2020 IFAM Seminars and Visitors
To view the presentation slides click here
| Date | Visitor and Seminar Title |
|---|---|
|
16/12/2020 |
Karim Barigou Pricing equity-linked life insurance contracts with multiple risk factors by neural networks |
|
02/12/2020 |
Andreas Tsanakas Discrimination - Free Insurance Pricing |
|
25/11/2020
|
Jorge M Ramirez Uncertainty and risk in a geophysical complex system: the invariant distribution of river discharge under stochstic rainfall. |
|
04/11/2020 |
Kais Hamza Matching marginals and sums |
|
21/10/2020 |
Nora E Muler Optimal Dividend Ratcheting Strategy |
|
07/10/2020 |
Paresh Date Forecasting crude oil futures prices using the Kalman filter and macroeconomic news sentiment |
|
30/09/2020
|
Hai Ha Pham Distribution and asymptotic results for Japanese double - debt risk model |
|
16/09/2020
|
Jiro Akahori Thermodynamic Approach to Whole-Life Insurance: An Evaluation Method of Surrender Risk |
|
09/09/2020
|
Tommi Sottinen Option-Pricing without Probability: Good news and Bad news |
|
02/09/2020
|
Robert Gaunt Variance-gamma approximation by Stein's method |
| 22/07/2020 |
Edmond Levy On the sum of independent random variables from the exponential family |
| 24/06/2020 |
Jennifer Alonso-Garcia (Universite Libre de Bruxelles) Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model |
| 10/06/2020 |
Yuliya Mishura (University of Kyiv,Ukraine) Functional limit theorems for financial markets with long-range dependance |
| 27/05/2020 |
Florin Avram (University of Pau, France) From the Lokka-Zervos alternative to Riemann Surfaces |
| 20/05/2020 |
Pierre Patie (University of Liverpool) Finite-time Ruin Probability for Markovian Skip-free Risk Processes |
| 11/03/2020 |
Leonie Brinker (University of Cologne) Minimizing the expected time in Drawdown |
| 19/02/2020 |
Hansjoerg Albrecher (HEC Lausanne, Switzerland) Matrix distributions, Mittag-Leffler functions and the modeling of heavy-tailed risks |
| 12/02/2020 |
Larbi Alili (University of Warwick) Stochastic inversions and Kelvin Transform |
| 05/02/2020 |
Hanspeter Schmidli (University of Cologne) Optimal Reinsurance and Investment in a Diffusion Model |
| 28/01/2020 |
Guusje Delsing (University of Amsterdam) A ruin model with a resampled environment |
| 15/01/2020 |
Anna Debon (University of Valencia) Statistical tools to manage longevity risk |
Uncertainty and risk in a geophysical complex system: the invariant distribution of river discharge under stochastic rainfall.