October 2021

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Friday, October 1, 2021 — 10:00 to 10:00 AM EDT

Please Note: This seminar will be given online.

Actuarial Science and Financial Mathematics seminar series

Andreas Tsanakas
Cass Business School, City University London

Link to join seminar: Hosted on Zoom

Multivariate stress testing by change of measure

Thursday, October 7, 2021 — 4:00 PM EDT

Please Note: This seminar will be given online.

Statistics & Biostatistics seminar series

Simon Mak
Duke University

Link to join seminar: Hosted on Zoom

A graphical Gaussian process model for multi-fidelity emulation of expensive computer codes

Friday, October 15, 2021 — 10:00 to 10:00 AM EDT

Please Note: This seminar will be given online.

Actuarial Science and Financial Mathematics seminar series

Steven Vanduffel
Vrije Universiteit Brussel (VUB)

Link to join seminar: Hosted on Zoom

The optimal payoff for a Yaari investor

Wednesday, October 20, 2021 — 11:00 to 11:00 AM EDT

Please Note: This seminar will be given online.

Probability seminar series

Pascal Maillard
Université Toulouse III - Paul Sabatier

Link to join seminar: Hosted on Zoom

Understanding algorithmic hardness thresholds through branching random walks 

Wednesday, October 20, 2021 — 4:00 PM EDT

Please Note: This seminar will be given online.

Student seminar series

Jason Hou-Liu
University of Waterloo  

Link to join seminar: Hosted on Microsoft Teams

Finding Additional Structure in Gaussian Mixture Models

Thursday, October 21, 2021 — 4:00 PM EDT

Please Note: This seminar will be given online.

Statistics & Biostatistics seminar series

Harry Joe
University of British Columbia (UBC)

Link to join seminar: Hosted on Zoom

Estimation of copula-based tail quantities

Thursday, October 28, 2021 — 4:00 PM EDT

Please Note: This seminar will be given online.

Statistics & Biostatistics seminar series

Ping-Shou Zhong
University of Illinois Chicago (UIC)

Link to join seminar: Hosted on Zoom

Unified Tests for Nonparametric Functions in RKHS with Kernel Selection and Regularization
Friday, October 29, 2021 — 10:00 to 10:00 AM EDT

Please Note: This seminar will be given online.

Actuarial Science and Financial Mathematics seminar series

Jan Dhaene
KU Leuven

Link to join seminar: Hosted on Zoom

Fair valuation of insurance liabilities

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