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reminder for upcoming seminars and talks
by FAM-office (Franziska Wohlmuth) 30 Oct '20

30 Oct '20

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 4.11.2020, 10:00 (UTC +2:00 = CEST), online talk Bent Nielsen (Oxford University) http://users.ox.ac.uk/~nuff0078/ "Generalized Log-Normal Chain-Ladder" For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Bachelier Finance Society World Seminar ------------------------------------------------------------------------ Th., 5.11.2020, 19:00 (UTC +2:00 = CEST), online talk Martin Larsson (Carnegie Mellon University) https://www.cmu.edu/math//people/faculty/larsson.html "Finance and Statistics: Trading Analogies for Sequential Learning" 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., 6.11.2020, 14:00 (UTC +2:00 = CEST), online talk K.C. Cheung (Hong Kong University) https://saasweb.hku.hk/staff/kccheung/ "Asymptotic sub/super-additivity of Value-at-Risk under extreme-value copulas and Archimedean copulas" For further details (including abstracts) see https://uwaterloo.ca/statistics-and-actuarial-science/events/actuarial-scie… ------------------------------------------------------------------------ CIRM - Research School "Quasi Monte Carlo Methods and Applications" ------------------------------------------------------------------------ Mon-Fri, 2.11.-6.11.2020, virtual & hybrid event Main Guest Speakers: Hansjoerg Albrecher (Université de Lausanne) Florin Avram (Université de Pau et des Pays de l'Adour) Giray Ökten (Florida State University) Gerhard Larcher (JKU Linz) Gunther Leobacher (University of Graz) Véronique Maume-Deschamps (Université de Lyon 1) Stefan Thonhauser (TU Graz) This event is part of the program CIRM - Jean-Morlet Chair, Diophantine Problems: Determinism, Randomness, Applications. For further details (including abstract & registration) see: https://www.chairejeanmorlet.com/2255.html ======================================================================== 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

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 23 Oct '20

23 Oct '20

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 26.10.2020, 17:00 (UTC +2:00 = CEST), online talk Steve Shreve (Carnegie Mellon University) https://www.cmu.edu/math/people/faculty/shreve.html "Diffusion Limit of Poisson Limit-Order Book Models" For further details (including abstracts) see https://mathseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 29.10.2020, 19:00-20:00 (UTC +2:00 = CEST), online talk Francesca Biagini (University of Munich) https://www.fm.mathematik.uni-muenchen.de/personen/professors/francesca_bia… "Reduced-form setting under model uncertainty with non-linear affine intensities" For abstract and further details (registration necessary due to security reasons) see: https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg ------------------------------------------------------------------------ CIRM - Research School "Quasi Monte Carlo Methods and Applications" ------------------------------------------------------------------------ Mon-Fri, 2.11.-6.11.2020, virtual & hybrid event Main Guest Speakers: Hansjoerg Albrecher (Université de Lausanne) Florin Avram (Université de Pau et des Pays de l'Adour) Giray Ökten (Florida State University) Gerhard Larcher (JKU Linz) Gunther Leobacher (University of Graz) Véronique Maume-Deschamps (Université de Lyon 1) Stefan Thonhauser (TU Graz) This event is part of the program CIRM - Jean-Morlet Chair, Diophantine Problems: Determinism, Randomness, Applications. For further details (including abstract & registration) see: https://www.chairejeanmorlet.com/2255.html ======================================================================== 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 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Franziska Wohlmuth 16 Oct '20

16 Oct '20

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 19.10.2020, 17:00-18:00 (UTC +2:00 = CEST), online talk Christa Cuchiero (University of Vienna) https://homepage.univie.ac.at/christa.cuchiero/ "Deep neural networks, generic universal interpolation and controlled ODEs" For further details (including abstracts) see https://researchseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ Uni Wien: Vienna Probability Seminar ------------------------------------------------------------------------ Tu., 20.10.2020, 16:30-17:15 (UTC +2:00 = CEST), online talk Hendrik Weber (University of Bath) https://researchportal.bath.ac.uk/en/persons/hendrik-weber "A priori bounds for Singular Stochastic PDEs" For further details (including abstracts) of the Vienna Probability Seminar see https://mathematik.univie.ac.at/forschung/stochastik-und-finanzmathematik/v… ------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 21.10.2020, 10:00 (UTC +2:00 = CEST), online talk Hazel Bateman (University of New South Wales) https://www.business.unsw.edu.au/our-people/hazelbateman "Learning to value annuities: the role of information and engagement " For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Bachelier Finance Society World Seminar ------------------------------------------------------------------------ Th., 22.10.2020, 19:00 (UTC +2:00 = CEST), online talk Elisa Alos (Barcelona Graduate School of Economics) https://www.barcelonagse.eu/people/alos-elisa "On the difference between volatility swaps and the ATM implied volatility" 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… ======================================================================== 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 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 09 Oct '20

09 Oct '20

------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------ Mo., 12.10.2020, 17:00-18:00 (UTC +2:00 = CEST), online talk Ioannis Karatzas (Columbia University) http://www.math.columbia.edu/~ik/ "A trajectorial approach to the gradient flow properties of conservative diffusions and Markov chains" For further details (including abstracts) see https://researchseminars.org/seminar/OxfordStochasticAnalysis ------------------------------------------------------------------------ SIAG Financial Mathematics and Engineering virtual seminars series ------------------------------------------------------------------------ Th., 15.10.2020, 19:00-20:00 (UTC +2:00 = CEST), online event Panel discussion: "Implications of COVID-19 on financial markets" Michael J. Fleming (Federal Reserve Bank of New York) https://www.newyorkfed.org/research/economists/fleming/index.html Wenqian Huang (BIS-Bank for International Settlements,CH) https://www.wenqianhuang.org/ David Rios (Columbia University and NYU Tandon) http://stat.columbia.edu/department-directory/name/david-rios For abstract and further details (registration necessary due to security reasons) see: https://siam.zoom.us/webinar/register/WN_s8rIcHwiS-uPM3Dkuok-Wg ------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------ Th., 15.10.2020, 15:30-18:30 (UTC +2:00), hybrid seminar Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, ground floor, lecture hall 3. Link for the live stream (Zoom) will be announced shortly before the talks start. Aleksandar Arandjelovic (TU Wien) https://tiss.tuwien.ac.at/person/281991 "Deep portfolio optimization in financial markets with a large trader" Stefan Rigger (University of Vienna) https://homepage.univie.ac.at/stefan.rigger/ "Propagation of minimality in the supercooled Stefan problem" Kevin Kurt (WU Wien) https://www.wu.ac.at/statmath/faculty-staff/faculty/kevin-kurt/ "Markov-modulated Affine Processes" For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 16.10.2020, 10:00 (UTC +2:00 = CEST), online talk Alfred Müller (University of Siegen) https://www.uni-siegen.de/fb6/src/mueller/ "Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference" 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 +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 02 Oct '20

02 Oct '20

------------------------------------------------------------------------ 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/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summer Time, https://time.is/en/CEST ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by FAM-office (Franziska Wohlmuth) 25 Sep '20

25 Sep '20

------------------------------------------------------------------------ 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

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reminder for upcoming seminars and talks
by FAM-Office (Franziska Wohlmuth) 18 Sep '20

18 Sep '20

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 ------------------------------------------------------------------------ --

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reminder for upcoming seminars and talks
by FAM-office (Sandra Trenovatz) 11 Sep '20

11 Sep '20

------------------------------------------------------------------------ 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 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 09 Sep '20

09 Sep '20

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 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 20 May '20

20 May '20

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/ ------------------------------------------------------------------------

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