------------------------------------------------------------------------
Veranstaltungsreihe "Actuarial Modelling Club"
------------------------------------------------------------------------
Tu., 6.10.2020, 16:30 (UTC +2:00 = CEST), online talk
Dietmar Hareter und Fabian Pribahsnik
(Wiener Städtische Versicherung AG Vienna Insurance Group)
"Data Science im Live-Betrieb (Ein Online-Vortrag von Praktikern für
Praktiker_innen)"
(Actuarial Modelling Club)
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/vr/
Details zu Vortrag und Anmeldung siehe:
https://fam.tuwien.ac.at/vr/
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
We., 7.10.2020, 17:00 (UTC +2:00 = CEST), online talk
Frédéric Godin (Concordia University)
"A mixed bond and equity fund model for the valuation of segregated fund
policies"
For further details (including abstracts) see
http://www.maths.usyd.edu.au/u/munir/owars/
------------------------------------------------------------------------
Bachelier Finance Society World Seminar
------------------------------------------------------------------------
Th., 8.10.2020, 19:00 (UTC +2:00 = CEST), online talk
Damir Filipović (Ecole Polytechnique Fédérale de Lausanne)
"TBA"
For further details (abstract & log-in link will follow soon) see:
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
------------------------------------------------------------------------
Actuarial Science and Financial Mathematics Seminar Series
------------------------------------------------------------------------
Fr., 9.10.2020, 16:00-17:30 (UTC +2:00 = CEST), online talk
Nan Zhu (Penn State University)
"The efficiency of voluntary risk classification in insurance markets"
For further details (including abstracts) see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
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------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Th., 01.10.2020, 19:00-20:00 (UTC +2:00 = CEST), online talk
Samuel Drapeau (Shanghai Jiao Tong University)
"On Detecting Spoofing Strategies in High Frequency Trading"
For abstract and further details (registration necessary due to security
reasons) see:
https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg
------------------------------------------------------------------------
Insurance Seminar at the Department of Mathematics 2020
------------------------------------------------------------------------
Th., 01.10.2020, 09:00-15:00 (UTC +2:00 = CEST), hybrid event
Erik Bølviken (University of Oslo)
"Risky risk assessment"
Mari Dahl Eggen (University of Oslo)
"The LIBOR Forward Rate in a HJM-Lévy Framework"
Martin Jullum (Norsk Regnesentral)
"Dectecting Money Laundering with Machine Learning"
Julia Eisenberg (TU Wien)
"On some control problems in pension insurance"
Krzysztof Paczka (Gjensidige)
"Gjensidige's internal model and capital management"
For further details see:
https://www.mn.uio.no/math/english/research/groups/risk-stochastics/events/…
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
------------------------------------------------------------------------
--
Franziska Wohlmuth (Secretary) secr(a)fam.tuwien.ac.at
Financial and Actuarial Mathematics (FAM)
https://fam.tuwien.ac.at/
TU Wien, Wiedner Hauptstrasse 8/105-01 & -05, 1040 Vienna, Austria
To Whom it May Concern:
after stopping FAM-news in spring, we again start to inform about talks
and events in the area of Financial and Actuarial Mathematics.
As due to the COVID-19 pandemic the number of interesting events which
can be visited online increased almost exponentially in spring. We
therefore can only send a selection and moreover refer to other
webpages, e.g.,
https://mathseminars.org/
(= https://researchseminars.org/)
On the FAM-homepage you can find a collection of links / webpages:
https://fam.tuwien.ac.at/events/
Below you can find a selection of upcoming talks & events.
Best wishes,
Franziska / FAM-office
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
We., 23.9.2020, 14:00 (UTC +2:00 = CEST), online talk
Han Li (Macquarie University)
"Joint Extremes in Temperature and Mortality: Bivariate POT Approach"
For further details (including abstracts) see
http://www.maths.usyd.edu.au/u/munir/owars/
------------------------------------------------------------------------
Bachelier Finance Society World Seminar
------------------------------------------------------------------------
Th., 24.9.2020, 19:00 (UTC +2:00 = CEST), online talk
Ludovic Tangpi (Princeton University)
"Backward propagation of chaos and large population games asymptotics"
For further details (including abstract & log-in link) see:
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
========================================================================
UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
------------------------------------------------------------------------
--
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Th., 17.09.2020, 19:00 (UTC +2:00 = CEST), online talk
Rene Carmona (Princeton University)
"Contract theory and mean field games to inform epidemic models"
For abstract and further details (registration necessary due to security
reasons) see:
https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg
------------------------------------------------------------------------
Insurance Seminar at the Department of Mathematics 2020
------------------------------------------------------------------------
Th., 01.10.2020, 09:00-15:00 (UTC +2:00 = CEST), hybrid event
Erik Bølviken (University of Oslo)
"Risky risk assessment"
Mari Dahl Eggen (University of Oslo)
"The LIBOR Forward Rate in a HJM-Lévy Framework"
Martin Jullum (Norsk Regnesentral)
"Dectecting Money Laundering with Machine Learning"
Julia Eisenberg (TU Wien)
"On some control problems in pension insurance"
Krzysztof Paczka (Gjensidige)
"Gjensidige's internal model and capital management"
Online Registration until Mo., 21.09.2020!
For further details see:
https://www.mn.uio.no/math/english/research/groups/risk-stochastics/events/…
========================================================================
UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
------------------------------------------------------------------------
To Whom it May Concern:
after stopping FAM-news in spring, we again start to inform about talks
and events in the area of Financial and Actuarial Mathematics.
As due to the COVID-19 pandemic the number of interesting events which
can be visited online increased almost exponentially in spring. We
therefore can only send a selection and moreover refer to other
webpages, e.g.,
https://mathseminars.org/
(= https://researchseminars.org/)
On the FAM-homepage you can find a collection of links / webpages:
https://fam.tuwien.ac.at/events/
Below you can find a selection of upcoming talks & events.
Best wishes,
Sandra / FAM-office
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
We., 09.09.2020, 14:00 (UTC +2:00 = CEST), online talk
Ronald Richman (QED Actuaries & Consultants, South Africa)
"Time-Series Forecasting of Mortality Rates using Deep Learning"
For further details (including abstracts) see
http://www.maths.usyd.edu.au/u/munir/owars/
------------------------------------------------------------------------
Bachelier Finance Society World Seminar
------------------------------------------------------------------------
Th., 10.9.2020, 19:00 (UTC +2:00 = CEST), online talk
Christa Cuchiero (University of Vienna)
"Universality of affine and polynomial processes"
For further details (including abstract & log-in link) see:
https://ethz.zoom.us/meeting/register/tJ0odO-grDwtGNM3thymEG-50Rm_TyyEQ_Kz
or
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
------------------------------------------------------------------------
Risk Day 2020
------------------------------------------------------------------------
Fr., 11.09.2020, 12:15 (UTC +2:00 = CEST), online talk
Lara J. Warner (Credit Suisse)
"Transformation Risk"
For further details (incl. registration) see:
https://risklab.ch/news-and-events/risk-day.html
========================================================================
UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
------------------------------------------------------------------------
To Whom it May Concern,
https://mathseminars.org/ was extended to https://researchseminars.org/
- this seems to get a world wide platform for maths, physics, and many
fields more.
I wish the organisers a lot of success and I hope you can find a lot of
interesting talks and events there.
As always, below you can find a small selection of events within the
next days.
Best wishes,
Sandra (FAM-office)
https://fam.tuwien.ac.at/events/
========================================================================
UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
------------------------------------------------------------------------
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
We., 20.05.2020, 14:00 (UTC +2:00 = CEST), online talk
Moshe Milevsky (York University, Toronto)
"Is Covid-19 a parallel shift of the term structure
of mortality? Implications for annuity pricing"
For further details see
http://www.maths.usyd.edu.au/u/munir/owars/
------------------------------------------------------------------------
#StayHome - Actuarial Seminar
------------------------------------------------------------------------
28 minutes (online since 2020-05-16), online talk
Mario Wuethrich (ETH)
"Boosting Classical Actuarial GLMs with Telematics"
For further details see:
https://ethz.zoom.us/rec/share/-O9TDuv1rXFLYaPuyHrYCrB8EarYT6a8h3JMqPoMzRx6…
or https://people.math.ethz.ch/~wueth/
------------------------------------------------------------------------
Les probabilités de demain webinar
------------------------------------------------------------------------
Mo., 25.05.2020, 15:30-16:00 (UTC +2:00 = CEST), online talk
Rémi Catellier (Université de Nice Sophia-Antipolis)
"Convergence for stochastic differential equation: a rough approach"
For further details see
https://researchseminars.org/talk/LPDD/10/
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Th., 28.05.2020, 19:00-20:00 (UTC +2:00 = CEST), online
Panel discussion on Energy Markets
Panelists:
Rene Aid, Université Paris-Dauphine, France
Glen Swindle, Scoville Risk Partners, USA
Zef Lokhandwalla, Bloomberg LP, USA
Mike Ludkovski, University of California Santa Barbara, USA
Moderator:
Ronnie Sircar, ORFE, Princeton University
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
and https://researchseminars.org/talk/FinMath/4/
------------------------------------------------------------------------
To Whom it May Concern,
while waiting for a change back to the good old days (before Covid-19)
you can listen & watch to scientfic talks...
Some of them you can even follow if you missed them. e.g., on the
YouTube channel of the SIAM Activity Group on Financial Mathematics and
Engineering (FTE) you can find the following videos:
- Inaugural SIAM Activity Group on FME Virtual Talk (Paul Embrechts)
- Second SIAM Activity Group on FME Virtual Talk (Blanca Horvath)
https://www.youtube.com/user/SIAMConnects/videos
[You can also just search for "FME Virtual Talk" on YouTube]
You can find already an impressive list of talks & seminars on:
- https://mathseminars.org/
(e.g., filter by the topic "probability")
and - as always - a list of suggestions at the end of this email.
Additionally you can find information on:
- https://fam.tuwien.ac.at/events/
If you listen to a talk which was not mentioned on "mathseminars.org"
you might suggest organisers to announce future talks (seminars, events)
there.
Best wishes,
Sandra (FAM-office)
P.S.: Thank you for following the FAM-news mailing list (= FAM-ily
Newsletter):
https://fam.tuwien.ac.at/mailman/listinfo/fam-news
========================================================================
UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
------------------------------------------------------------------------
------------------------------------------------------------------------
One World MINDS Seminar
------------------------------------------------------------------------
Th., 14.5.2020, 14:00 (UTC +2:00 = CEST), online talk
Ilya Razenshteyn (Microsoft Research, US)
https://www.ilyaraz.org/
"Scalable Nearest Neighbor Search for Optimal Transport"
For further details (including abstracts) see
https://sites.google.com/view/minds-seminar/
------------------------------------------------------------------------
FME Talk Series
------------------------------------------------------------------------
Th., 14.05.2020, 19:00-20:00 (UTC +2:00 = CEST), online talk
Bruno Dupire (Bloomberg)
https://en.wikipedia.org/wiki/Bruno_Dupire
"The Geometry of Money and the Perils of Parameterization"
For abstract and further details (registration necessary due to security
reasons) see:
https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg
------------------------------------------------------------------------
VGSF Finance Research Seminar
------------------------------------------------------------------------
Fr., 15.05.20200, 17:30 -18:30 (UTC +2:00 = CEST), online talk
Lukas Schmid (Duke University, North Caronina, US)
https://www.fuqua.duke.edu/faculty/lukas-schmid
"The Risks of Safe Assets"
For further details (including abstracts) see
https://www.vgsf.ac.at/events/finance-research-seminars/
------------------------------------------------------------------------
3rd #StayHome - Actuarial Seminar
------------------------------------------------------------------------
85 minutes (online since 2020-05-02)
Mario Wuethrich (ETH)
https://people.math.ethz.ch/~wueth/
"The Balance Property for Insurance Pricing"
3rd #StayHome - Actuarial Seminar
https://ethz.zoom.us/rec/share/w-lvIpfS8jNLbM_j83v7aI0AHoq5X6a80ykb_KULGek5…
------------------------------------------------------------------------
4th #StayHome - Actuarial Seminar
------------------------------------------------------------------------
53 minutes (online since 2020-05-09)
Mario Wuethrich (ETH)
https://people.math.ethz.ch/~wueth/
"Telematics Car Driving Data"
4th #StayHome - Actuarial Seminar
https://ethz.zoom.us/rec/share/-cxnHa6hqmJIE4mOyFrbY6g4F6jDT6a81CYbq6AKnUYz…
------------------------------------------------------------------------
One World Seminar Mathematical Methods for Arbitrary Data Sources (MADS)
------------------------------------------------------------------------
Mo., 18.5.2020, 14:00 (UTC +2:00 = CEST), online talk
Lars Ruthotto (Emory University, US)
https://www.mathcs.emory.edu/~lruthot/
"Machine Learning meets Optimal Transport: Old solutions for new
problems and vice versa"
For further details (including abstracts) see
http://www.nonlocal-methods.eu/oneworld/
------------------------------------------------------------------------
Oxford Stochastic Analysis and Mathematical Finance Seminar
------------------------------------------------------------------------
Mo., 18.5.2020, 17:00 (UTC +2:00 = CEST), online talk
Ivan Nourdin
https://sites.google.com/site/ivannourdin/
"The functional Breuer-Major theorem"
For further details (including abstracts) see
https://mathseminars.org/seminar/OxfordStochasticAnalysis
------------------------------------------------------------------------
Online Open Probability School
------------------------------------------------------------------------
Mo./Tu./Th., 18./19./21.5.2020, 18:00-19:00 (UTC +2:00 = CEST), online
mini course
Jean-Christophe Mourrat (New York University, US)
https://cims.nyu.edu/~jcm777/
"Rank-one matrix estimation and Hamilton-Jacobi equations"
For further details (including abstracts) see
https://www.math.ubc.ca/Links/OOPS/
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
We., 20.4.2020, 14:00 (UTC +2:00 = CEST), online talk
Moshe Milevsky (York University, Toronto, US)
https://moshemilevsky.com/
"Is Covid-19 a parallel shift of the term structure
of mortality? Implications for annuity pricing."
For further details (including abstracts) see
http://www.maths.usyd.edu.au/u/munir/owars/
------------------------------------------------------------------------
To Whom it May Concern,
at the end of this email you can find a small selection of online talks.
A comprehensive list of online talks can be found on the following
webpage FROM mathematicians FOR mathematicians:
https://mathseminars.org
(See also acknowledgments: https://mathseminars.org/acknowledgment)
On this webpage you can browse for talks als well as search for seminars
(series). Webpages of different seminars have the same simple layout,
and show the correct time of events within the timezone of registered
users, see e.g.:
Bachelier Finance Society One World seminar series
https://mathseminars.org/seminar/BFSOneWorld
One World Probability seminar
https://mathseminars.org/seminar/OneWorldProb
Oxford Stochastic Analysis and Mathematical Finance Seminar
https://mathseminars.org/seminar/OxfordStochasticAnalysis
MIT probability seminar
https://mathseminars.org/seminar/Probability
To all organisers of online events,
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
if your online events (seminars, talks, conferences) are - so far - not
announced on https://mathseminars.org, we suggest to add them to this
webpage.
On the FAQ webpage https://mathseminars.org/faq you can find the section:
"Creating and organizing seminar series and conferences"
Having all seminars/events on a central webpage will help organisers to
announce & communicate their events and on the other side it will help
researchers to find interesting events.
Stay healthy!
Best wishes, Sandra (FAM-office)
========================================================================
UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST
------------------------------------------------------------------------
One World Actuarial Research Seminar
------------------------------------------------------------------------
We., 6.5.2020, 02:00am (UTC +2:00 = CEST), online talk
Katja Hanewald (UNSW, AU)
https://www.business.unsw.edu.au/our-people/katja-hanewald
"Long-term care insurance financing using home equity
release: Evidence from an experimental study"
For further details (including abstracts) see
http://www.maths.usyd.edu.au/u/munir/owars/
The Zoom link will also be available on this website 15min prior to a
scheduled talk.
------------------------------------------------------------------------
One World Virtual Seminar - Stochastic Numerics and Inverse Problems
------------------------------------------------------------------------
We., 6.5.2020, 14:00 (UTC +2:00 = CEST), online talk
Conall Kelly (University College Cork, UK)
http://research.ucc.ie/profiles/D019/conall.kelly@ucc.ie
"A hybrid, adaptive numerical method for the Cox-Ingersoll-Ross model"
For further details (including abstracts) see
https://www.icms.org.uk/V_SNIPS.php
For the online meeting details please register until Wednesday 12:30
(UTC +2:00 = CEST) on the webpage. Late registration via email is possible.
------------------------------------------------------------------------
Bachelier Finance Society World Seminar
------------------------------------------------------------------------
Th., 7.5.2020, 19:00 (UTC +2:00 = CEST), online talk
Paul Embrechts (ETH Zurich, CH)
https://people.math.ethz.ch/~embrecht/
"Operational Risk revisited: from Basel to the coronavirus"
For further details (including abstract & log-in link) see:
https://ethz.zoom.us/meeting/register/tJ0kfu6trD0oGtHBTVyMkSJDp-XRy1tblo3d
or
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
------------------------------------------------------------------------
One World FAM-ily: https://fam.tuwien.ac.at/events/
https://time.is/en/CEST = Central European Summer Time = UTC +2
------------------------------------------------------------------------
FME Talk Series
------------------------------------------------------------------------
Th., 30.04.2020, 19:00-20:00 (UTC +2:00 = CEST), online seminar
Blanka Horvath (King's College London)
https://sites.google.com/site/blankanorahorvath/
"A Data-driven Market Simulator for Small Data Environments"
(FME Talk Series)
For abstract and further details (registration necessary due to security
reasons) see:
https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg
------------------------------------------------------------------------
#StayHome - Actuarial Seminar
------------------------------------------------------------------------
85 minutes (online since April 25, 2020)
Mario Wuethrich (ETH)
https://people.math.ethz.ch/~wueth/
"From Generalized Linear Models to Neural Networks, and Back"
2nd #StayHome - Actuarial Seminar
https://ethz.zoom.us/rec/share/zPJ4Drbb6WpObZHMxEfUWYAPQqv9eaa803Ud_vtYyEb2…
Previous and most probably also future videos can be found on Mario
Wüthrich's homepage:
https://people.math.ethz.ch/~wueth/
------------------------------------------------------------------------
In case you know online seminars / webinars / online conferences in the
area of Financial and Actuarial Mathematics (as well as
Stochastics/Statistics) which are not listet yet here
One World FAM-ily:
https://fam.tuwien.ac.at/events/
please do not hesitate to inform me.
Best wishes,
Sandra, FAM-office, <fam(a)fam.tuwien.ac.at>
To Whom it may concern,
the number of online seminars increases and it will not be possible to
announce all interesting talks of those international seminars through
the mailinglist FAM-news.
We therefore try to collect interesting seminars in the area of
financial and actuarial mathematics as well as
probability/stochastics/statistics here:
https://fam.tuwien.ac.at/events/
Below you can find the annoucment of two talks today in the afternoon.
Stay healthy,
Sandra (FAM-office)
------------------------------------------------------------------------
One World Probability Seminar
------------------------------------------------------------------------
Th., 23.4.2020, 15:00-16:00 (CEST = UTC+2), online talk
Mathias Beiglböck (Univ. of Vienna)
https://www.mat.univie.ac.at/~mathias/
"All adapted topologies are equal"
For further details including log-in link see:
https://www.wim.uni-mannheim.de/doering/one-world/
The One World Probability Seminar is organised by Leif Döring (Mannheim)
and Andreas Kyprianou (Bath) together with a board from various continents.
------------------------------------------------------------------------
Bachelier Finance Society World Seminar
------------------------------------------------------------------------
Th., 23.4.2020, 19:00 (CEST = UTC+2), online talk
Mathieu Rosenbaum (Ecole Polytechnique, Paris)
http://www.crest.fr/pagesperso.php?user=3046
"Super-Heston rough volatility,
Zumbach effect and the Guyon’s conjecture"
For further details (including abstract & log-in link) see:
https://ethz.zoom.us/meeting/register/tJ0kfu6trD0oGtHBTVyMkSJDp-XRy1tblo3d
or
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
The Bachelier Finance Society World Seminar will organise an online talk
every second Thursday, alternating with the talks set up by the SIAM
activity group on financial mathematics
(https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg).
------------------------------------------------------------------------
CEST = Central European Summer Time = UTC +2
https://time.is/en/CEST