------------------------------------------------------------------------ One World Actuarial Research Seminar ------------------------------------------------------------------------ We., 5.5.2021, 14:00 (UTC +2:00 = CEST), online talk George Tzougas (London School of Economics) "Neural Network Embedding of the Negative Binomial Regression Model for Claim Frequencies Joint work with Ziyi Li" For further details see http://www.maths.usyd.edu.au/u/munir/owars/ ------------------------------------------------------------------------ Online seminars on Optimal Stopping and Related Topics ------------------------------------------------------------------------ We., 5.5.2021, 18:00 (UTC +2:00 = CEST), online talk Jean-Francois Chassagneux (Université de Paris) "IMulti-dimensional reflected BSDEs and applications to randomized switching problem" For further details see https://sites.google.com/view/optimalstopping/home ------------------------------------------------------------------------ Bachelier Finance Society One World Seminars ------------------------------------------------------------------------ Th., 6.5.2021, 19:00 (UTC +2:00 = CEST), online talk Matheus Grasselli (McMaster University) "TBA" For further details see https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-o… ------------------------------------------------------------------------ Talks in Financial and Insurance Mathematics ------------------------------------------------------------------------ Th., 6.5.2021, 17:00-18:00 (UTC +2:00 = CEST), online talk Prof. Dr. Stéphane Villeneuve (Toulouse School of Economics) "Linear Optimal Contracts in a Gaussian World" For further details see https://math.ethz.ch/imsf/courses/talks-in-imsf.html?s=fs21 ------------------------------------------------------------------------ Actuarial Science and Financial Mathematics Seminar Series ------------------------------------------------------------------------ Fr., 7.5.2021, 16:30-18:00 (UTC +2:00 = CEST), online talk Erick Delage (HEC Montreal) "Equal Risk Pricing and Hedging of Financial Derivatives with Convex 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 ------------------------------------------------------------------------