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Actuarial Science and Financial Mathematics seminar series

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


Fall 2020 Seminars:

Date Speaker Title

September 4, 2020

10:30am- 11:30 a.m.

Location: Online

Qihe Tang

University of New South Wales

Insurance Risk Analysis of Financial Networks

September 11, 2020

10:00am – 11:00 a.m.

Location: Online

Hansjoerg Albrecher

Université de Lausanne

On the profitability of selfish blockchain mining under consideration of ruin

September 18, 2020

10:30am- 11:30 a.m.

Location: Online

Jean-François Renaud

Université du Québec à Montréal, UQAM

De Finetti's optimal dividends problem with linearly bounded payment rates

October 2, 2020

Start: 10:30 a.m.

Location: Online

Emiliano Valdez 
University of Connecticut

Analysis of Prescription Drug Utilization with Beta Regression Models

October 9, 2020

Start: 10:30 a.m.

Location: Online

Nan Zhu
Penn State University

The efficiency of voluntary risk classification in insurance markets

October 16, 2020

Start: 10:00 a.m.

Location: Online

Alfred Muller
University of Siegen

Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference

October 23, 2020

Start: 10:00 a.m.

Location: Online

Johanna Ziegel
University of Bern

Distributional (Single) Index Models

October 30, 2020

Start: 10:00 a.m.

Location: Online

Roger Laeven
University of Amsterdam

Robust Multiple Stopping

November 6, 2020

Start: 9:00 a.m.

Location: Online

KC Cheung
Hong Kong University

Asymptotic sub/super-additivity of Value-at-Risk under extreme-value copulas and Archimedean copulas

November 13, 2020

Start: 10:30 a.m.

Location: Online

Peng Shi
University of Wisconsin-Madison

TBA

November 20, 2020

Start: 10:30 a.m.

Location: Online

Anne MacKay
Université du Québec à Montréal

TBA

November 27, 2020

Start: 10:30 a.m.

Location: Online

Alfred Chong
University of Illinois at 
Urbana-Champaign

TBA

December 4, 2020

Start: 10:30 a.m.

Location: Online

Xunyu Zhou
Columbia University

TBA