Event Archive

Semi-Coherent Multi-Population Mortality Modeling: The Impact on Longevity Risk Securitization by Wai-Sum Chan (CUHK)
  1. February 12, 2020 - 3:30pm to 4:30pm
Numerical analysis of a McKean--Vlasov equation with feedback through hitting the boundary by Vadim Kaushanskii (UCLA)
  1. November 25, 2019 - 4:00pm to 5:00pm
On the asymptotic optimality of the comb strategy for prediction with expert advice by Erhan Bayraktar (UMich)
  1. November 18, 2019 - 3:30pm to 4:30pm
Self-excited Black-Scholes models for option pricing by Alec Kercheval (Florida State University)
  1. November 11, 2019 - 3:30pm to 4:30pm
A two-player price impact game by Moritz Voss (UCSB)
  1. October 28, 2019 - 3:30pm to 4:30pm
The Social Cost of Carbon in a Non-Cooperative World by Holger Kraft
  1. October 18, 2019 - 2:00pm to 3:00pm
Correlators of Polynomial Processes by Silvia Lavagnini
  1. October 14, 2019 - 3:30pm to 4:30pm
Welcome Coffee and Tea
  1. October 7, 2019 - 3:30pm to 4:00pm
Annual board meeting
  1. September 17, 2019 - 10:00am to 12:30pm
PhD Defense by Michael Zhaoyu Zhang
  1. June 13, 2019 - 11:00am to 12:30pm
PhD Defense by Aditya Maheshwari
  1. June 13, 2019 - 9:30am to 10:45am
Advancement to Candidacy: Nicole Yang
  1. May 17, 2019 - 11:00am
UCSB InsurTech Summit
  1. May 3, 2019 - 12:00am
Modeling Risks with Pareto Distributions by Arthur Charpentier (UQAM)
  1. April 29, 2019 - 3:30pm to 4:30pm
Minicourse on "Machine Learning Techniques in Finance" by Yuri Saporito
  1. April 26, 2019 - 2:00pm to 5:00pm
Conditional Optimal Stopping by Yuchong Zhang (U Toronto)
  1. April 22, 2019 - 3:30pm to 4:30pm
Mean field analysis of neural networks: typical behavior and fluctuations by Kostas Spilioupoulos (Boston U)
  1. April 15, 2019 - 3:30pm to 4:30pm
Probabilistic numerical methods for MFC and MFG based on deep learning by Mathieu Lauriere (Princeton)
  1. March 11, 2019 - 3:30pm to 4:30pm
Pricing in an Eisenberg-Noe interbank system under comonotonic endowments by Zach Feinstein (Wash U St Louis)
  1. February 25, 2019 - 3:30pm to 4:30pm
Seminar by Ruoyu Wu (University of Michigan)
  1. February 24, 2019 - 3:30pm to 4:30pm