------------------------------------------------------------------------ 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-o… ------------------------------------------------------------------------ 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-scie… ======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +2:00 = CEST = Central European Summertime, https://time.is/en/CEST ------------------------------------------------------------------------