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One World Actuarial Research Seminar
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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/
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Bachelier Finance Society World Seminar
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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…
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Actuarial Science and Financial Mathematics Seminar Series
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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…
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CIRM - Research School "Quasi Monte Carlo Methods and Applications"
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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
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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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--
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