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

Optimal Risk Pooling of Peer-to-Peer Insurance

Speaker: Ze Chen (Renmin University of China)

Time: May 12, 2023, 16:30-17:30

Location: M4009, College of Science Bldg.

Optimal risk management with reinsurance and its counterparty risk hedging

Speaker: Yichun Chi (Central University of Finance and Economics)

Time: Apr 14, 2023, 10:30-11:30

Location: M1001, College of Science Bldg.

Stackelberg Reinsurance Games From a Single Game to a Chain of Game

Speaker: ZOU Bin (University of Connecticut)

Time: Apr 13, 2023, 16:30-17:30

Location: M5024, College of Science Bldg.

Optimal control with performance dependent dividend strategies and capital injection for spectrally negative Lévy risk processes

Speaker: Wenyuan Wang (Xiamen University )

Time: Oct 27, 2022, 15:00-16:00

Location: Tencent Meeting ID 384-201-976, Passcode 221027

Assessing Cyber Risks of Networked Systems Based on L-hop Propagation

Speaker: Gaofeng Da (Nanjing University of Aeronautics and Astronautics)

Time: Oct 13, 2022, 10:00-11:30

Location: Tencent Meeting ID 200-671-059, Passocode 221013

Systemic Risk under Extremes

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

Time: Sep 15, 2022, 10:00-11:00

Location: Tencent Meeting ID 702-350-730, Passcode 220915

Optimal singular dividend control with capital injection and affine penalty payment at ruin

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

Time: Aug 26, 2022, 10:00-11:00

Location: Tencent Meeting ID 878-900-323, Passcode 220826

Dynamic mean–variance problem with frictions

Speaker: Guiyuan Ma (Xi’an Jiaotong University)

Time: Aug 22, 2022, 10:00-11:00

Location: Tencent Meeting ID 189-894-505, Passcode 220822

Optimal reinsurance for several lines of business

Speaker: Yinzhi Wang (Southwestern University of Finance and Economics)

Time: Jun 16, 2022, 10:00-11:00

Location: Tencent Meeting ID 564-968-885, Passcode 220616

Credibility theory for mean-variance premium principles

Speaker: Yaodi Yong (The University of Hong Kong)

Time: Jun 9, 2022, 10:30-11:30

Location: Tencent Meeting ID 350-320-820, Passcode 220609

On the extinction-extinguishing dichotomy for a stochastic Lotka-Volterra type population dynamic system

Speaker: Xu Yang (North Minzu Universituy)

Time: May 6, 2022, 10:00-11:00

Location: Tencent Meeting ID 703 7037 2992, Passcode 3804

Valuing variable annuities via fair dynamic valuation: Effect of longevity-linked security

Speaker: Ze Chen (Renmin University of China)

Time: Apr 14, 2022, 10:00-11:00

Location: Tencent Meeting ID 248-579-910, Passcode 220414