------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------
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/
------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------
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-on...
------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------
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
------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------
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-scien...
======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------