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 2019 Seminars:

Date Speaker Title

Friday, September 13, 2019

Start: 10:30 a.m.

Location: M3 3127

Silvana Pesenti

University of Toronto

Robust Distortion Risk Measures

Thursday, September 26th, 2019

Start: 4:15 p.m.

Location: STC 0050

Hans Foellmer

Humboldt University

Optimal Transport, Entropy, and Risk Measures on Wiener space

Friday, October 11, 2019

Start: 10:30 a.m.

Location: M3 3127

Paul Glasserman

Columbia University

Precision Factor Investing: Avoiding Factor Traps by Predicting Heterogeneous Effects of Firm Characteristics

Friday, October 25, 2019

Start: 10:30 a.m.

Location: M3 3127

Fabio Bellini

Università degli Studi di Milano-Bicocca

On the properties of Lambda-quantiles

Friday, November 8, 2019

Start: 10:30 a.m.

Location: M3 3127

Foivos Xanthos  

Ryerson University

Transformed norm risk measures on their natural domain

Friday, November 15, 2019

Start: 10:30 a.m.

Location: M3 3127

Arthur Charpentier

Université du Québec à Montréal

Insurance Pricing in a Competitive Market

Friday, November 22, 2019

Start: 10:30 a.m.

Location: M3 3127

Mathieu Boudreault

Université du Québec à Montréal

Do Jumps Matter in the Long Run? A Tale of Two Horizons

Friday, November 29, 2019

Start: 10:30 a.m.

Location: M3 3127

Yang Lu

University of Paris 13

Noncausal Affine Processes with Applications to Derivative Pricing

S M T W T F S
27
28
29
30
31
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
  1. 2019 (64)
    1. December (1)
    2. November (8)
    3. October (8)
    4. September (4)
    5. August (2)
    6. July (2)
    7. June (2)
    8. May (7)
    9. April (7)
    10. March (6)
    11. February (4)
    12. January (13)
  2. 2018 (44)
    1. November (6)
    2. October (6)
    3. September (4)
    4. August (3)
    5. July (2)
    6. June (1)
    7. May (4)
    8. April (2)
    9. March (4)
    10. February (2)
    11. January (10)
  3. 2017 (55)
  4. 2016 (44)
  5. 2015 (38)
  6. 2014 (44)
  7. 2013 (46)
  8. 2012 (44)