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Please note: The University of Waterloo is closed for all events until further notice.

Actuarial Science and Financial Mathematics seminar series

Seminars listed as To Be Announced (TBA) will be updated as their title and abstracts become available.


Winter 2021 Seminars

All times listed are Eastern Standard Time (EST).
Date Speaker Title

February 12, 2021

Start: 10:00 a.m.

Location: Online

Virginia Young
University of Michigan

Optimal dividend problem: asymptotic analysis

February 26, 2021

Start: 10:00 a.m.

Location: Online

Ludger Ruschendorf
University of Freiburg

Evaluation of risks under dependence uncertainty

March 5, 2021

Start: 10:00 a.m.

Location: Online

Pablo Koch-Medina
University of Zurich

Law-invariant functionals that collapse to the mean

March 12, 2021

Start: 10:00 a.m.

Location: Online

Michel Denuit 
Université catholique de Louvain

 

Risk reduction by conditional mean risk sharing

March 19, 2021

Start: 10:00 a.m.

Location: Online

Valérie Chavez Demoulin
Université de Lausanne

Modelling the Extremes of Seasonal Viruses and Hospital Congestion: The Example of Flu in a Swiss Hospital

March 25. 2021

Start: 6:30 p.m.

Location: Online

Benjamin Avanzi
University of Melbourne

This Talk will be rescheduled

Stochastic loss reserving with neural networks: distribution selection with the MDN and ResMDN

Cancelled.

April 2, 2021

Start: 10:30 a.m.

Location: Online

Moshe Milevsky
York University

This Talk will be rescheduled

Cancelled.

April 9, 2021

Start: 10:00 a.m.

Location: Online

An Chen
University of Ulm

Linking risk management under expected shortfall to loss-averse behavior

April 16, 2021

Start: 10:30 a.m.

Location: Online

Patrick Cheridito
ETH Zurich

Assessing asset-liability risk and the numerical approximation of conditional expectations

April 23, 2021

Start: 10:30 a.m.

Location: Online

Etienne Marceau
Laval University

Lundberg–Aumann–Serrano index of riskiness and ruin-based risk measures

April 30, 2021

Start: 11:00 a.m.

Location: Online

Mike Ludkovski
University of California, Santa Barbara

Multi-population longevity modeling with Gaussian Processes

May 7, 2021

Start: 10:30 a.m.

Location: Online

Erick Delage
HEC Montreal

Equal Risk Pricing and Hedging of Financial Derivatives with Convex Risk Measures