------------------------------------------------------------------------ Oxford Stochastic Analysis and Mathematical Finance Seminar ------------------------------------------------------------------------

Mo., 25.1.2021, 17:00 (UTC +1:00 = CET), online talk

Donghan Kim (Columbia University) "Open Markets"

For further details (including abstracts) see https://mathseminars.org/seminar/OxfordStochasticAnalysis

------------------------------------------------------------------------ Vienna Probability Seminar ------------------------------------------------------------------------

Tu., 26.1.2021, 17:30 (UTC +1:00 = CET), online talk

Lorenzo Zambotti (Paris) "Geometric Stochastic Heat Equations"

For further details (including abstract & log-in link) see: https://mathematik.univie.ac.at/forschung/stochastik-und-finanzmathematik/vi...

------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------

We., 27.1.2021, 17:00 (UTC +1:00 = CET), online talk

Carole Bernard (Grenoble Ecole of Management, France) "Optimal collective financial decision making"

For further details (including abstracts) see http://www.maths.usyd.edu.au/u/munir/owars/

------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------

Th., 28.1.2021, 15:30-18:30 (UTC +1:00 = CET), online talk Link for the live stream (Zoom) will be announced after registration for the event.

Thorsten Schmidt (University of Freiburg) "No Arbitrage in Insurance and equity-linked life insurance"

Martin Larsson (Carnegie Mellon University) "Finance and Statistics: Trading Analogies for Sequential Learning"

Deborah Dormah Kanubala (Academic City University College, Accra, Ghana) "t.b.a."

For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vs-mfp/

------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------

Th., 28.1.2021, 19:00 (UTC +1:00 = CET), online talk

Yuri Saporito (Fundação Getúlio Vargas) "PDGM: a Neural Network Approach to Solve Path-Dependent Partial Differential Equations"

For further details (including abstract & log-in link) see: https://ethz.zoom.us/meeting/register/tJ0ud-qqqD0rGtRmSNP85dOv59Xzs7sxJ_S8 or https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-on...

------------------------------------------------------------------------ SOA - Student Research Case Study Challenge ------------------------------------------------------------------------

The Society of Actuaries (SOA) is dedicated to advancing education and research for the actuarial profession. As part of its mission, the SOA recognizes the importance of partnering with colleges and universities to help develop future actuaries. With this in mind, the SOA’s Research Department is holding a Student Research Case Study Challenge, which provides an opportunity for teams of students to apply their actuarial skills on a real-world problem.

*The Student Research Case Study Challenge* https://www.soa.org/research/opportunities/2021-student-case-study/

Over the course of eight weeks, teams of up to five students will research a case study situation, conduct actuarial analysis, formulate solutions, and present recommendations. The work will require a team approach to identify issues and organize priorities. The team will need to understand and select from potential data sources, develop models with appropriate accuracy metrics, summarize relevant results, and then present recommendations in a written format. Teams are encouraged to seek guidance from a faculty advisor to assist them in their overall approach. Teams can look forward to showcasing their creativity while building synergies within an actuarial setting.

Submissions will be graded by the judges, and the teams with the top submissions will be invited to present their submissions to the judges via audio and/or video conference, with the target being to have these presentations April 5–9, 2021. All teams meeting a minimum standard will be recognized in official SOA publications and team members will be awarded a certificate of participation.

The deadline for intention form is Sunday, February 28, 2021. Final submissions are due by 11:59 PM Central Standard Time on Friday, March 12, 2021. Any questions or clarifications on these rules should be directed to the SOA via email to research@soa.org.

Please find all details (rules, intention form, details of case study, data file) on the webpage given above.

======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ UTC +1:00 = CET = Central European Time, https://time.is/en/CET ------------------------------------------------------------------------