Contract Structure and Risk Aversion in Longevity Risk Transfers

Speaker: Hong Li（Universityof Guelph）

Time: Jul 8, 2024, 14:30-15:30

Location: Room M714, College of Science Building

Optimal ratcheting of dividends with capital injection

Speaker: Ran Xu（Xi’an Jiaotong-Liverpool University）

Time: Jun 27, 2024, 11:20-12:00

Location: Room M714, College of Science Building

Risk Contagion Under Extremes: interplay of Heavy-tailedness and Tail dependence

Speaker: Jiajun Liu（Xi’an Jiaotong-Liverpool University）

Time: Jun 27, 2024, 10:40-11:20

Location: Room M714, College of Science Building

Moral hazard in peer-to-peer insurance with social connection

Speaker: Ze Chen（Renmin University of China）

Time: Jun 27, 2024, 09:40-10:20

Location: Room M714, College of Science Building

Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks

Speaker: Jing Yao（Soochow University）

Time: Jun 27, 2024, 09:00-09:40

Location: Room M714, College of Science Building

Stackelberg reinsurance game between the insurer and the reinsurer

Speaker: Lv Chen（East China Normal University）

Time: Jun 21, 2024, 10:30-11:30

Location: Room M714, College of Science Building

A Bayesian Approach in Projecting Future Mortality at the Provincial Level in China

Speaker: Xiaobai Zhu（The Chinese University of Hong Kong）

Time: Jun 21, 2024, 09:30-10:30

Location: Room M714, College of Science Building

Robust peer-to-peer risk sharing in continuous time

Speaker: Tim J. Boonen（The University of Hong Kong）

Time: Jun 18, 2024, 11:00-12:00

Location: M1001, College of Science Building

Pareto-optimal insurance under robust distortion risk measures

Speaker: Wenjun Jiang（University of Calgary）

Time: Jun 18, 2024, 10:00-11:00

Location: M1001, College of Science Building

Inverse scattering with phaseless data

Speaker: Haiwen Zhang（The Academy of Mathematics and Systems Science, the Chinese Academy of Sciences）

Time: Jun 6, 2024, 10:00-11:00

Location: Tencent Meeting：920 169 191 ( Password:0606 )

Robust Estimates of Insurance Misrepresentation through Kernel Quantile Regression Mixtures

Speaker: Jianxi Su（Purdue University）

Time: May 30, 2024, 11:00-12:00

Location: Room M714, College of Science Building

Monotonic Transformation, Implied Stock Price Process and Pricing of Spread Options and Other Derivatives

Speaker: Gianluca FUSAI（Bayes Business School (formerly Cass), City, University of London Università del Piem

Time: May 22, 2024, 11:10-12:10

Location: Room M5024, College of Science Building

Convergence analysis on the particle systems with centralized control

Speaker: Chao Zhou（National University of Singapore）

Time: Dec 14, 2023, 16:10-17:30

Location: M3009, College of Science Building

Distributional robust insurance within the L^2 ball

Speaker: Wenjun Jiang（University of Calgary）

Time: Jul 17, 2023, 11:30-12:30

Location: M5024, College of Science Building

The Equivalence of Density Expansions for Multivariate Diffusions

Speaker: Nian Yang（Nanjing University）

Time: May 22, 2023, 10:00-11:00

Location: Room M4009, College of Science Building