2019 IFAM Seminars and Visitors

DateVisitor and Seminar Title
11/12/2019

Alfred Müller (University of Siegen)

Dependence uncertainty bounds for the energy score

04/12/2019

David Banos (University of Oslo)

Pricing and hedging with rough volatility

13/11/2019

Mogens Steffensen (University of Kopenhagen)

Epiphanies in Pension Design and Valuation

30/10/2019

Jan Dhaene (KU Leuven)

Valuation of Insurance Liabilities: Merging Market - and Model-Consistency

23/10/2019

Daniel Meyer (University of Liverpool)

Peano curves, trees, and spheres

01/05/2019

Alexander Schnurr (University of Siegen)

On a Missing Characteristic in the Theory of Semimartingales

27/03/2019

Andrew Cairns (Heriot-Watt University)

Medium Data and Socio-Economic Mortality

20/03/2019

Pradip Tapadar (University of Kent)

Insurance risk pooling, loss coverage and social welfare: When is adverse selection not adverse?

20/03/2019

Professor David Wilkie (Heriot-Watt University)

On his research approach

06/03/2019

Ralf Korn (TU Kaiserslautern)

Yield Curves, Measure Transformation, and Applications in Chance-Risk Classification of German Pension Products

27/02/2019

Sasha Movchan (University of Liverpool)

Waves in structured media and mathematics of metamaterials

20/02/2019

Silvana Pesenti (Cass Business School)

Cascade Sensitivity Measures

06/02/2019

Takis Konstantopoulos (University of Liverpool)

On the Wiener-Hopf Factorization