Sted: Aud 10 Arrangør: Mogens Bladt & Christian Furrer SPEAKER: Alois Pichler (TU Chemnitz). https://www.math.ku.dk/english/calendar/events/ie-seminar-dec23/ Maxima sampling on random time intervals for heavy-tailed compound renewal and Lévy processes https://www.math.ku.dk/english/calendar/events/ie-seminar-foss23/ 19. oktober 2023 kl. 15:15 Arrangementstype: Seminar Sted: Aud 10 Arrangør: Mogens Bladt & Christian Furrer SPEAKER: Sergey Foss (Heriot-Watt University). https://www.math.ku.dk/english/calendar/events/ie-seminar-foss23/ Estimation of tail parameters with missing largest observations https://www.math.ku.dk/english/calendar/events/ie-seminar-oct23/ 05. oktober 2023 kl. 15:15 Arrangementstype: Seminar Sted: Aud 3 Arrangør: Mogens Bladt & Christian Furrer SPEAKER: Jan Beirlant (KU Leuven). https://www.math.ku.dk/english/calendar/events/ie-seminar-oct23/ Large deviations for Markov chain Monte Carlo methods https://www.math.ku.dk/english/calendar/events/ie-seminar-sep23/ 07. september 2023 kl. 15:15 Arrangementstype: Seminar Sted: Aud 3 Arrangør: Mogens Bladt & Christian Furrer Large deviations for Markov chain Monte Carlo methods: the surprisingly curious case of the Metropolis-Hastings... https://www.math.ku.dk/english/calendar/events/ie-seminar-sep23/ What is the average surplus before ruin? https://www.math.ku.dk/english/calendar/events/seminar-in-ie-woo/ 29. juni 2023 kl. 15:15 Arrangementstype: Seminar Sted: Aud 8 Arrangør: Mogens Steffensen & Christian Furrer SPEAKER: Jae Kyung Woo (UNSW Sidney). https://www.math.ku.dk/english/calendar/events/seminar-in-ie-woo/ Bivariate Laguerre series approach to insurance risk models: Joint ruin probability and finite-time ruin probability https://www.math.ku.dk/english/calendar/events/seminar-in-ie-cheung/ 29. juni 2023 kl. 14:15 Arrangementstype: Seminar Sted: Aud 8 Arrangør: Mogens Steffensen & Christian Furrer SPEAKER: Eric C.K. Cheung (UNSW Sidney). https://www.math.ku.dk/english/calendar/events/seminar-in-ie-cheung/ A Simple Lifecycle Strategy that Requires No Rebalancing https://www.math.ku.dk/english/calendar/events/seminar-in-ie-khemka/ 29. juni 2023 kl. 13:15 Arrangementstype: Seminar Sted: Aud 8 Arrangør: Mogens Steffensen & Christian Furrer SPEAKER: Gaurav Khemka (Australian National University). https://www.math.ku.dk/english/calendar/events/seminar-in-ie-khemka/ Local bias adjustment, duration-weighted probabilities, and automatic construction of tariff cells https://www.math.ku.dk/english/calendar/events/seminar-in-ie-by-filip-lindskog/ 08. juni 2023 kl. 15:15 Sted: Aud 10 Arrangør: Mogens Bladt & Christian Furrer SPEAKER: Filip Lindskog (Stockholm University). https://www.math.ku.dk/english/calendar/events/seminar-in-ie-by-filip-lindskog/ Estimation of the Premium in the Contaminated Pareto Distribution and Detecting of Outliers https://www.math.ku.dk/english/calendar/events/seminar-in-ie-mehdi/ 07. juni 2023 kl. 15:15 Arrangementstype: Seminar Sted: Aud 8 Arrangør: Rolf Poulsen & Christian Furrer SPEAKER: Mehdi Jabbari Nooghabi (Ferdowsi University of Mashhad). https://www.math.ku.dk/english/calendar/events/seminar-in-ie-mehdi/ Refined behaviour of a conditioned random walk in the large deviations regime https://www.math.ku.dk/english/calendar/events/seminar-in-ie-may-23/ 11. maj 2023 kl. 15:15 Arrangementstype: Seminar Sted: Aud 10 Arrangør: Mogens Bladt & Christian Furrer SPEAKER: Søren Asmussen (Aarhus University). https://www.math.ku.dk/english/calendar/events/seminar-in-ie-may-23/ About social finance https://www.math.ku.dk/english/calendar/events/seminar-in-ie-by-corina-constantinescu/ 06. marts 2023 kl. 14:15 Arrangementstype: Seminar Sted: Aud 8 Arrangør: Christian Furrer & Mogens Steffensen SPEAKER: Corina Constantinescu (University of Liverpool). https://www.math.ku.dk/english/calendar/events/seminar-in-ie-by-corina-constantinescu/ On the assumption of independent right censoring https://www.math.ku.dk/english/calendar/events/seminar-in-ie-by-morten-overgaard/ 22. februar 2023 kl. 11:15 Arrangementstype: Seminar Sted: Aud 10 Arrangør: Christian Furrer SPEAKER: Morten Overgaard (Aarhus University). https://www.math.ku.dk/english/calendar/events/seminar-in-ie-by-morten-overgaard/ Portfolio selection with exploration of new investment opportunities https://www.math.ku.dk/english/calendar/events/seminar-in-ie-by-aquino/ 17. januar 2023 kl. 15:15 Arrangementstype: Seminar Sted: Aud 6 Arrangør: Mogens Bladt & Christian Furrer SPEAKER: Luca De Gennaro Aquino (UCPH). https://www.math.ku.dk/english/calendar/events/seminar-in-ie-by-aquino/ Data-driven decisions in the container logistics industry https://www.math.ku.dk/english/calendar/events/seminar-in-ie-dec-22/ 08. december 2022 kl. 15:15 Arrangementstype: Seminar Sted: Aud 5 Arrangør: Mogens Bladt & Christian Furrer SPEAKER: Klaus K. Holst (Mærsk). https://www.math.ku.dk/english/calendar/events/seminar-in-ie-dec-22/ Optimal Market Making Models with Stochastic Volatility https://www.math.ku.dk/english/calendar/events/seminar-in-ie-by-aydogan/ 01. december 2022 kl. 15:15 Arrangementstype: Seminar Sted: Aud 5 Arrangør: Christian Furrer & Mogens Steffensen SPEAKER: Burcu Aydoğan (RWTH Aachen University). https://www.math.ku.dk/english/calendar/events/seminar-in-ie-by-aydogan/ On a Class of Time-inconsistent Optimal Stopping Problems https://www.math.ku.dk/english/calendar/events/seminar-in-ie-by-djehiche/ 03. november 2022 kl. 15:15 Arrangementstype: Seminar Sted: Aud 5 Arrangør: Mogens Bladt & Christian Furrer SPEAKER: Boualem Djehiche (KTH Royal Institute of Technology). https://www.math.ku.dk/english/calendar/events/seminar-in-ie-by-djehiche/ Extreme value statistics in semi-supervised models https://www.math.ku.dk/english/calendar/events/chen-zhou-seminar-in-ie/ 20. oktober 2022 kl. 15:15 Arrangementstype: Seminar Sted: Aud 8 Arrangør: Christian Furrer & Thomas Mikosch SPEAKER: Chen Zhou (Erasmus University Rotterdam). https://www.math.ku.dk/english/calendar/events/chen-zhou-seminar-in-ie/ Optimal ratcheting of dividends in insurance https://www.math.ku.dk/english/calendar/events/seminar-in-ie-oct-22/ 06. oktober 2022 kl. 15:15 Arrangementstype: Seminar Sted: Aud 5 Arrangør: Mogens Bladt & Christian Furrer SPEAKER: Hansjörg Albrecher (University of Lausanne). https://www.math.ku.dk/english/calendar/events/seminar-in-ie-oct-22/ Monitoring a developing pandemic with available data https://www.math.ku.dk/english/calendar/events/seminar-in-ie-sep-22/ 08. september 2022 kl. 15:15 Arrangementstype: Seminar Sted: Aud 5 Arrangør: Mogens Bladt & Christian Furrer SPEAKER: Jens Perch Nielsen (Bayes Business School). https://www.math.ku.dk/english/calendar/events/seminar-in-ie-sep-22/ Dynamic surplus optimization with performance- and index-linked liabilities https://www.math.ku.dk/english/calendar/events/seminar-in-ie-by-desmettre/ 25. august 2022 kl. 16:15 Arrangementstype: Seminar Sted: Aud 9 Arrangør: Christian Furrer & Mogens Steffensen SPEAKER: Sascha Desmettre (Johannes Kepler University Linz). https://www.math.ku.dk/english/calendar/events/seminar-in-ie-by-desmettre/ A hybrid variable annuity contract embedded with living and death benefit rider https://www.math.ku.dk/english/calendar/events/seminar-in-ie-by-garca/ 25. august 2022 kl. 15:15 Arrangementstype: Seminar Sted: Aud 9 Arrangør: Christian Furrer & Mogens Steffensen SPEAKER: Jennifer Alonso García (Free University of Brussels). https://www.math.ku.dk/english/calendar/events/seminar-in-ie-by-garca/ Phase-type regression models https://www.math.ku.dk/english/calendar/events/seminar-in-ie-by-yslas/ 10. august 2022 kl. 15:15 Arrangementstype: Seminar Sted: Aud 8 Arrangør: Christian Furrer Seminar in Insurance and Economics. SPEAKER: Jorge Yslas (University of Liverpool). https://www.math.ku.dk/english/calendar/events/seminar-in-ie-by-yslas/ Life insurance calculations in a non-Markovian world https://www.math.ku.dk/english/calendar/events/life-insurance-calculations/ 01. december 2021 kl. 15:15 Arrangementstype: Seminar Sted: AUD 2, HCØ Arrangør: Christian Furrer Seminar in Insurance and Economics. SPEAKER: Marcus C. Christiansen (Carl von Ossietzky University... https://www.math.ku.dk/english/calendar/events/life-insurance-calculations/