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Actuarial Modelling Club (AMC)
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Tue, 5.11.2024, 17:00-18:00 CET, Freihaus Hörsaal 8 (& livestream),
TU Wien, 1040 Wien, Wiedner Hauptstraße 8, "Freihaus" building, yellow section, 2nd floor
Michael Leitschkis (Athora Group)
"Machine Learning-Anwendungen von Proxy Modelling bis Klimawandel"
For further details and registration see
https://fam.tuwien.ac.at/events/vr/20241105.php
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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World Online Seminars on Machine Learning in Finance
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Tue., 29.10.2024, 19:00 CET, online talk
Wenpin Tang (Columbia University)
"Diffusion models and fine tuning/guidance"
For further details see
https://sites.google.com/view/mlfinance/
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Women in Data Science and Mathematics
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Wed., 30.10.2024, 12:00 CET, online talk
Athena Picarelli (University of Verona)
"A level-set approach for control problems arising in energy production and distribution"
For further details see
https://www.windsmath.com/event-details-241030.html
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TU Wien: Economic Theory & Policy Seminar
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Wed., 30.10.2024, 16:00 CET, online talk
Jennifer Alonso-García (Université Libre de Bruxelles)
"Mortality by socio-economic class and its impact on retirement schemes: how to render the system fairer"
For further details see
https://www.tuwien.at/tu-wien/aktuelles/veranstaltungskalender/news/theory-…
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CET = Central European Time = UTC +1:00, https://time.is/en/CET
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WU Wien, Institute for Statistics and Mathematics
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Wed., 23.10.2024, 17:30-19:00 CEST, room D4.0.127 & online
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Alexander Steinicke (Montanuniversität Leoben)
"Worst-Case Optimal Investment in Incomplete Markets"
For further details see
https://www.wu.ac.at/en/statmath/research/research-seminar/winter-term-2024…
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Bachelier Finance Society One World Seminars
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Thu., 24.10.2024, 19:00 CEST, online talk
Johannes Wiesel (Carnegie Mellon University)
"Bounding adapted Wasserstein metrics"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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University of Vienna, Faculty of Mathematics
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Wed., 16.10.2024, Sky Lounge
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor
14:45 coffee & cake
15:15
George Lowther (Goldman Sachs)
"Martingales and the Peacock Problem"
(Mathematisches Kolloquium)
afterwards: vinum cum pane
For further details see
https://mathematik.univie.ac.at/eventsnews/mathematisches-kolloquium/
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Announcement of Public PhD Thesis Defense
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Thu., 17.10.2024, 15:00, seminar room 1,
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, ground floor
Benedict Bauer (Univ. of Vienna)
"Aspects of volatility modeling: from Gaussian processes to martingales with restricted support"
(Public PhD Thesis Defense)
For further details see
https://mathematik.univie.ac.at/eventsnews/nachrichtenvolldarstellung/news/…
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Announcement of a Habilitation Talk
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Fri., 18.10.2024, 13:00, "Besprechungszimmer 2",
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Daniel Bartl (Univ. of Vienna)
"Statistical learning and statistical optimal transport"
(Public Habilitation Talk / Habilitationskolloquium)
For further details see
https://mathematik.univie.ac.at/en/eventsnews/full-news-display/news/statis…
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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One World Actuarial Research Seminar
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Wed., 16.10.2024, 17:00 CEST, online talk
Karim Barigou (Université Laval, Canada)
"TBA"
For further details see
https://owars.info/
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International Seminar on SDEs and Related Topics
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Fri., 18.10.2024, 13:30 CEST, online talk
Michael Röckner (Bielefeld University)
"p–Brownian motion and the p–Laplacian"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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VCMF 2025 - Save the date!
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Vienna Congress on Mathematical Finance
Wed–Fri, July 9–11, 2025
https://fam.tuwien.ac.at/vcmf2025/
Further details t.b.a.
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ASD 2025 - Save the date!
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Austrian Stochastics Days
September 5, 2025, JKU Linz
(Conference Dinner: evening of September 4)
Details t.b.a.
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CCI 2025 - Save the date!
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2nd Workshop Climate Change and Insurance
September 10-15, 2025, Heriot Watt University, Edinburgh.
Register for mailing list cci-news to get updates:
https://fam.tuwien.ac.at/mm/postorius/lists/cci-news.fam.tuwien.ac.at/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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Women in Data Science and Mathematics
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Wed., 25.9.2024, 20:00 CEST, online talk
Niao He (ETH Zurich)
"The Rise of Reinforcement Learning: from One to Many"
For further details see
https://www.windsmath.com/event-details-240925.html
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Bachelier Finance Society One World Seminars
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Thu., 26.9.2024, 19:00 CEST, online talk
TBA (TBA)
"TBA"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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World Online Seminars on Machine Learning in Finance
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Tue., 3.9.2024, 19:00 (CET according to website), online talk
Antonis Papapantoleon (TU Delft)
"Deep minimizing movement methods in finance - applications and theory"
For further details see
https://sites.google.com/view/mlfinance/
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Women in Data Science and Mathematics
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Wed., 4.9.2024, 19:00 CEST, online talk
Lisa Kreusser (University of Bath)
"Unveiling the Role of the Wasserstein Distance in Generative Modelling"
For further details see
https://www.windsmath.com/event-details-240904.html
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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Dear Colleagues and Friends,
herewith we remind you to the
Workshop "Climate Change and Insurance" (CCI 2024),
Mi.-Fr., 4.-6. September 2024, Vienna, Austria
https://fam.tuwien.ac.at/cci2024/
at TU Wien.
The main aim of this three-day event is to enhance understanding of
climate change impacts on the insurance industry. CCI 2024 is designed
to initiate and strengthen collaborations between practicing actuaries
and academics in research.
The workshop starts with an introductory talk and offers plenary &
contributed talks, a panel discussion as well as an introductory
mini-workshop on AI in Climate Risk.
You can find speakers, panelists and detailed program on:
https://fam.tuwien.ac.at/cci2024/speakers.php
and
https://fam.tuwien.ac.at/cci2024/program.php
Today is the last day of standard registration - so register today to
save money:
https://fam.tuwien.ac.at/cci2024/registration.php
As organisers we want to thank our sponsors - without them the
organisation of an international event would not be possible:
Gold Sponsor
- Generali
Silver Sponsors
- Beltios
- B&W Deloitte
- KPMG
- Milliman
- Wiener Städtische
We look forward to welcoming you in Vienna!
The CCI 2024 organisers:
Hirbod Assa, Carmen Boado-Penas, Julia Eisenberg, Sandra Trenovatz
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General Information
At this *Workshop “Climate Change and Insurance” (CCI 2024)* the main
aim is to enhance understanding of climate change impacts on the
insurance industry. Without proper management of its climate risks, the
insurance sector is vulnerable and may simply collaps under the weight
of underestimated claims - such a scenario would have catastrophic
implications for business and society.
The three-day event CCI 2024 is designed to initiate and strengthen
collaborations between practicing actuaries and academics in research,
nationally and internationally.
The workshop starts with an introductory talk to Climate Change and
Insurance and offers plenary & contributed talks.
In the framework of a *panel discussion* on the topic "Climate Change
and Insurance: Past, Present and Future" we offer the conference
participants a platform for discussions with a number of renowned experts.
An *introductory mini-workshop on AI in Climate Risk* will complete the
program.
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Subscribe to CCI-News to updates to CCI 2024 and future CCI events:
https://fam.tuwien.ac.at/mm/postorius/lists/cci-news.fam.tuwien.ac.at
For questions do not hesitate to contact
Julia Eisenberg <jeisenbe(a)fam.tuwien.ac.at> or
Sandra Trenovatz <cci2024(a)fam.tuwien.ac.at>
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Vienna Seminar in Mathematical Finance and Probability
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Mon., 19.8.2024, 10:15 CEST, seminar room DA green 06A
TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, green
section, 6th floor
10:15
Benedict Bauer (University of Vienna)
"Martingale Bridges with prescribed domain"
11:00
Peter Friz (TU and WIAS Berlin)
"On signature moments and cumulants in semimartingale models"
For further details see
https://fam.tuwien.ac.at/vs-mfp/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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