Find out more about past talks and seminars hosted by the Institute.


Visitor and Seminar Title


Julie Bjørner Søe (University of Copenhagen) - What is the value of the annuity market?


Gholamali Aminian (The Alan Turing Institute) - Mean-field Analysis of Generalization Errors

13/11/2023 Dr. Xiaoyang Zhuo (Beijing Institute of Technology) - The Equivalent Expectations Measures Theory: Computing Risk and Returns of Contingent Claim Portfolios
22/11/2023 Prof. Yuliya Mishura (Taras Shevchenko National University of Kyiv) - Fractional regularity and irregularity
15/11/2023 Prof. Thomas Mikosch (University of Copenhagen) - Extreme value theory for heavy-tailed time series
01/11/2023 Dr. Francesco Ungolo (UNSW, Sydney) - Dirichlet Process Mixtures for dependence modelling in actuarial applications
25/10/2023 Rodrigue Kazzi (Vrije Universiteit Brussel) - Model uncertainty assessment for unimodal right-skewed distributions
18/10/2023 Dr. Ariel Neufeld (Nanyang Technological University (NTU) ) - Deep Learning based algorithm for nonlinear PDEs in finance and gradient descent type algorithm for non-convex stochastic optimization problems with ReLU neural networks
04/10/2023 Dr. David Siska (University of Edinburgh) - Policy mirror descent for continuous state and action space MDPs: Convergence of the Fisher--Rao gradient flow
07/06/2023 Dr. Fadina Tolulope (University of Essex) - Measures of Risk under Uncertainty
31/05/2023 Dr. Sara Svaluto-Ferro (University of Verona) - Signature-based models: theory and calibration 
17/05/2023 Prof. Adam Ostaszewski (LSE) - Optimal voluntary disclosure with reputational benefits of silence
03/05/2023 Dr. Lukas Gonon (Imperial College) - Mathematical foundations of dynamic learning based on reservoir computing
19/04/2023 Renyuan Xu (University of Southern California)- Asymptotic Analysis of Deep Residual Networks and Global Convergence of Gradient Descent Methods
22/03/2023 Satoshi Hayakawa (Oxford) - Positively weighted kernel quadrature and a refined analysis of Nyström approximation
08/03/2023 Oscar Peralta (Cornell University) - Space-grid approximations of hybrid stochastic differential equations and their ruin probabilities
08/02/2023 Purba Das (University of Michigan) - Rough volatility: fact or artefact?
07/12/2022 Paul Gassiat - Weak error rates of numerical schemes for rough volatility
23/11/2022 Georgios Psarrakos 
26/10/2022 Antonie-Marie Bosgo, University of Yaounde I, AIMS Ghana - Integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths

Dr. Christa Cuchiero, University of Vienna - Signature methods in stochastic portfolio theory


Julia Eisenberg (Vienna University of Technology) - Some behavioural impacts on optimal dividend strategies

Paul Eisenberg (Vienna University of Economics and Business) - On the geometry of filtering finite dimensional forward rate models (Paul Eisenberg)


Johannes Ruf (London School of Economics)


Ayse Arik  (Heriot-Watt University) - Stochastic valuation of pension buy-out prices: the impact of dependence between mortality rates and financial markets


Laura Ballotta (Bayes Business school, City University of London) - Volatility by jumps


Ruodo Wang (University of Waterloo) - E-backtesting risk measures


Katia  Colaneri (University of Rome,Tor Vergata) - Classical solutions of the Backward PIDE for Markov Modulated Marked Point Processes and Applications to CAT Bonds


Anita Behme - The time to ruin in a perturbed Cramer-Lundberg model


Jia Wei Lim (Brunel University London) - Exact simulation of Lévy subordinators


Stephane Villeneuve - Linear optimal contracts in a Gaussain world


Dario Gasbarra - Characterisation of normal product and tetilla law in the second Wiener and Wigner chaoses


Shijie Xu - Statistical consisitent term structures are flat


Dirk Becherer - Optimal trade execution with transient relative price impact and directional views: A 2nd-order variational approach to a 3-dimensional non-convex free boundary problem


Youssef Ouknine - Doubly reflected backward stochastic differential equations in the predictable setting


Bo Li - Functional limit theorems for nonstationary marked Hawkes process in the high intensity regime


Runhuan Feng - Peer-to-Peer Risk Sharing with an Application of Flood Risk Pooling


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Back to: Institute for Financial and Actuarial Mathematics