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One World Actuarial Research Seminar
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We., 21.4.2021, 11:00 (UTC +2:00 = CEST), online talk
Rui Zhou (University of Melbourne)
"The Role of Longevity Annuities in Different Socioeconomic Classes: A
Canadian Case Study"
For further details see
http://www.maths.usyd.edu.au/u/munir/owars/
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Bachelier Finance Society One World Seminars
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Th., 22.4.2021, 19:00 (UTC +2:00 = CEST), online talk
Darrell Duffie (Stanford University)
"TBA"
For further details see
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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Talks in Financial and Insurance Mathematics
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Th., 22.2.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk
Julio Backhoff (Universität Wien)
"The Mean Field Schrödinger Problem"
For further details see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21
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Actuarial Science and Financial Mathematics Seminar Series
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Fr., 23.4.2021, 16:30-18:00 (UTC +2:00 = CEST), online talk
Etienne Marceau (Laval University)
"Lundberg–Aumann–Serrano index of riskiness and ruin-based risk
measures"
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 Summertime, https://time.is/en/CEST
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World Online Seminars on Machine Learning in Finance
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Tu., 13.4.2021, 19:00 (UTC +2:00 = CEST), online talk
Josef Teichmann (ETH Zurich)
"Consistent Recalibration Models, Deep Calibration and Learning of
Constraint Dynamics"
For further (including abstract & log-in link) see:
https://sites.google.com/view/mlfinance/
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Actuarial Science and Financial Mathematics Seminar Series
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Fr., 16.4.2021, 16:30-18:00 (UTC +2:00 = CEST), online talk
Patrick Cheridito (ETH Zurich)
"Assessing asset-liability risk and the numerical approximation of
conditional expectations"
For further details see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
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AMaMeF 2021
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10th General AMaMeF Conference
June 22-25, 2021, Padova, Italy
hybrid or online event (depending on Covid19 situation)
https://events.math.unipd.it/AMAMEF2021/
AMaMeF, acronym for Advanced Mathematical Methods for Finance, is a
European network of research promoting the exchange and diffusion of
knowledge in the field of Mathematical Finance. The AMaMeF Conferences
are organized in a roughly two-yearly schedule.
The 10th General AMaMeF conference is organized by the Department of
Mathematics "Tullio Levi-Civita" at the University of Padova (Italy).
The program consists of 8 plenary lectures, 9 invited and several
contributed sessions addressing a full range of topics in mathematical
finance and its applications. Each contributed talk will be allocated a
30 minutes time slot (25 min. presentation + 5 min. Q&A).
Submission Deadline: Monday, May 3, 2021.
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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WU Wien research seminar series
------------------------------------------------------------------------
Fr., 7.4.2021, 09:00 (UTC +2:00 = CEST), online talk
Luitgard A. M. Veraart (London School of Economics and Political
Science)
"When Does Portfolio Compression Reduce Systemic Risk?"
For further details (including abstract & log-in link) see:
https://www.wu.ac.at/en/statmath/research/resseminar/
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Online seminars on Optimal Stopping and Related Topics
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We., 7.4.2021, 17:00 (UTC +2:00 = CEST), online talk
Kazutoshi Yamazaki (Kansai University)
"Double continuation regions for American options under Poisson exercise
opportunities"
For further details see
https://sites.google.com/view/optimalstopping/home
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Bachelier Finance Society One World Seminars
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Th., 8.4.2021, 19:00 (UTC +2:00 = CEST), online talk
Tomoyuki Ichiba (University of California Santa Barbara)
"Relative arbitrage among investors"
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/
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UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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SIAG Financial Mathematics and Engineering virtual seminars series
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Th., 1.4.2021, 19:00-20:00 (UTC +2:00 = CEST), online talk
Xiaofei Shi (Columbia University)
"Equilibrium Asset Pricing with Liquidity Risk"
Mathieu Laurière (Princeton University)
"Deep learning for Mean Field Games, and applications to finance"
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 +2:00 = CEST = Central European Summertime, https://time.is/en/CEST
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ISOR Colloquium
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Mo., 22.3.2021, 16:45 - 17:45 (UTC +1:00 = CET), online talk
Gilles Stupfler (ENSAI France)
"Asymmetric least squares techniques for extreme risk estimation"
For further details (including abstract & log-in link) see:
https://univienna.zoom.us/j/95698652741?pwd=MnZaZVpLa2ZsQkpLdXdtTy9WQUsrdz0…
or
https://isor.univie.ac.at/isor-colloquium/current-talks/
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Online seminars on Optimal Stopping and Related Topics
------------------------------------------------------------------------
We., 24.3.2021, 18:00 (UTC +1:00 = CET), online talk
Erik Ekstrom (Uppsala University)
"Stochastic games with unknown competition"
For further details (including abstracts) see
https://sites.google.com/view/optimalstopping/home
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LTI@UniTO Webinar Series in Finance
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We., 24.3.2021, 12:00 - 13:15 (UTC +1:00 = CET), webinar
Fabio Trojani (University of Geneva)
"Smart Stochastic Discount Factors"
For further details (including abstract & log-in link) see:
https://us02web.zoom.us/j/84414842010?pwd=WFFudm1ITDU1aWQ2Y0ttRFRXOGFVQT09
or
https://www.carloalberto.org/events/category/ltiunito-webinar-series-in-fin…
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Talks in Financial and Insurance Mathematics
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Th., 25.2.2021, 17:00-18:00 (UTC +1:00 = CET), online talk
Thibaut Mastrolia (École Polytechnique)
"Some Recent Developments of Auction Design in Financial Markets"
For further details (including abstracts) see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21
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Bachelier Finance Society One World Seminars
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Th., 25.3.2021, 17:00-18:00 (UTC +1:00 = CET), online talk
Filip Lindskog (Stockholm University)
"Market-Consistent Multiple-Priors Valuation of Cash Flows Subject to
Capital Requirements"
For further details (including abstract & log-in link) see:
https://ethz.zoom.us/meeting/register/tJEpcOqqrjIuHNegJ9NINRKM53Z7DwjBYlYt
or
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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Vienna Seminar in Mathematical Finance and Probability
------------------------------------------------------------------------
Th., 25.3.2021, 15:30-18:30 (UTC +1:00 = CET), online talk
Link for the live stream (Zoom) will be announced after registration for
the event.
Birgit Rudloff (WU Vienna)
"Multivariate dynamic programming- from dynamic Nash games to the
Mean-Risk problem"
Stefan Gerhold (TU Wien)
"Asymptotic pricing of VIX options under rough volatility"
Walter Schachermayer (University of Vienna)
"Faking Brownian Motion with continuous Markov martingales"
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/vs-mfp/
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World Online Seminars on Machine Learning in Finance
------------------------------------------------------------------------
We are pleased to announce the World Online Seminars on Machine Learning
in Finance which will start on March 30th. The seminars will be held on
a bi-weekly basis via Zoom at 7PM CET/10AM PST/1PM EST. Every two weeks,
we will invite a speaker to cover a topic at the interface of machine
learning and finance. Our opening speaker is Manuela Veloso from JP
Morgan AI Research and CMU. More detailed information, in particular on
the subsequent speakers can be found on our webpage
https://sites.google.com/view/mlfinance/home.
We also have a mailing list which can be subscribed through
https://docs.google.com/forms/d/e/1FAIpQLSc--nB0dPRxLv_1qEMdjbrFdivaEHrzFSr….
The seminar announcements and the Zoom links will be sent via this
mailing list, but you can also register for the zoom link on our webpage.
Please bring the announcement to the attention of other researchers who
may be interested.
We are looking forward to seeing you at the seminars.
Best regards,
The organizers
Christa Cuchiero, Ruimeng Hu, Sara Svaluto-Ferro, Renyuan Xu
========================================================================
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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--
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
------------------------------------------------------------------------
Oxford Stochastic Analysis and Mathematical Finance Seminar
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Mo., 15.3.2021, 17:00 (UTC +1:00 = CET), online talk
Bruno Bouchard (Paris Dauphine)
"Ito formula for C1 functionals and path-dependent applications in
mathematical finance"
For further details (including abstracts) see
https://mathseminars.org/seminar/OxfordStochasticAnalysis
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Talks in Financial and Insurance Mathematics
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Th., 18.3.2021, 17:00-18:00 (UTC +1:00 = CET), online talk
Dr. Andreas Søjmark (Imperial College London)
"Dynamic Default Contagion and Contagious McKean-Vlasov Systems"
For further details (including abstracts) see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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--
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
------------------------------------------------------------------------
Oxford Stochastic Analysis and Mathematical Finance Seminar
------------------------------------------------------------------------
Mo., 8.3.2021, 17:00 (UTC +1:00 = CET), online talk
Pierre Del Moral (INRIA (France))
"A backward Ito-Ventzell formula with an application to stochastic
interpolation"
For further details (including abstracts) see
https://mathseminars.org/seminar/OxfordStochasticAnalysis
------------------------------------------------------------------------
Online seminars on Optimal Stopping and Related Topics
------------------------------------------------------------------------
We., 10.3.2021, 18:00 (UTC +1:00 = CET), online talk
Mike Ludkovski (UC Santa-Barbara)
"mlOSP: Towards a Unified Implementation of Regression Monte Carlo
Algorithms"
For further details (including abstracts) see
https://sites.google.com/view/optimalstopping/home
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Bachelier Finance Society One World Seminars
------------------------------------------------------------------------
Th., 11.3.2021, 19:00 (UTC +1:00 = CET), online talk
Tom Hurd (McMaster University)
"COVID-19: Modelling Another Global Systemic Phenomenon"
For further details (including abstract & log-in link) see:
https://ethz.zoom.us/meeting/register/tJUqdOqsrTkuHNF3wgjlUz4_lsaxUqvfAzrN
or
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
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Talks in Financial and Insurance Mathematics
------------------------------------------------------------------------
Th., 11.3.2021, 17:00-18:00 (UTC +1:00 = CET), online talk
Christian Robert (ISFA Lyon)
"Conditional Mean Risk Sharing in the Individual Model with Graphical
Dependencies"
For further details (including abstracts) see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21
------------------------------------------------------------------------
Actuarial Science and Financial Mathematics Seminar Series
------------------------------------------------------------------------
Fr., 12.3.2021, 16:00-17:30 (UTC +1:00 = CET), online talk
Michel Denuit (Université catholique de Louvain)
"Risk reduction by conditional mean risk sharing"
For further details (including abstracts) see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
========================================================================
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IME 2021 - Call for abstracts
------------------------------------------------------------------------
24th International Congress on Insurance: Mathematics and Economics
Mon-Fri, July 5-9, 2021, online event
SUBMISSION is open until April 30, 2021, at 11:59 p.m. (UTC-5)
https://publish.illinois.edu/ime-conf-2021/call-for-abstracts/
------------------------------------------------------------------------
EAJ 2021 - Call for papers
------------------------------------------------------------------------
5th European Actuarial Journal Conference
Wed-Thu, September 8-9, 2021, Lisbon, Portugal
SUBMISSION is open until April 10, 2021 (WEST, UTC +1)
http://eaj2020lisbon.org/index.php/program/call-for-papers
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ASD 2021 - Abstract Submssion
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9th Austrian Stochastics Days
Thu-Fri, September 9-10, 2021, Leoben, Austria
http://institute.unileoben.ac.at/amat/asd2021/
SUBMISSION preferably before August 20, 2021
Send abstract in LaTeX to austrian.stochasticdays(a)gmail.com
------------------------------------------------------------------------
BFS 2021 - Abstract Submission
------------------------------------------------------------------------
11th World Congress of the Bachelier Finance Society (BFS 2020)
Mon-Fri, December 13-17, 2021, Hong Kong, China
SUBMISSION is open until June 30, 2021 (11:59pm HKT, UTC +8).
http://www1.se.cuhk.edu.hk/~bfs2020/cfp/cfp.html
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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--
------------------------------------------------------------------------
Online seminars on Optimal Stopping and Related Topics
------------------------------------------------------------------------
We., 24.2.2021, 18:00 (UTC +1:00 = CET), online talk
Renyuan Xu (University of Oxford)
"Interbank lending with benchmark rates: a singular control game"
For further details (including abstracts) see
https://sites.google.com/view/optimalstopping/home
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One World Actuarial Research Seminar
------------------------------------------------------------------------
We., 24.2.2021, 10:00 (UTC +1:00 = CET), online talk
An Chen (Ulm University, Germany)
"Linking risk management under expected shortfall to loss-averse
behavior"
For further details (including abstracts) see
http://www.maths.usyd.edu.au/u/munir/owars/
------------------------------------------------------------------------
Talks in Financial and Insurance Mathematics
------------------------------------------------------------------------
Th., 25.2.2021, 17:00-18:00 (UTC +1:00 = CET), online talk
Thibaut Mastrolia (École Polytechnique)
"Some Recent Developments of Auction Design in Financial Markets"
For further details (including abstracts) see
https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21
------------------------------------------------------------------------
Bachelier Finance Society One World Seminars
------------------------------------------------------------------------
Th., 25.2.2021, 13:00 (UTC +1:00 = CET), online talk
Shige Peng (Shandong University)
"TBA"
For further details (including abstract & log-in link) see:
??https://ethz.zoom.us/meeting/register/tJ0kfu6trD0oGtHBTVyMkSJDp-XRy1tblo3d
or
https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o…
------------------------------------------------------------------------
Actuarial Science and Financial Mathematics Seminar Series
------------------------------------------------------------------------
Fr., 26.2.2021, 16:00-17:00 (UTC +1:00 = CET), online talk
Ludger Ruschendorf (University of Freiburg)
"Evaluation of risks under dependence uncertainty"
For further details (including abstracts) see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
UTC +1:00 = CET = Central European Time, https://time.is/en/CET
------------------------------------------------------------------------
------------------------------------------------------------------------
Distinguished Guest Lecture Series
------------------------------------------------------------------------
We., 17.2.2021, 12:30 (UTC +1:00 = CET), online talk
Jennifer Gillespie (Society of Actuaries)
"TBA"
For further details (including abstracts) see
https://emails.illinois.edu/newsletter/497593452.html
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Actuarial Science and Financial Mathematics Seminar Series
------------------------------------------------------------------------
Fr., 19.2.2021, 16:00-17:00 (UTC +1:00 = CET), online talk
Steven Vanduffel (Vrije Universiteit Brussel)
"Optimal collective financial decision making"
For further details (including abstracts) see
https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie…
------------------------------------------------------------------------
IME 2021 - SAVE THE DATE
------------------------------------------------------------------------
24th International Congress on Insurance: Mathematics and Economics
Mon-Fri, July 5-9, 2021, online event
In the spirit of coming together as one, this event is jointly hosted by
the University of Illinois Urbana-Champaign and the Pennsylvania State
University in the United States; Ulm University in Germany; and the
University of New South Wales (UNSW Sydney) in Australia.
All researchers, practitioners, and students are cordially invited to
join us to recognize the past, celebrate the present, and envision a
united future. To ensure maximum accessibility for participants from all
time zones around the globe, the conference will be five days, July 5-9,
2021 (UTC-05:00).
All researchers in related areas are invited to submit their latest work
and exchange research ideas with peers from around the world. There will
be five high caliber keynote speeches representing the full span of
interdisciplinary research in insurance mathematics and economics
presented by:
Patrick Brockett (University of Texas at Austin)
Michel Denuit (Université catholique de Louvain)
Christian Robert (ENSAE Paris)
Robert Jarrow (Cornell University)
Olivia Mitchell (University of Pennsylvania)
Ruodu Wang (University of Waterloo)
This virtual conference also commemorates the 40th year of publications
of Insurance: Mathematics and Economics, which has become one of the
top-ranked international academic journals in insurance research.
Be on the lookout for more information in the coming months, including
how to register, schedule updates, a call for abstracts, and more. Be
sure to follow the conference website to stay up-to-date on the latest
plans:
https://publish.illinois.edu/ime-conf-2021/
========================================================================
See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
UTC +1:00 = CET = Central European Time, https://time.is/en/CET
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--