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ISOR Colloquium
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Fr., 25.4.2022, 16:45-17:45 (UTC +2:00 = CEST), online talk
Simon Hochgerner (FMA - Austrian Financial Market Authority)
"Mean-field LIBOR market models and valuation of long term guarantees"
For further (including abstract & log-in link) see
https://isor.univie.ac.at/isor-colloquium/current-talks/
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Actuarial Science and Financial Mathematics Seminar Series
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Fr., 29.4.2022, 16:00-17:30 (UTC +2:00 = CEST), online talk
Rudi Zagst (Technical University of Munich)
"Optimal investment strategies for pension funds in the absence of
guarantees"
For further details see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
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Budapest-Vienna Probability Seminar
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Budapest-Vienna Probability Seminar
IST Austria, April 27, 2022, 14:00 - 17:30
This series of events is jointly organised by the community
of probabilists of Vienna (IST, TUW, UW) and Budapest (BME, ELTE, RI).
The Talks:
14:00-14:50
Herbert Spohn (TU Munich)
"Generalised Gibbs ensembles for the Calogero fluid"
15:00-15:50
Mathias Beiglböck (University of Vienna)
"The Wasserstein space of stochastic processes"
16:30-17:20
Gabor Pete (Renyi Institute; TU Budapest)
"Stake-governed random tug-of-war"
For further details see
https://sites.google.com/view/budapest-vienna-proba-semi/home
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10th Austrian Stochastics Days
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10th Austrian Stochastics Days
Vienna, Friday, September 8-9, 2022
https://stochastics-days.at
The 10th Austrian Stochastics Days will be held in physical presence
(with high probability) at the University of Vienna, Austria, on
Thursday and Friday, September 8-9, 2022.
The ASD are intended to provide scientists and young researchers working
in the field of Stochastics with an opportunity to network, to present
their latest research, and to initiate collaborations, as well as
bringing researchers working on theory and applications together.
This year's keynote speakers will be
- Juhan Aru (École Polytechnique Fédérale de Lausanne),
- Christa Cuchiero (Universität Wien) and
- Alexander Steinicke (Montanuniversität Leoben).
Submission is possible until August 14, 2022, nevertheless we ask to
send submissions earlier if possible.
Registration is open and is mandatory, but free.
All details are provided on the conference web page:
https://stochastics-days.at
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IME 2022 - Submission Deadline
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25th International Congress on
Insurance: Mathematics and Economics - IME 2022
July 12-15, 2022, online or Guangzhou, China
https://conf.ichaos.com.cn/ime2022/
The submission is open until April 30, 2022.
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One World Actuarial Research Seminar
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We., 20.4.2022, 14:00 (UTC +2:00 = CEST), online talk
Christian Furrer (University of Copenhagen)
"Change of measure techniques for scaled insurance cash flows"
For further details see
https://owars.info/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
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Talks in Financial and Insurance Mathematics
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Th., 7.4.2022, 17:15-18:15 (UTC +1:00 = CET), online talk
Paolo Guasoni (Dublin City University)
"Incomplete-Market Equilibrium with Unhedgeable Fundamentals and
Heterogenous Agents"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html
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Actuarial Science and Financial Mathematics Seminar Series
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Fr., 8.4.2022, 16:00-17:30 (UTC +1:00 = CET), online talk
Jennifer Alonso Garcia (Université Libre de Bruxelles)
"A hybrid variable annuity contract embedded with living and death
benefit riders"
For further details see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
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Online seminars on Optimal Stopping and Related Topics
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Tu., 29.3.2022, 18:00 (UTC +1:00 = CET), online talk
Patrick Cheridito, ETH Zurich
"TBA"
For further details see
https://sites.google.com/view/optimalstopping/home
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Actuarial Science and Financial Mathematics Seminar Series
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Fr., 1.4.2022, 15:00-17:30 (UTC +1:00 = CET), online talk
Damir Filipović (EPFL) and Swiss Finance Institute
"Stripping the Discount Curve - a Robust Machine Learning Approach"
For further details see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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World Online Seminars on Machine Learning in Finance
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Tu., 22.3.2022, 19:00 (UTC +1:00 = CET), online talk
Nelson Vadori (JP Morgan AI Research)
"Towards Multi-Agent Reinforcement Learning driven Over-The-Counter
Market Simulations"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
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One World Actuarial Research Seminar
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We., 2.4.2022, 16:00 (UTC +1:00 = CET), online talk
Alfred Müller (University of Siegen)
"Decisions under uncertainty: sufficient conditions for almost
stochastic dominance"
For further details see
https://owars.info/
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Research Seminar Series
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We., 25.3.2022, 10:30-12:00 (UTC +1:00 = CET), online talk
Katia Colaneri (University of Rome)
"Discrete-Time Optimization Problems in Insurance With a Final
Distribution Constraint"
For further details (including abstract & log-in link) see
https://www.wu.ac.at/en/statmath/research/resseminar/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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Talks in Financial and Insurance Mathematics
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Th., 17.3.2022, 17:15-18:15 (UTC +1:00 = CET), online talk
Martin Keller-Ressel (Technische Universität Dresden)
"The Shape of the Term Structure in Affine Two-Factor Models"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html
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Actuarial Science and Financial Mathematics Seminar Series
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Fr., 18.3.2022, 16:00-17:30 (UTC +1:00 = CET), online talk
Caroline Hillairet (École Nationale de la Statistique et de
L'Administration Économique (ENSAE))
"Valuation of cyber-insurance derivatives indexed by Hawkes processes"
For further details see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 10.3.2022, 19:00-20:00 (UTC +1:00 = CET), online talk
Mesias Alfeus (Stellenbosch University)
"Quantitative Finance: Toward A General Framework for Modelling
Roll-Over Risk"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
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Talks in Financial and Insurance Mathematics
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Th., 10.3.2022, 17:15-18:15 (UTC +1:00 = CET), online talk
Umut Çetin (London School of Economics)
"Power Laws in Market Microstructure"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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Online seminars on Optimal Stopping and Related Topics
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We., 1.3.2022, 12:00 (UTC +1:00 = CET), online talk
Anna Aksamit (University of Sydney)
"Information modelling: new type of filtration enlargement and applications"
For further details see
https://sites.google.com/view/optimalstopping/home
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Talks in Financial and Insurance Mathematics
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Th., 3.3.2022, 17:15-18:15 (UTC +1:00 = CET), online talk
Thorsten Schmidt (University of Freiburg)
"Term Structure Modelling with Overnight Rates Beyond Stochastic Continuity"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html
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Research Seminar Series
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Fr., 4.3.2022, 11:00-12:30 (UTC +1:00 = CET), on-campus talk: room
TC.4.05 & stream
Paul Eisenberg (WU Wien)
"Affine Models for Energy Markets"
For further details (including abstract & log-in link) see
https://www.wu.ac.at/en/statmath/research/resseminar/
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Actuarial Science and Financial Mathematics Seminar Series
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Fr., 4.3.2022, 16:00-17:30 (UTC +1:00 = CET), online talk
Mitja Stadje (Ulm University)
"Optimal portfolio choice under endogenous permanent market impacts"
For further details see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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Oxford Stochastic Analysis and Mathematical Finance Seminar
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Mo., 21.2.2022, 16:30-18:30 (UTC +1:00 = CET), online talk
Gudmund Pammer (ETH Zurich)
"The Wasserstein space of stochastic processes & computational aspects"
For further details see
https://researchseminars.org/seminar/OxfordStochasticAnalysis
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Bachelier Finance Society One World Seminars
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Th., 24.2.2022, 19:00 (UTC +1:00 = CET), online talk
Matteo Burzoni (University of Milan)
"A unifying approach to viability and arbitrage"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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Data Science Challenge
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UNIQA Data Science Challenge 2022
Anybody can join - students can win!
Show your skills and accept the challenge:
https://uniqa4ward.com/en/challenge.html
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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World Online Seminars on Machine Learning in Finance
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Tu., 8.2.2022, 19:00 (UTC +1:00 = CET), online talk
Damir Filipović (EPFL and Swiss Finance Insitute)
"Stripping the Discount Curve -- a Robust Machine Learning Approach"
For further (including abstract & log-in link) see
https://sites.google.com/view/mlfinance/
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One World Actuarial Research Seminar
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We., 9.2.2022, 13:00 (UTC +1:00 = CET), online talk
Christian Furrer (University of Copenhagen)
"Change of measure techniques for scaled insurance cash flows"
For further details see
https://owars.info/
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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 10.2.2022, 19:00-20:00 (UTC +1:00 = CET), online talk
Stephane Crepey (Université de Paris / LPSM)
"Darwinian model risk and reverse stress testing"
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/
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UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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