These seminars have received funding from the European Union’s Seventh Framework Programme for research, technological development and demonstration under grant agreement no 318984 -RARE
At the University of Liverpool (IFAM)
December 8, 2014
- Summer Interships Workshop.
November 27, 2014
Jing Xu (ULIV) Using Actuarial Methodologies to Analyse Chinese PAYG Pension System.
November 26, 2014
Calum Turvey (Cornell University, USA) Financial Engineering for the Farm Problem.
November 13, 2014
Humberto Godínez Olivares (ULIV) Can the survivor dividend cover the longevity risk in Notional Defined Contribution pension schemes (NDC's)?
November 06, 2014
Junyi Guo (NU) Non-classical Risk Models: Ruin, Dividend and Reinsurance.
November 03, 2014
Tom Kozubowski (UNR) Laplace Probability Distributions and Generalizations: An Excursion Beyond Normality.
October 30, 2014
Jorge Ramirez (UNM, Colombia): Diffusion process with discontinuous parameters: an applied perspective.
September 18, 2014
Hanspeter Schmidli (University of Cologne, Germany) On the Calculation of Risk Measures Based on Dividends and Capital Injections.
September 16, 2014
Junichi Sakamoto (Nomura Research Institute, Japan) Ageing problem and automatic balancing mechanisms.
June 26, 2014
Yuriy Krvavych (Price Waterhouse Cooper, UK) Uncertainty of Cat Modelling.
June 12, 2014
Xin Zhang (NU) Optimal proportional reinsurance and investment under mean-variance criterion in the regime switching jump diffusion model.
May 22, 2014
Alexandru Asimit (Cass Business School, UK) Tail dependence versus measures of association.
May 01, 2014
Jennifer Alonso García (Université Catholique de Louvain, Belgium) Risk and Solvency of a Notional Defined Contribution public pension scheme.
April 03, 2014
Hassan Firouzi (University of Montreal, Canada) On the Capital Allocation Problem for a New Coherent Risk Measure in Collective Risk Theory.
March 28, 2014
Erik Baurdoux (LSE) Optimal prediction of the time of the ultimate maximum of a Lévy process.
March 27, 2014
David Siska (ULIV) Some nonlinear stochastic partial differential equations of second order in time: existence of solutions and convergence of a full discretization.
March 6, 2014
Humberto Godínez-Olivares (ULIV) Optimal strategies for long-term sustainability in paygo pension systems using control theory in a dynamic nonlinear framework.
February 27, 2014
Apostolos Papaioannou (ULIV) A phase-type two classes risk model. A recursive approach and extensions.
January 23, 2014
Enkelejd Hashorva (UNIL) On the ruin probability modeled by a time-changed fBM risk process.
January 16, 2014
Suhang Dai (ULIV) Introduction to Dynamic Programming in Deterministic Control.
December 12, 2013
Weihong Ni (ULIV) Latent risks in weighted compound Poisson ruin models.
December 5, 2013
Hirbod Assa (ULIV) Modeling agricultural insurance: a new problem, a new approach.
November 28, 2013
- Wei Zhu (ULIV) Explicit forms for ruin probabilities with fractional shape Gamma distributions.
November 14, 2013
- Suhang Dai (ULIV) Phase-type Sparre Andersen models with diffusion.
November 8, 2013
- Markus Rosenkranz (University of Kent, UK) Noncommutative Free Algebras and Their Use in Actuarial Science.
November 7, 2013
- Dominik Kortschak (Joanneum Research, Austria) Ruin problems for processes in a changing environment.
October 24, 2013
- Meng Wang (ULIV) Markov Chain Monte Carlo method on claims fitting - A study based on Quota-share Ruin probability calculation.
October 3, 2013
- Bo Li (NU) Risk processes analysed as fluid queues.
September 26, 2013
- Zbigniew Palmowski (UW) Dividend problems for a Levy insurance risk process.
September 19, 2013
- Kais Hamza (MU) Volatility in the Black-Scholes and other formulae.
September 16, 2013
- Collaboration with Insurance Industry.
February 14, 2013
- Marie Kratz (ESSEC) There is a VaR beyond usual approximations.
At ESSEC Paris (ESSEC)
November 22, 2013
- Shubhabrata Das (IIMB) Facing the future: Indian Pension systems.
At the University of Lausanne (UNIL)
December 9, 2013
- Kostiantyn Ralchenko (Taras Shevchenko National University of Kyiv, Ukraine) Approximation of Multifractional Brownian Motion.
- Krzys Debicki (WU) Mini-Workshop on Risk, ruin and Neuroscience, organised together with vice-dean Professor Allesando E.P. Villa.
October 21, 2013
- Yulyia Mishura (Taras Shevchenko National University of Kyiv, Ukraine) Parameter estimation in the models with long-range dependence.
September 3, 2013
- Dmitry Korshunov (Sobolev Institute of Mathematics, Russia) Extremal Behavior of Gaussian Chaos.
August 26, 2013
- Liang Peng (Georgia Tech, USA) Interval estimation for random coefficient AR model and predictive regressions.
- Krzys Debicki (WU) Mini-workshop on Levy and Gaussian queues and risk models.
- Jinzhu Li (NU) Heavy-tailed risks.
June 21, 2013
- Marie Kratz (ESSEC) How to best approximate the distribution of aggregated heavy tailed risks?
- Krzys Debicki (WU) Mini-Workshop on Extremes of Homogeneous Gaussian Random Fields.
At the Indian Institute of Management Bangalore (IIMB)
May 10, 2013
- Corina Constantinescu (ULIV) Rating systems for insurance premium calculations.
- Marie Kratz (ESSEC) On Devising Various Alarm Systems for Insurance Companies.
April 22, 2013
- Marie Kratz (ESSEC) On the (tail) distributions of functionals of random excursion sets.
At Nankai University (NU)
July 17, 2013
- Corina Constantinescu (ULIV) Some recent results for renewal risk models.
- Lanpeng Ji (UNIL) Asymptotic expansions of ruin probability for Gaussian risk processes.
- Xiaofan Peng (NU) Optimal control with restrictions for a diffusion risk model under constant interest force.
July 12, 2013
- David Siska (ULIV) On randomized stopping.
- Mi Chen (NU) Expected discounted dividends in a discrete semi-Markov risk model.
- Xiaoqing Liang (NU) Optimal investment, consumption and timing of annuity purchase under a preference change.
Conferences with participation of RARE members:
- Perspective in Actuarial Risks in Talks by Young researchers (PARTY), Liverpool, January 2015.
- 13th Scientific Day of the German Association for Actuarial and Financial Mathematics Conferece, Bonn, March 2014.
- Stochastik Tage, Ulm, March 2014.
- International Workshop for Applied Probability, Anthalya, June 2014.
- 11th International Vilnius Conference on Probability Theory and Mathematical Statistics, Vilnius, July 2014.
- 5th International Gerber-Shiu Worshop, Hong-Kong, July 2104.
- International Congress in Insurance Mathematics and Economics (IME), Shanghai, July 2014.
- Stochastic Processes and thier Applications, Buenos Aires, July 2014.
- First European Conference on Queueing Theory, Gent, 2014.
- Actuarial Teaching and Research Conference, Edinburgh, December 2014.
- Workshop on Heavy Tails and Extremes, ISI Kolkata, January 2013.
- Perspective in Actuarial Risks in Talks by Young researchers (PARTY), Ascona, January 2013.
- Queues and Risk Workshop, Eindhoven, March 2013.
- 12th Scientific Day of the German Association for Actuarial and Financial Mathematics Conference, Berlin, May 2013.
- International Congress in Insurance Mathematics and Economics (IME), Copenhagen, July 2013.
- Extreme Values and Applications Conference (EVA), Shanghai, July, 2013.
- Extremes in Vimeiro Today (EVT), Vimeiro, September 2013.