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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 01.10.2020, 19:00-20:00 (UTC +2:00 = CEST), online talk
Samuel Drapeau (Shanghai Jiao Tong University)
"On Detecting Spoofing Strategies in High Frequency Trading"
For abstract and further details (registration necessary due to security
reasons) see:
https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg
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Insurance Seminar at the Department of Mathematics 2020
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Th., 01.10.2020, 09:00-15:00 (UTC +2:00 = CEST), hybrid event
Erik Bølviken (University of Oslo)
"Risky risk assessment"
Mari Dahl Eggen (University of Oslo)
"The LIBOR Forward Rate in a HJM-Lévy Framework"
Martin Jullum (Norsk Regnesentral)
"Dectecting Money Laundering with Machine Learning"
Julia Eisenberg (TU Wien)
"On some control problems in pension insurance"
Krzysztof Paczka (Gjensidige)
"Gjensidige's internal model and capital management"
For further details see:
https://www.mn.uio.no/math/english/research/groups/risk-stochastics/events/…
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
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Franziska Wohlmuth (Secretary) secr(a)fam.tuwien.ac.at
Financial and Actuarial Mathematics (FAM)
https://fam.tuwien.ac.at/
TU Wien, Wiedner Hauptstrasse 8/105-01 & -05, 1040 Vienna, Austria
To Whom it May Concern:
after stopping FAM-news in spring, we again start to inform about talks
and events in the area of Financial and Actuarial Mathematics.
As due to the COVID-19 pandemic the number of interesting events which
can be visited online increased almost exponentially in spring. We
therefore can only send a selection and moreover refer to other
webpages, e.g.,
https://mathseminars.org/
(= https://researchseminars.org/)
On the FAM-homepage you can find a collection of links / webpages:
https://fam.tuwien.ac.at/events/
Below you can find a selection of upcoming talks & events.
Best wishes,
Franziska / FAM-office
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One World Actuarial Research Seminar
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We., 23.9.2020, 14:00 (UTC +2:00 = CEST), online talk
Han Li (Macquarie University)
"Joint Extremes in Temperature and Mortality: Bivariate POT Approach"
For further details (including abstracts) see
http://www.maths.usyd.edu.au/u/munir/owars/
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Bachelier Finance Society World Seminar
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Th., 24.9.2020, 19:00 (UTC +2:00 = CEST), online talk
Ludovic Tangpi (Princeton University)
"Backward propagation of chaos and large population games asymptotics"
For further details (including abstract & log-in link) see:
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
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--
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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 17.09.2020, 19:00 (UTC +2:00 = CEST), online talk
Rene Carmona (Princeton University)
"Contract theory and mean field games to inform epidemic models"
For abstract and further details (registration necessary due to security
reasons) see:
https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg
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Insurance Seminar at the Department of Mathematics 2020
------------------------------------------------------------------------
Th., 01.10.2020, 09:00-15:00 (UTC +2:00 = CEST), hybrid event
Erik Bølviken (University of Oslo)
"Risky risk assessment"
Mari Dahl Eggen (University of Oslo)
"The LIBOR Forward Rate in a HJM-Lévy Framework"
Martin Jullum (Norsk Regnesentral)
"Dectecting Money Laundering with Machine Learning"
Julia Eisenberg (TU Wien)
"On some control problems in pension insurance"
Krzysztof Paczka (Gjensidige)
"Gjensidige's internal model and capital management"
Online Registration until Mo., 21.09.2020!
For further details see:
https://www.mn.uio.no/math/english/research/groups/risk-stochastics/events/…
========================================================================
UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
------------------------------------------------------------------------
To Whom it May Concern:
after stopping FAM-news in spring, we again start to inform about talks
and events in the area of Financial and Actuarial Mathematics.
As due to the COVID-19 pandemic the number of interesting events which
can be visited online increased almost exponentially in spring. We
therefore can only send a selection and moreover refer to other
webpages, e.g.,
https://mathseminars.org/
(= https://researchseminars.org/)
On the FAM-homepage you can find a collection of links / webpages:
https://fam.tuwien.ac.at/events/
Below you can find a selection of upcoming talks & events.
Best wishes,
Sandra / FAM-office
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One World Actuarial Research Seminar
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We., 09.09.2020, 14:00 (UTC +2:00 = CEST), online talk
Ronald Richman (QED Actuaries & Consultants, South Africa)
"Time-Series Forecasting of Mortality Rates using Deep Learning"
For further details (including abstracts) see
http://www.maths.usyd.edu.au/u/munir/owars/
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Bachelier Finance Society World Seminar
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Th., 10.9.2020, 19:00 (UTC +2:00 = CEST), online talk
Christa Cuchiero (University of Vienna)
"Universality of affine and polynomial processes"
For further details (including abstract & log-in link) see:
https://ethz.zoom.us/meeting/register/tJ0odO-grDwtGNM3thymEG-50Rm_TyyEQ_Kz
or
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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Risk Day 2020
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Fr., 11.09.2020, 12:15 (UTC +2:00 = CEST), online talk
Lara J. Warner (Credit Suisse)
"Transformation Risk"
For further details (incl. registration) see:
https://risklab.ch/news-and-events/risk-day.html
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UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
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