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Vienna Seminar in Mathematical Finance and Probability
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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/
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Bachelier Finance Society One World Seminars
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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…
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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PhD Seminar of QUARIMAFI
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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=431247https://quarimafi.univie.ac.at/
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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WU Wien, Institute for Statistics and Mathematics
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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
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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WU Wien, Institute for Statistics and Mathematics
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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
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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Actuarial Modelling Club (AMC)
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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
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One World Actuarial Research Seminar
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Wed., 5.6.2024, 17:00 CEST, online talk
Karim Barigou (Université Laval, Canada)
"TBA"
For further details see
https://owars.info/
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WU Wien, Institute for Statistics and Mathematics
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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
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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ISOR Colloquium
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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…
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Actuarial Modelling Club (AMC)
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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
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Women in Data Science and Mathematics
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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
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International Seminar on SDEs and Related Topics
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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
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One World Actuarial Research Seminar
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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/
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Vienna Seminar in Mathematical Finance and Probability
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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/
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Bachelier Finance Society One World Seminars
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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…
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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WU Wien, Institute for Statistics and Mathematics
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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
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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One World Actuarial Research Seminar
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Wed., 8.5.2024, 17:00 CEST, online talk
Corina Constantinescu (University of Liverpool)
"TBA"
For further details see
https://owars.info/
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SIAG Financial Mathematics and Engineering virtual seminars series
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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
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FAM @ TU Wien: Workshop "Climate Change and Insurance"
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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/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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WU Wien, Institute for Statistics and Mathematics
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Fri., 3.5.2024, 10:30-12:00 CEST, room D4.0.127
WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4
Tatyana Krivobokova (University of Vienna)
"Iterative Regularisation in Ill-Posed Generalised Linear Models"
For further details see
https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2024
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International Seminar on SDEs and Related Topics
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Fri., 3.5.2024, 13:30 CEST, online talk
Markus Reiß (Humboldt-Universität zu Berlin)
"Statistics for SPDEs"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
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See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/
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CEST = Central European Summer Time = UTC +2:00, https://time.is/en/CEST
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