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Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ ISOR Colloquium ------------------------------------------------------------------------ Mon., 23.06.2025, 16:45 - 17:45 CEST, HS 7 (#1.303), 1st floor, Oskar-Morgenstern-Platz 1, 1090 Vienna Lutz Mattner (Trier University, Germany): "Some bounds for the central limit error: some optimal, some widely teachable, some sharper than Berry-Esseen" For further details see: https://isor.univie.ac.at/isor-colloquium/talk/news/some-bounds-for-the-cen… ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 25.06.2025, 17:15-18:30 CEST, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Camilla Damian (Department of Mathematics, VU Amsterdam): "Statistical Inference for Stochastic Volatility via Backward Filtering Forward Guiding" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/summer-term-2025 ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CET -----------------------------------------------------------------------

6 days, 3 hours

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Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Wed., 18.06.2025, 16:30 CEST, Seminar room 15, University of Vienna, 1090 Wien, Oskar-Morgenstern-Platz 1, 3rd floor Ivan Guo (Monash University, AU) "Semimartingale optimal transport and applications" Anna Kwossek (University of Vienna, AT) "A pathwise stability analysis of log-optimal portfolios" For further details see https://fam.tuwien.ac.at/events/vs-mfp/ ------------------------------------------------------------------------ One World Probability Seminar ------------------------------------------------------------------------ Wed., 18.06.2025, 15:00 CEST, online talk Eva Löcherbach (Paris 1 Panthéon-Sorbonne University) "Probabilistic models for systems of interacting spiking neurons and some words about their mean field limits" Elisa Marini (Dauphine-PSL Paris) "Strong conditional propagation of chaos for systems of interacting particles with nearly stable jumps" For further details see: https://www.owprobability.org/one-world-probability-seminar ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CET -----------------------------------------------------------------------

1 week, 6 days

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Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 11.06.2025, 17:15-18:30 CEST, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Victor Panaretos (Institute of Mathematics, École Polytechnique Fédérale de Lausanne (EPFL)): "Statistical Inference for/via Covariance Operators" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/summer-term-2025 ------------------------------------------------------------------------ Joint SIAM-BFS Mathematical Finance Online Seminar ------------------------------------------------------------------------ Thu., 12.06.2025, 13:00-14:30 CET, online talk Valentin Tissot-Daguette (Bloomberg) "Pathwise Superhedging of Asian Claims" Purba Das (King’s College London) "Invariance of Stochastic integral with respect to the choice of partitions" For further details see https://wiki.siam.org/siag-fm/index.php/Current_events ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CET -----------------------------------------------------------------------

2 weeks, 6 days

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Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ ISOR Colloquium ------------------------------------------------------------------------ Mon., 02.06.2025, 16:45 CEST, HS 7 (#1.303), 1st floor, Oskar-Morgenstern-Platz 1, 1090 Vienna Richard Nickl (University of Cambridge, United Kingdom) "Infinite-dimensional Bayesian inference for time evolution PDEs" For further details see: https://isor.univie.ac.at/isor-colloquium/talk/news/infinite-dimensional-ba… ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 04.06.2025, 17:15-18:30 CEST, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Soren Wengel Mogensen (Center for Statistics, Department of Finance, Copenhagen Business School): "Weak Equivalence of Local Independence Graphs" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/summer-term-2025 ------------------------------------------------------------------------ TUForMath Forum Mathematik ------------------------------------------------------------------------ Thu., 05.06.2025, 18:00-19:00 CEST, TU Wien, Freihaus, Wiedner Hauptstrasse 8-10 gelber Bereich, 2. OG, Hörsaal 8 (Nöbauer) Markus Wess (TU Wien): "Mathematik hören — Musik berechnen" For further details see: https://www.tuwien.at/tuformath/vortraege ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ Fri., 06.06.2025, 13:30 CEST, online talk Rainer Buckdahn (Université de Bretagne Occidentale, Brest, France, Shandong University Qingdao, China): "Optimal control problems with generalized mean-field dynamics and viscosity solutions to a Master Bellman equation" For further details see: https://users.jyu.fi/~chgeiss/seminar-on-sdes.html ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CET -----------------------------------------------------------------------

3 weeks, 6 days

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Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 28.05.2025, 11:00 CEST, online talk Kyunghyun Park (Nanyang Technological University, Singapore): TBA For further details see: https://owars.info/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CET -----------------------------------------------------------------------

1 month

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Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ One World Project ------------------------------------------------------------------------ Wed. 21.05.2025, 15:00 CEST, online talk Eleanor Archer (Dauphine-PSL Paris): "The GHP scaling limit of uniform spanning trees in high dimensions." Anita Winter (Duisburg-Essen University): "Scaling limit of the Aldous-Broder chain on regular graphs: the transient regime." For further details see: https://www.owprobability.org/one-world-probability-seminar ------------------------------------------------------------------------ (Not So) Informal Probability Seminar ------------------------------------------------------------------------ Thu. 22.05.2025, 14:00 CEST, TU Wien, Gußhausstraße 27-29, SR 127 Tomás Alcalde (TU Wien): "Excursion Decomposition of Imaginary Multiplicative Chaos" ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CET -----------------------------------------------------------------------

1 month, 1 week

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Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

----------------------------------------------------------------------- Vienna Probabilty Seminar ------------------------------------------------------------------------ Mon., 12.05.2025 15:45 CEST, EI 5 Hochenegg HS, TU Wien, Gusshausstrasse 25-25a (old building), 1040 Wien Armand Riera (Sorbonne Université) "The scaling limit of random planar maps with large faces" Harprit Singh (University of Vienna) "Rough Geometric Integration" For further details see: https://mathematik.univie.ac.at/forschung/biomathematik-dynamische-systeme-… ------------------------------------------------------------------------ One World Project ------------------------------------------------------------------------ Wed. 14.05.2025, 15:00 CEST, online talk Matteo Quattropani (Roma Tre University), Federico Sau (University of Milan) "Quantitative Convergence to Equilibrium of Stochastic Exchange Models" For further details see: https://www.owprobability.org/one-world-probability-seminar ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 14.05.2025, 17:00 CEST, online talk Andreas Tsanakas (City St George's, University of London, UK): "Sensitivity-based measures of discrimination in insurance pricing" For further details see: https://owars.info/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 14.05.2025, 17:15-18:30 CEST, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Alessandro Casa (Faculty of Economics and Management, Free University of Bozen-Bolzano): "Truncated Pairwise Likelihood for Sparse High-Dimensional Covariance Estimation" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/summer-term-2025 ------------------------------------------------------------------------ CCI 2025 - Submission ends very soon ------------------------------------------------------------------------ Workshop Climate Change and Insurance 2025 Edinburgh, September 10-12, 2025 https://www.icms.org.uk/workshops/2025/climate-change-and-insurance-2025 Submission possible until May 15, 2025: https://www.smartsurvey.co.uk/s/CCI25ABSTRACT/ ------------------------------------------------------------------------ ASD 2025 - Austrian Stochastics Days ------------------------------------------------------------------------ 13th Austrian Stochastics Days Linz, September 4-5, 2025 https://stochastics-days.at/asd2025/ Submission open until July 20, 2025: https://stochastics-days.at/asd2025/registration.php ------------------------------------------------------------------------ Summer school on "Deep Learning for Actuarial Modeling" ------------------------------------------------------------------------ 36th International Summer School of the Swiss Association of Actuaries on "Deep Learning for Actuarial Modeling" Lausanne, September 8-12, 2025 https://saa-iss.ch/ Registration possible until May 31: https://saa-iss.ch/registration/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CET -----------------------------------------------------------------------

1 month, 2 weeks

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Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ Announcement of Public PhD Thesis Defense at TU Wien ------------------------------------------------------------------------ Mon., 05.05.2025, 10:30 CEST, conference room of the Dean's Office, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, green area, 9th floor (8th floor, then staircase in the green area to the 9th floor) or online via Zoom (TBA on https://fam.tuwien.ac.at/events/) Kristof Wiedermann (FAM @ TU Wien) "Stochastic Volterra Integral Equations: Central Limit Theorems, Non-Markovianity and Markovian Lifting" (Public PhD Thesis Defense) For further details see https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ One World Project ------------------------------------------------------------------------ Wed. 07.05.2025, 15:00 CEST, online talk Matthew Kahle (Ohio State University), András Mészáros (Alfréd Rényi Institute of Mathematics) "TBA" For further details see: https://www.owprobability.org/one-world-probability-seminar ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 07.05.2025, 17:15-18:30 CEST, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Sascha Desmettre (Institute of Financial Mathematics and Applied Number Theory, JKU Linz): "Equilibrium Control Theory for Kihlstrom-Mirman Preferences in Continuous Time" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/summer-term-2025 ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Thu., 08.05.2025, 19:00 CEST, online talk Julio Backhoff (University of Vienna) "Of ‘most exciting’ games and the specific relative entropy between martingales" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ Fri., 09.05.2025, 13:30 CEST, online talk Emmanuel Gobet (CMAP-Ecole Polytechnique, France) "Numerical approximation of ergodic BSDEs using nonlinear Feynman-Kac formulas" For further details see: http://users.jyu.fi/~chgeiss/seminar-on-sdes.html ------------------------------------------------------------------------ VCMF 2025 - Early Registration ends soon ------------------------------------------------------------------------ Vienna Congress on Mathematical Finance Wed–Fri, July 9–11, 2025 https://fam.tuwien.ac.at/vcmf2025/ Early registration is possible until May 10, 2025. For further details see: https://fam.tuwien.ac.at/vcmf2025/registration.php ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CET -----------------------------------------------------------------------

1 month, 3 weeks

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Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 23.04.2025, 17:15-18:30 CEST, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 CAROLIN STROBL (Department of Psychology, University of Zurich): "Detecting Parameter Heterogeneity in Psychometric Models by Means of Model-Based Recursive Partitioning with psychotree, stablelearner & Co." For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/summer-term-2025 ------------------------------------------------------------------------ Workshop "Optimal Transport for Complex Data" ------------------------------------------------------------------------ 07.07.2025 - 08.07.2025, Hörsaal (HS) 11, Floor 2 University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Vienna Registration is now open until 30th June 2025. For further details see: https://sites.google.com/view/otcd/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CET -----------------------------------------------------------------------

2 months, 1 week

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Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 09.04.2025, 17:15-18:30 CEST, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Gonçalo dos Reis (University of Edinburgh, UK): "Simulation of Mean-Field SDEs: Some Recent Results" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/summer-term-2025 ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 09.04.2025, 17:00 CEST, online talk Etienne Marceau (Universite de Laval, Canada): TBA For further details see: https://owars.info/ ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Thu., 10.04.2025, 17:00 CEST, Sem.R. DB gelb 07 TU Wien, Wiedner Hauptstraße 8, 1040 Wien Gonçalo dos Reis (University of Edinburgh, UK): "Ito-Wentzell-Lions formula and Malliavin calculus for (conditional) measure dependent random fields" For further details see https://fam.tuwien.ac.at/events/vs-mfp/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Thu., 10.04.2025, 19:00 CEST, online talk Sara Svaluto-Ferro (University of Verona) "Signature-based models: theory, calibration, and expansions" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CET -----------------------------------------------------------------------

2 months, 3 weeks

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Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ Actuarial Modelling Club ------------------------------------------------------------------------ Tue., 1.4.2025, 17:00-18:00 CET, lecture hall 8 oder online TU Wien, 1040 Wien, Wiedner Hauptstr. 8, Freihaus building, 2nd floor, yellow section Onnen Siems und Carina Götzen (Meyerthole Siems Kohlruss GmbH) "Rain Chaser - Modellierung des Oberflächenwasserabflusses bei Starkregenereignissen" For further details and registration see: https://fam.tuwien.ac.at/vr/20250401.php ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 02.04.2025, 17:15-18:30 CET, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Sara Wade (School of Mathematics, University of Edinburgh): "Understanding Uncertainty in Bayesian Cluster Analysis" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/summer-term-2025 ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Thu., 03.04.2025, Sem.R. DB gelb 07 TU Wien, Wiedner Hauptstraße 8, 1040 Wien 16:00: Georgios Pitselis (University of Piraeus, GR) "The credible tail distribution with application to insurance and reinsurance" 17:00: Mogens Steffensen (University of Copenhagen, DK) "Time-inconsistent Personal Finance Beyond Mean-Variance" For further details see https://fam.tuwien.ac.at/events/vs-mfp/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

3 months

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Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 26.03.2025, 16:00 CET, online talk Hansjoerg Albrecher (Université de Lausanne, Switzerland) "NatCat Risks, Climate Change, and the Shareholder’s Perspective" For further details see: https://owars.info/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 26.03.2025, 17:15-18:30 CET, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Ulrike Schneider (Institute of Statistics and Mathematical Methods in Economics, TU Wien) "Understanding the Adaptive LASSO in Predictive Regressions" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/summer-term-2025 ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Thu., 27.03.2025, Sem.R. DB gelb 07 TU Wien, Wiedner Hauptstraße 8, 1040 Wien 16:00: Natalie Packham (Berlin School of Economics and Law, DE) "Jump risk premia in the presence of clustered jumps" 17:00: Claudio Fontana (University of Padova, IT) "Data-driven Heath-Jarrow-Morton models" For further details see https://fam.tuwien.ac.at/events/vs-mfp/ ------------------------------------------------------------------------ Budapest-Vienna Probability Seminar ------------------------------------------------------------------------ This year the Budapest-Vienna Probability Seminar will take place in Budapest on Friday, 28.03.2025. Invited speakers: Balint Virag (Toronto), Christophe Sabot (Lyon), Gady Kozma (Weizmann) For further details see: https://sites.google.com/view/budapest-vienna-proba-semi/home ------------------------------------------------------------------------ Workshop on Neural Dynamical Systems for Time-Series Data ------------------------------------------------------------------------ Workshop on Neural Dynamical Systems for Time-Series Data Wed-Thu, April 23–25, 2025, University of Vienna Registration Deadline: 02.04.2025 For further details see: https://ndstd25.univie.ac.at ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

3 months, 1 week

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Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ VCMF 2025 - Submission Deadline: this Sunday, March 16 ------------------------------------------------------------------------ Vienna Congress on Mathematical Finance Wed–Fri, July 9–11, 2025 https://fam.tuwien.ac.at/vcmf2025/ The submission ends this Sunday: March 16, 2025 For further details see: https://fam.tuwien.ac.at/vcmf2025/registration.php ------------------------------------------------------------------------ University of Vienna, Faculty of Mathematics ------------------------------------------------------------------------ We., 19.03.2025, 16:45, Sky Lounge Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor Ioannis Karatzas (Columbia University) "A Hereditary Hsu-Robbins-Erdös Law of Large Numbers" (Mathematisches Kolloquium) For further details see https://mathematik.univie.ac.at/eventsnews/nachrichtenvolldarstellung/news/… or https://mathematik.univie.ac.at/eventsnews/mathematisches-kolloquium/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 19.03.2025, 17:15-18:30 CET, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Damir Filipovic (EPFL Lausanne and Swiss Finance Institute) "Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/summer-term-2025 ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Thu., 20.03.2025, 19:00 CET, online talk Terry Lyons (University of Oxford) "The Mathematics of Complex Streamed Data" Luhao Zhang (Johns Hopkins University) "A Class of Interpretable and Decomposable Multi-period Convex Risk Measures" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

3 months, 2 weeks

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Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ ISOR Colloquium ------------------------------------------------------------------------ Mon., 10.03.2025, 16:45 CET, HS 7 (#1.303), 1st floor, Oskar-Morgenstern-Platz 1, 1090 Vienna Thomas Mikosch (University of Copenhagen, Denmark) "Self-normalization of sums of dependent random variables" For further details see: https://isor.univie.ac.at/isor-colloquium/talk/news/self-normalization-of-s… ------------------------------------------------------------------------ Vienna Probabilty Seminar ------------------------------------------------------------------------ Mon., 10.03.2025 17:00 - 18:00 CET, EI 5 Hochenegg HS, TU Wien, Gusshausstrasse 25-25a (old building), 1040 Wien Harry Giles (University of Warwick) "Self-Repelling Brownian Polymer in Dimensions One and Two" For further details see: https://mathematik.univie.ac.at/forschung/biomathematik-dynamische-systeme-… ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ Fri., 14.03.2025, 13:30 CET, online talk Laurent Denis (Université du Maine, France) "BSDE with singular terminal condition: the continuity up to terminal time problem" For further details see: http://users.jyu.fi/~chgeiss/seminar-on-sdes.html ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

3 months, 3 weeks

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Vienna Congress on Mathematical Finance - Submission Deadline: March 16, 2025

by Sandra Trenovatz

Vienna Congress on Mathematical Finance (VCMF 2025) Wednesday, July 9 - Friday, July 11, 2025 https://fam.tuwien.ac.at/vcmf2025/ ----------------------------------------------------- UPDATE: The submission deadline for contributed talks & posters is extended until *Sunday, March 16, 2025*. https://fam.tuwien.ac.at/vcmf2025/registration.php ----------------------------------------------------- Dear colleagues, The third Vienna Congress on Mathematical Finance (VCMF 2025) will be held from July 9-11, 2025, once again at the WU campus. The conference will bring together leading experts from various fields of Mathematical Finance such as: - Financial Economics - Green and Sustainable Finance (Electricity, Energy,...) - Insurance (Climate Risk, Cyber Risk, ...) - Statistics for Financial Markets and Large Language Models - Mean Field Games and Stochastic Control - New Technologies in Finance and Insurance (Computational Methods and Machine Learning, Cryptocurrencies, Limit Order Book and High Frequency Trading, Algorithmic Trading) - Optimal Transport (Robust Finance) - Portfolio Optimisation - Risk Management (Risk Allocation, Risk Aggregation, Credit Risk and Systemic Risk) - Rough Analysis in Finance and Insurance (Rough and Stochastic Volatility) The conference program will feature plenary lectures, parallel sessions with invited and contributed talks as well as poster sessions. Moreover, there will be an attractive social program. In the framework of a Panel Discussion on the theme "AI in Finance and Insurance" we offer the conference participants a platform for discussions with a number of renowned experts. The VCMF 2025 follows the successful previous editions VCMF 2019 and VCMF 2016. For further information including details on plenary and invited speakers see the conference homepage at: https://fam.tuwien.ac.at/vcmf2025/ We are looking forward to meeting you in July! With kind regards from the VCMF 2025 organizers, Christa Cuchiero, Julia Eisenberg, Zehra Eksi-Altay, Rüdiger Frey, Stefan Gerhold, Paul Krühner, Uwe Schmock, Josef Teichmann ----------------------------------------------------- Venue: Campus of WU Wien Welthandelsplatz 1, 1020 Vienna, Austria Jointly organized by: TU Wien University of Vienna WU Vienna - Vienna University of Economics & Business WPI - Wolfgang Pauli Institute Gold Sponsors: Bank Austria IQAM Invest Raiffeisen Bank International Silver Sponsors: Deloitte Meyerthole Siems Kohlruss (further sponsors are welcome) Plenary Speakers: - Eduardo Abi Jaber (Ecole Polytechnique, FR) - René Aïd (Université Paris-Dauphine, FR) - Caroline Hillairet (ENSAE-Paris, CREST, FR) - Marcel Nutz (Columbia University, US) - Aaditya Ramdas (Carnegie Mellon University, US) - Sara Svaluto-Ferro (University of Verona, IT) - Renyuan Xu (University of Southern California, US) - Stefan Zohren (University of Oxford, UK) Invited Speakers: - Hansjoerg Albrecher (University of Lausanne, CH) - Ofelia Bonesini (London School of Economics, UK) - Katia Colaneri (University of Rome Tor Vergata, IT) - Damir Filipovic (EPFL and Swiss Finance Institute, CH) - Ruimeng Hu (University of California, US) - Grégoire Loeper (BNP Paribas CIB, FR) - Yuri F. Saporito (Fundação Getulio Vargas, BR) - Konstantinos Spiliopoulos (Boston University, US) Additionally on the first day of the congress there will be a panel discussion with the title: "AI in Finance and Insurance" Moderator: - Josef Teichmann (ETH Zurich, CH) For further details see the schedule overview: https://fam.tuwien.ac.at/vcmf2025/speakers.php Important dates and deadlines: Submission: The call for contributed talks & posters is open until March 16, 2025. Acceptance/rejection letters will be sent until April 15, 2025 at the latest. Registration: Early registration is possible until April 30, 2025. Registration is possible until June 15, 2025. Submission and Registration: https://fam.tuwien.ac.at/vcmf2025/registration.php CPD - Continuing Professional Development for actuaries: VCMF 2025 is accredited by the Actuarial Association of Austria (AVÖ). Actuaries can earn up to 17 CPD points. For any requests, do not hesitate to write an e-mail to the conference managers Katrin Artner and Sandra Trenovatz <vcmf2025(a)fam.tuwien.ac.at> ----------------------------------------------------- "Le congrès danse beaucoup, mais il ne marche pas." ("The congress does not move forward, it dances.") Prince Charles de Ligne’s famous words at the Congress of Vienna (1814-1815) https://en.wikipedia.org/wiki/Congress_of_Vienna -----------------------------------------------------

3 months, 3 weeks

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Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 05.03.2025, 17:15-18:30 CET, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 David Rügamer (Department of Statistics, LMU Munich; Munich Center for Machine Learning (MCML)) "Semi-Structured Regression: Current Advances and Challenges" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/summer-term-2025 ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

3 months, 4 weeks

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Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 26.02.2025, 16:00 CET, online talk Renata Alcoforado (Universidade Federal do Pernambuco, Brazil) "Socioeconomic benefits of the Brazilian INSS AtestMed programme" For further details see: https://owars.info/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

4 months

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Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ Women in Data Science and Mathematics ------------------------------------------------------------------------ Wed., 19.02.2024, 15:00 CET, online talk Haojie Ren (Shanghai Jiao Tong University) "Contextual Selection of Conformal Uncertainty Sets for Conditional Robust Optimization" For further details see https://www.windsmath.com/event-details-250224.html ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ Fri., 21.02.2025, 13:30 CET, online talk Gianmario Tessitore (UNIMIB University of Milano-Bicocca, Italy) "On approximations of stochastic optimal control problems with an application to climate equations" For further details see: http://users.jyu.fi/~chgeiss/seminar-on-sdes.html ------------------------------------------------------------------------ Budapest-Vienna Probability Seminar ------------------------------------------------------------------------ This year the Budapest-Vienna Probability Seminar will take place in Budapest on Friday, 28.03.2025. Invited speakers: Balint Virag (Toronto), Christophe Sabot (Lyon), Gady Kozma (Weizmann) For further details see: https://sites.google.com/view/budapest-vienna-proba-semi/home ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

4 months, 1 week

1
0

Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 12.02.2025, 10:00 CET, online talk Maud Thomas (Université Lyon 1, France) TBA For further details see: https://owars.info/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

4 months, 2 weeks

1
0

Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ Wed., 05.02.2025, online talk 17:00 CET Philipp Schmocker (Nanyang Technology University) "Random neural networks for solving non-linear P(I)DEs and applications to high-dimensional option pricing" 17:45 CET Yilie Huang (Columbia University) "Mean-Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study" For further details see https://sites.google.com/view/mlfinance/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

4 months, 3 weeks

1
0

Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ Actuarial Modelling Club ------------------------------------------------------------------------ Tue., 28.01.2025, 17:00-18:00 CET, lecture hall 8 or online TU Wien, 1040 Wien, Wiedner Hauptstr. 8, Freihaus building, 2nd floor, yellow section Alexander Meiksner, Thomas Hochreiter, Michael Reichard (arithmetica Consulting GmbH) "Risikotransfer und Optimierung der Rückversicherung" For further details and registration see: https://fam.tuwien.ac.at/vr/20250128.php ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 29.01.2025, 16:00 CET, online talk Mercè Claramunt (University of Barcelona, Spain) "The impact of occupational pension plans on the pension saving behaviour of Spanish households" For further details see: https://owars.info/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 29.01.2025, 17:30-19:00 CET, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Sören Christensen (Department of Mathematics, Christian-Albrechts University Kiel) "Strategic Randomization: Equilibria in Markovian Stopping Games" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/winter-term-2024… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

5 months

1
0

Reminder for upcoming seminars and talks (update)

by Schranzhofer, Manuel

At the Vienna Seminar in Mathematical Finance and Probability one talk was cancelled, please find below the updated news. ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 22.01.2025, 17:30-19:00 CET, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Thomas Nagler (LMU Munich; Munich Center for Machine Learning (MCML)) "The Surprising Effect of Reshuffling the Data During Hyperparameter Tuning" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/winter-term-2024… ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Thu., 23.01.2025, lecture hall 9 University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Wien, 1st floor 16:45: Dörte Kreher (HU Berlin) "On the stochastic porous medium equation with sticky reflected behavior" For further details see https://fam.tuwien.ac.at/events/vs-mfp/ ! Please note that the place changed due to the cancellation of the 2nd talk at this seminar ! ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Thu., 23.01.2025, 19:00 CET, online talk Scott Robertson (Boston University) "Rational Expectations Equilibrium with Endogenous Information Acquisition Time" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

5 months

1
0

Reminder for upcoming seminars and talks

by Wiedermann, Kristof

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 22.01.2025, 17:30-19:00 CET, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Thomas Nagler (LMU Munich; Munich Center for Machine Learning (MCML)) "The Surprising Effect of Reshuffling the Data During Hyperparameter Tuning" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/winter-term-2024… ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Thu., 23.01.2025, 15:30 CET, room D4.0.127 WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Claudio Fontana (University of Padova) "Data-driven Heath-Jarrow-Morton models" Dörte Kreher (HU Berlin) "On the stochastic porous medium equation with sticky reflected behavior" For further details see https://fam.tuwien.ac.at/events/vs-mfp/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Thu., 23.01.2025, 19:00 CET, online talk Scott Robertson (Boston University) "TBA" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

5 months, 1 week

1
0

Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Mon., 13.01.2025, 17:30-19:00 CET, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Wolfgang Karl Härdle (School of Business and Economics, Humboldt-Universität zu Berlin) "Pricing Kernels Are Often Non-monotone..." For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/winter-term-2024… ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 15.01.2025, 16:00 CET, online talk Marlon Moresco (Federal University of Rio Grande do Sul, Brazil) "Set risk measures" For further details see https://owars.info/ ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ Fri., 17.01.2025, 13:30 CET, online talk Jean-François Chassagneux (ENSAE Paris, France) "Computing the stationary measure of McKean-Vlasov SDEs" For further details see: http://users.jyu.fi/~chgeiss/seminar-on-sdes.html ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

5 months, 2 weeks

1
0

Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 08.01.2025, 17:30-19:00 CET, room D4.0.133 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Lukas Steinberger (Department of Statistics and Operations Research, University of Vienna) "Statistical Efficiency in Local Differential Privacy" For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/winter-term-2024… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

5 months, 3 weeks

1
0

Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ Women in Data Science and Mathematics ------------------------------------------------------------------------ Tue., 17.12.2024, 13:00 CET, online talk Aretha Teckentrup (University of Edinburgh) "Deep Gaussian processes: theory and applications" For further details see: https://www.windsmath.com/event-details-241217.html ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

6 months, 2 weeks

1
0

Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 11.12.2024, 16:00 CET, online talk Lu Yang (University of Minnesota, USA) "TBA" For further details see: https://owars.info/#howto ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ Fri., 13.12.2024, 13:30 CET, online talk Arnulf Jentzen (The Chinese University of Hong Kong, Shenzhen (CUHK-Shenzhen), China and University of Münster, Germany) "Overcoming the Curse of Dimensionality: From Nonlinear Monte Carlo to the Training of Deep Neural Networks" For further details see: http://users.jyu.fi/~chgeiss/seminar-on-sdes.html ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

6 months, 3 weeks

1
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Reminder for upcoming seminars and talks

by Schranzhofer, Manuel

------------------------------------------------------------------------ TUForMath ------------------------------------------------------------------------ Thu., 05.12.2024, 18:00 CET, Freihaus Hörsaal 8, TU Wien, 1040 Wien, Wiedner Hauptstraße 8, "Freihaus" building, yellow section, 2nd floor Christa Cuchiero (Universität Wien) "Finanzmärkte mittels Mathematik und KI verstehen" For further details see: https://www.tuwien.at/tuformath/news/news/finanzmaerkte-mittels-mathematik-… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

6 months, 4 weeks

1
0

Reminder for upcoming seminars and talks

by Wiedermann, Kristof

------------------------------------------------------------------------ Announcement of Public PhD Thesis Defense at TU Wien ------------------------------------------------------------------------ Mon., 25.11.2024, 10:15, conference room of the Deanery, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, green area, 9th floor (8th floor, then staircase in the green area to the 9th floor) or online via Zoom (ID: 662 2149 0440, PW: yB5kQHRD) https://tuwien.zoom.us/j/66221490440?pwd=4II9FOicZU8oJ8Verrqe4VadypkGBO.1 Aleksandar Arandjelovic (FAM @ TU Wien & WU Vienna) "Theory of Neural Networks with Applications in Finance, Insurance and Climate-Economy Modelling" (Public PhD Thesis Defense) For further details see: https://www.tuwien.at/fileadmin/Assets/tu-wien/Organisation/universitaetsle… ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 27.11.2024, 10:00 CET, online talk Thomas Bernhardt (University of Manchester) "Wealth heterogeneity in a pooled annuity fund" For further details see https://owars.info/ ------------------------------------------------------------------------ Women in Data Science and Mathematics ------------------------------------------------------------------------ Wed., 27.11.2024, 15:00 CET, online talk Coralia Cartis (University of Oxford) "Dimensionality reduction techniques for optimization problems" For further details see https://www.windsmath.com/event-details-241127.html ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 27.11.2024, 17:30-19:00 CET, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Davy Paindaveine (Université Libre de Bruxelles) "Rank Tests for PCA Under Weak Identifiability" For further details see https://www.wu.ac.at/en/statmath/research/research-seminar/winter-term-2024… ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Thu., 28.11.2024, 15:30-17:30 CET, lecture hall 15 University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Wien, 2nd floor Hao Ni (University College London) "Characteristic Function of the Signature of Diffusion Processes and beyond" Yifan Jiang (University of Oxford, UK) "Sensitivity of causal distributionally robust optimization" For further details see https://fam.tuwien.ac.at/events/vs-mfp/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Thu., 28.11.2024, 19:00 CET, online talk Giorgia Callegaro (University of Padova) "Continuous-time persuasion by filtering" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ VCMF 2025 - subscribe news ------------------------------------------------------------------------ Vienna Congress on Mathematical Finance Wed–Fri, July 9–11, 2025 at WU Vienna Register for mailing list VCMF-news to get updates: https://fam.tuwien.ac.at/mm/postorius/lists/vcmf-news.fam.tuwien.ac.at/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

7 months

1
0

Reminder for upcoming seminars and talks

by Wiedermann, Kristof

------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Thu., 14.11.2024, 19:00-20:00 CET, online talk Ben Hambly (University of Oxford) "Systemic risk, endogenous contagion and McKean-Vlasov control" For further details see http://wiki.siam.org/siag-fm/index.php/Current_events ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

7 months, 2 weeks

1
0

Reminder for upcoming seminars and talks

by Wiedermann, Kristof

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 13.11.2024, 16:00 CET, online talk Malene Kallestrup-Lamb (Aarhus University) "The Heterogeneity of Health Dynamics" For further details see https://owars.info/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 13.11.2024, 17:30-19:00 CET, room D4.0.127 & online WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Xinwei Shen (ETH Zürich) "Distributional Learning: From Methodology to Applications" For further details see https://www.wu.ac.at/en/statmath/research/research-seminar/winter-term-2024… ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ Fri., 15.11.2024, 13:30 CET, online talk Mathias Beiglboeck (University of Vienna) "Martingale Benamou-Brenier" For further details see http://users.jyu.fi/~chgeiss/seminar-on-sdes.html ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

7 months, 2 weeks

1
0

Reminder for upcoming seminars and talks

by Wiedermann, Kristof

------------------------------------------------------------------------ Actuarial Modelling Club (AMC) ------------------------------------------------------------------------ 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 ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

7 months, 3 weeks

1
0

Reminder for upcoming seminars and talks

by Wiedermann, Kristof

------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ Women in Data Science and Mathematics ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ TU Wien: Economic Theory & Policy Seminar ------------------------------------------------------------------------ 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-… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CET = Central European Time = UTC +1:00, https://time.is/en/CET -----------------------------------------------------------------------

8 months

1
0

Reminder for upcoming seminars and talks

by Wiedermann, Kristof

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ 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… ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ 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… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST -----------------------------------------------------------------------

8 months, 1 week

1
0

Reminder for upcoming seminars and talks

by Wiedermann, Kristof

------------------------------------------------------------------------ University of Vienna, Faculty of Mathematics ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ Announcement of Public PhD Thesis Defense ------------------------------------------------------------------------ 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/… ------------------------------------------------------------------------ Announcement of a Habilitation Talk ------------------------------------------------------------------------ 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… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST -----------------------------------------------------------------------

8 months, 2 weeks

1
0

Reminder for upcoming seminars and talks

by Wiedermann, Kristof

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 16.10.2024, 17:00 CEST, online talk Karim Barigou (Université Laval, Canada) "TBA" For further details see https://owars.info/ ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ 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 ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST -----------------------------------------------------------------------

8 months, 2 weeks

1
0

Reminder for upcoming seminars and talks

by Wiedermann, Kristof

------------------------------------------------------------------------ VCMF 2025 - Save the date! ------------------------------------------------------------------------ Vienna Congress on Mathematical Finance Wed–Fri, July 9–11, 2025 https://fam.tuwien.ac.at/vcmf2025/ Further details t.b.a. ------------------------------------------------------------------------ ASD 2025 - Save the date! ------------------------------------------------------------------------ Austrian Stochastics Days September 5, 2025, JKU Linz (Conference Dinner: evening of September 4) Details t.b.a. ------------------------------------------------------------------------ CCI 2025 - Save the date! ------------------------------------------------------------------------ 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/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST -----------------------------------------------------------------------

9 months

1
0

Reminder for upcoming seminars and talks

by Wiedermann, Kristof

------------------------------------------------------------------------ Women in Data Science and Mathematics ------------------------------------------------------------------------ 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 ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ 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… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST -----------------------------------------------------------------------

9 months, 1 week

1
0

Reminder for upcoming seminars and talks

by Wiedermann, Kristof

------------------------------------------------------------------------ World Online Seminars on Machine Learning in Finance ------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ Women in Data Science and Mathematics ------------------------------------------------------------------------ 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 ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST -----------------------------------------------------------------------

10 months

1
0

Workshop "Climate Change and Insurance" - last day of standard registration

by Sandra Trenovatz (CCI 2024)

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 ------------------------------------------------------------------ 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. ------------------------------------------------------------------ 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>

10 months, 1 week

1
0

reminder for upcoming seminars and talks

by FAM-office

------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ 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/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST -----------------------------------------------------------------------

10 months, 2 weeks

1
0

Reminder for upcoming seminars and talks

by Wiedermann, Kristof

------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Thu., 27.6.2024, 16:30 CEST (minimal changes possible), seminar room DB gelb 07 TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, yellow section, 7th floor Pavel Shevchenko (Macquarie Business School) "Solving stochastic dynamic integrated climate-economy models" For further details see https://fam.tuwien.ac.at/events/vs-mfp/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Thu., 27.6.2024, 19:00 CEST, online talk Alvaro Cartea (University of Oxford) "TBA" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST -----------------------------------------------------------------------

1 year

1
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Reminder for upcoming seminars and talks

by Wiedermann, Kristof

------------------------------------------------------------------------ PhD Seminar of QUARIMAFI ------------------------------------------------------------------------ Tue., 18.06.2024, 11:30 CEST, Seminarraum 9 or online via Zoom University of Vienna, 1090 Wien, Kolingasse 14-16 Thorsten Schmidt (Albert-Ludwigs-Universität Freiburg) "Estimating Risk: GARCH vs. LSTM" Tue., 18.06.2024, 15:00 CEST, Seminarraum 19 or online via Zoom University of Vienna, 1090 Wien, Kolingasse 14-16 Thorsten Schmidt (Albert-Ludwigs-Universität Freiburg) "Insurance-Finance Arbitrage" Zoom details: https://univienna.zoom.us/j/68190231051?pwd=fO84cKhyQpsrHhxEQlClBlfCpZ3NAa.1 Code: 902652 For further details see https://moodle.univie.ac.at/course/view.php?id=431247 https://quarimafi.univie.ac.at/ ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST -----------------------------------------------------------------------

1 year

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Reminder for upcoming seminars and talks

by Wiedermann, Kristof

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fri., 21.6.2024, 10:30-12:00 CEST, room D4.0.127 & stream WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Claudia Ceci (University of Rome "La Sapienza") "A BSDE-Based Optimal Reinsurance in a Model With Jump Clusters" For further details see https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2024 ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST -----------------------------------------------------------------------

1 year

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Reminder for upcoming seminars and talks

by Wiedermann, Kristof

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 12.6.2024, 17:00-18:30 CEST, room D4.0.133 WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Pavel V. Shevchenko (Macquarie Business School, Macquarie University, Australia) "Optimal Annuitization, Housing and Reverse Mortgage in Retirement in the Presence of a Means-Tested Public Pension" Fri., 14.6.2024, 10:30-12:00 CEST, room D4.0.127 WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Andreas Groll (TU Dortmund) "Automated Effects Selection via Regularization in Cox Frailty Models" For further details see https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2024 ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST -----------------------------------------------------------------------

1 year

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Reminder for upcoming seminars and talks

by Wiedermann, Kristof

------------------------------------------------------------------------ Actuarial Modelling Club (AMC) ------------------------------------------------------------------------ Tue, 4.6.2024, 17:00-18:00 CEST, Freihaus Hörsaal 8 (& livestream), TU Wien, 1040 Wien, Wiedner Hauptstraße 8, "Freihaus" building, yellow section, 2nd floor Eckhard Platen (University of Technology Sydney) "Anwendung des Benchmark Ansatzes für die Altersversorgung" For further details and registration see https://fam.tuwien.ac.at/events/vr/20240604.php ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 5.6.2024, 17:00 CEST, online talk Karim Barigou (Université Laval, Canada) "TBA" For further details see https://owars.info/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fri., 7.6.2024, 10:30-12:00 CEST, room D4.0.127 & stream WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Michal Pešta (Charles University, Prague) "Semi-continuous Time Series for Sparse Data With Volatility Clustering" For further details see https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2024 ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST -----------------------------------------------------------------------

1 year

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reminder for upcoming seminars and talks

by FAM-office (Sandra Trenovatz)

------------------------------------------------------------------------ ISOR Colloquium ------------------------------------------------------------------------ Mon, 27.05.2024, 16:45-17:45, lecture hall 7, Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 1st floor Sara Biagini (LUISS Guido Carli University, Italy) "Emission impossible: balancing environmental concerns and inflation" For further details see https://isor.univie.ac.at/isor-colloquium/talk/news/emission-impossible-bal… ------------------------------------------------------------------------ Actuarial Modelling Club (AMC) ------------------------------------------------------------------------ Tue, 28.05.2024, 16:30-18:00, Freihaus Hörsaal 8 (& livestream), TU Wien, 1040 Wien, Wiedner Hauptstraße 8, "Freihaus" building, yellow section, 2nd floor Florian Nuding (Wüstenrot), Bartosz Gaweda (Milliman), Jan Küthe (Akur8) "Cutting-edge in Pricing: Penalized Regression, Market Price Insights, and Practical Lessons" For further details and registration see https://fam.tuwien.ac.at/vr/20240528.php ------------------------------------------------------------------------ Women in Data Science and Mathematics ------------------------------------------------------------------------ Wed., 29.5.2024, 19:00 CEST, online talk Ruimeng Hu (University of California, Santa Barbara) "A deep learning analysis of climate change, innovation, and uncertainty" For further details see https://www.windsmath.com/event-details-240529.html ------------------------------------------------------------------------ International Seminar on SDEs and Related Topics ------------------------------------------------------------------------ Fri., 31.5.2024, 13:30 CEST, online talk Claudia Strauch (Aarhus University) "Towards data-driven stochastic control: Learning diffusion dynamics and optimal strategies" For further details see http://users.jyu.fi/~chgeiss/seminar-on-sdes.html ------------------------------------------------------------------------

1 year, 1 month

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Reminder for upcoming seminars and talks

by Wiedermann, Kristof

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 22.5.2024, 10:00 CEST, online talk Jae Kyung Woo (University of New South Wales, Australia) "New equity-linked insurance products for couples: Design and Valuation" For further details see https://owars.info/ ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Thu., 23.5.2024, 16:00 CEST, seminar room DB gelb 07 TU Wien, Wiedner Hauptstraße 8, 1040 Wien, "Freihaus" building, yellow section, 7th floor Martin Friesen (Dublin City University) "Affine Volterra processes: From stochastic stability to statistical inference" For further details see https://fam.tuwien.ac.at/events/vs-mfp/ ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Thu., 23.5.2024, 19:00 CEST, online talk Samuel Cohen (University of Oxford) "Calibration of Hawkes-like processes for LOBs" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST -----------------------------------------------------------------------

1 year, 1 month

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Reminder for upcoming seminars and talks

by Wiedermann, Kristof

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Wed., 15.5.2024, 17:15-18:45 CEST, room D4.0.127 & stream WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4 Umut Cetin (London School of Economics and Political Science) "Insider Trading With Legal Risk in Continuous Time" For further details see https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2024 ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST -----------------------------------------------------------------------

1 year, 1 month

1
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Reminder for upcoming seminars and talks

by Wiedermann, Kristof

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ Wed., 8.5.2024, 17:00 CEST, online talk Corina Constantinescu (University of Liverpool) "TBA" For further details see https://owars.info/ ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Wed., 8.5.2024, 19:00-20:00 CEST, online talk Mykhaylo Shkolnikov (Carnegie Mellon University) "Pathwise entropy solutions of SPDEs via rank-based models with common noise" For further details see http://wiki.siam.org/siag-fm/index.php/Current_events ------------------------------------------------------------------------ FAM @ TU Wien: Workshop "Climate Change and Insurance" ------------------------------------------------------------------------ Workshop "Climate Change and Insurance" (CCI 2024) TU Wien, Vienna, Wed–Fri, September 4–6, 2024 https://fam.tuwien.ac.at/cci2024/ The deadline for abstract submission is May 15th, 2024: https://fam.tuwien.ac.at/cci2024/submission.php Plenary talks & discussants: - M. Carmen Boado-Penas, Heriot-Watt University, UK: "Climate emergency: Understanding the risks" - Jose Garrido, Concordia University Montreal, Canada: "Actuarial climate indexes: International comparative study and insurance applications" - Robert Holzmann, Governor OeNB, Austria: "Damages by extreme weather and the case of insurance" - Chris Kenyon, MUFG Securities EMEA plc and University College London, UK: "Climate-economy scenario/probability construction for financial markets" - Ralf Korn, TU Kaiserslautern and Fraunhofer ITWM, Germany: "Optimal investment with sustainable assets - Aspects for a life insurer" - Frank Schiller, Munich RE, Germany: "Climate Change might not only impact the insurance risks – The whole business model needs a thorough review" FAM thanks the (first) sponsors: - KPMG - Milliman - Wiener Städtische ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST -----------------------------------------------------------------------

1 year, 1 month

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