2020 IFAM Seminars and Visitors

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DateVisitor 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.