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Online seminars on Optimal Stopping and Related Topics
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We., 24.2.2021, 18:00 (UTC +1:00 = CET), online talk
Renyuan Xu (University of Oxford)
"Interbank lending with benchmark rates: a singular control game"
For further details (including abstracts) see
https://sites.google.com/view/optimalstopping/home
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One World Actuarial Research Seminar
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We., 24.2.2021, 10:00 (UTC +1:00 = CET), online talk
An Chen (Ulm University, Germany)
"Linking risk management under expected shortfall to loss-averse
behavior"
For further details (including abstracts) see
http://www.maths.usyd.edu.au/u/munir/owars/
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Talks in Financial and Insurance Mathematics
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Th., 25.2.2021, 17:00-18:00 (UTC +1:00 = CET), online talk
Thibaut Mastrolia (École Polytechnique)
"Some Recent Developments of Auction Design in Financial Markets"
For further details (including abstracts) see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21
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Bachelier Finance Society One World Seminars
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Th., 25.2.2021, 13:00 (UTC +1:00 = CET), online talk
Shige Peng (Shandong University)
"TBA"
For further details (including abstract & log-in link) see:
??https://ethz.zoom.us/meeting/register/tJ0kfu6trD0oGtHBTVyMkSJDp-XRy1tblo3d
or
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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Actuarial Science and Financial Mathematics Seminar Series
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Fr., 26.2.2021, 16:00-17:00 (UTC +1:00 = CET), online talk
Ludger Ruschendorf (University of Freiburg)
"Evaluation of risks under dependence uncertainty"
For further details (including abstracts) see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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Distinguished Guest Lecture Series
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We., 17.2.2021, 12:30 (UTC +1:00 = CET), online talk
Jennifer Gillespie (Society of Actuaries)
"TBA"
For further details (including abstracts) see
https://emails.illinois.edu/newsletter/497593452.html
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Actuarial Science and Financial Mathematics Seminar Series
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Fr., 19.2.2021, 16:00-17:00 (UTC +1:00 = CET), online talk
Steven Vanduffel (Vrije Universiteit Brussel)
"Optimal collective financial decision making"
For further details (including abstracts) see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
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IME 2021 - SAVE THE DATE
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24th International Congress on Insurance: Mathematics and Economics
Mon-Fri, July 5-9, 2021, online event
In the spirit of coming together as one, this event is jointly hosted by
the University of Illinois Urbana-Champaign and the Pennsylvania State
University in the United States; Ulm University in Germany; and the
University of New South Wales (UNSW Sydney) in Australia.
All researchers, practitioners, and students are cordially invited to
join us to recognize the past, celebrate the present, and envision a
united future. To ensure maximum accessibility for participants from all
time zones around the globe, the conference will be five days, July 5-9,
2021 (UTC-05:00).
All researchers in related areas are invited to submit their latest work
and exchange research ideas with peers from around the world. There will
be five high caliber keynote speeches representing the full span of
interdisciplinary research in insurance mathematics and economics
presented by:
Patrick Brockett (University of Texas at Austin)
Michel Denuit (Université catholique de Louvain)
Christian Robert (ENSAE Paris)
Robert Jarrow (Cornell University)
Olivia Mitchell (University of Pennsylvania)
Ruodu Wang (University of Waterloo)
This virtual conference also commemorates the 40th year of publications
of Insurance: Mathematics and Economics, which has become one of the
top-ranked international academic journals in insurance research.
Be on the lookout for more information in the coming months, including
how to register, schedule updates, a call for abstracts, and more. Be
sure to follow the conference website to stay up-to-date on the latest
plans:
https://publish.illinois.edu/ime-conf-2021/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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--
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Oxford Stochastic Analysis and Mathematical Finance Seminar
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Mo., 8.2.2021, 17:00 (UTC +1:00 = CET), online talk
Martin Larsson (Carnegie Mellon)
"Finance and Statistics: Trading Analogies for Sequential Learning"
For further details (including abstracts) see
https://mathseminars.org/seminar/OxfordStochasticAnalysis
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Online seminars on Optimal Stopping and Related Topics
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We., 10.2.2021, 18:00 (UTC +1:00 = CET), online talk
Peter Bank (TU Berlin)
"Irreversible investment and optimal stopping with Meyer σ-fields"
For further details (including abstracts) see
https://sites.google.com/view/optimalstopping/home
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One World Actuarial Research Seminar
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We., 10.2.2021, 17:00 (UTC +1:00 = CET), online talk
Melina Mailhot (Concordia University, Canada)
"Geometric risk measures for risk management and semi-parametric
estimation of multivariate extreme expectiles"
For further details (including abstracts) see
http://www.maths.usyd.edu.au/u/munir/owars/
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Bachelier Finance Society One World Seminars
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Th., 11.2.2021, 19:00 (UTC +1:00 = CET), online talk
Alexander Schied (University of Waterloo)
"TBA"
For further details (including abstract & log-in link) see:
https://ethz.zoom.us/meeting/register/tJ0ud-qqqD0rGtRmSNP85dOv59Xzs7sxJ_S8
or
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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Actuarial Science and Financial Mathematics Seminar Series
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Fr., 12.2.2021, 16:00-17:00 (UTC +1:00 = CET), online talk
Virgina Young (University of Michigan)
"Optimal dividend problem: asymptotic analysis"
For further details (including abstracts) see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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