Seminar Event

Results for Financial/Actuarial Mathematics events from 2020-08-01 to 2021-12-31
Future or past events may be found by using the Search tab above.

This seminar is funded by the by Curtis E. Huntington Honorary Fund.

Seminar List

pdf version

Date Speaker Seminar Title
Wednesday, September 23, 2020
Start: 4:00 PM
Location: https://umich.zoom.us/j/95407665241 Virtual *
Tao Chen
UM
Financial/Actuarial Mathematics Adaptive Robust Stochastic Control

Wednesday, September 30, 2020
Start: 4:00 PM
Location: https://umich.zoom.us/j/95407665241 Virtual *
Wei Yan
UM
Financial/Actuarial Mathematics Time inconsistent optimal control problem and related issues

Wednesday, October 07, 2020
Start: 4:00 PM
Location: https://umich.zoom.us/j/95407665241 Virtual *
Prakash Chakraborty
UM
Financial/Actuarial Mathematics Quenched asymptotics for the parabolic Anderson model with rough spatial noise

Wednesday, October 14, 2020
Start: 4:00 PM
Location: passcode: 790109, https://umich.zoom.us/j/95407665241 Virtual *
Ibrahim Ekren
FSU
Financial/Actuarial Mathematics Information Asymmetry and Optimal Transport

Wednesday, October 21, 2020
Start: 4:00 PM
Location: Passcode: 790109 https://umich.zoom.us/j/95407665241 Virtual *
Indrajit Mitra
Federal Reserve Bank of Atlanta
Financial/Actuarial Mathematics Time-varying Unemployment Benefits

Wednesday, October 28, 2020
Start: 4:00 PM
Location: Passcode: 790109 https://umich.zoom.us/j/95407665241 Virtual *
Xin Zhang
UM
Financial/Actuarial Mathematics Embedding of Walsh Brownian motion

Wednesday, November 04, 2020
Start: 4:00 PM
Location: Passcode: 790109 https://umich.zoom.us/j/95407665241 Virtual *
Yan Dolinsky
University of Jerusalem
Financial/Actuarial Mathematics Stochastic Stability for the Utility Maximization Problem

Wednesday, November 11, 2020
Start: 4:00 PM
Location: Passcode: 790109 https://umich.zoom.us/j/95407665241 Virtual *
Ruoyu Wu
Iowa State
Financial/Actuarial Mathematics Graphon mean field systems: large population and long time limits

Wednesday, November 18, 2020
Start: 4:00 PM
Location: Passcode: 790109 https://umich.zoom.us/j/95407665241 Virtual *
Bahman Angoshtari
University of Miami
Financial/Actuarial Mathematics Optimal Consumption under a Habit-Formation Constraint Based on Average Past Consumption

Wednesday, December 09, 2020
Start: 4:00 PM
Location: https://umich.zoom.us/j/95407665241 Virtual *
Zhenhua Wang
UM
Financial/Actuarial Mathematics The Coin-turning Walk and Its Scaling Limit

Wednesday, January 13, 2021
Start: 4:00 PM
Location: Passcode: 790109 https://umich.zoom.us/j/95407665241 Virtual *
Berkan Yilmaz
Financial/Actuarial Mathematics A LAW OF LARGE NUMBERS FOR ENTROPY AND SCHRÖDINGER BRIDGES

Wednesday, January 20, 2021
Start: 4:00 PM
Location: https://umich.zoom.us/j/95407665241 Virtual *
Jenny Young
UM
Financial/Actuarial Mathematics Bowley Solution of a Mean-Variance Game in Insurance

Wednesday, January 27, 2021
Start: 4:00 PM
Location: Virtual *
Xin Zhang
UM
Financial/Actuarial Mathematics k-core in percolated dense graph sequences

Wednesday, February 03, 2021
Start: 4:00 PM
Location: Virtual *
Gu Wang
WPI
Financial/Actuarial Mathematics Sharing Profits in the Sharing Economy

Wednesday, February 10, 2021
Start: 4:00 PM
Location: Virtual *
Qingshuo Song
WPI
Financial/Actuarial Mathematics Gradient estimate of HJB and its applications in Graphon Mean Field Game

Wednesday, February 17, 2021
Start: 4:00 PM
Location: Virtual *
Max Reppen
Boston University
Financial/Actuarial Mathematics Mean Field Games Model for Cryptocurrency Mining

Wednesday, February 24, 2021
Start: 4:00 PM
Location: Ask organizer Virtual *
Yu-Jui Huang
University of Colorado - Boulder
Financial/Actuarial Mathematics A Time-Inconsistent Dynkin Game: from Intra-personal to Inter-personal Equilibria

Wednesday, March 03, 2021
Start: 4:00 PM
Location: Ask the organizer Virtual *
Jianfeng Zhang
USC
Financial/Actuarial Mathematics Mean Field Game Master Equations with Non-separable Hamiltonians and Displacement Monotonicity

Wednesday, March 17, 2021
Start: 4:00 PM
Location: Virtual *
Hao Xing
Boston University
Financial/Actuarial Mathematics TBA

Wednesday, March 24, 2021
Start: 3:00 PM
Location: Virtual *
Xin Zhang
UM
Financial/Actuarial Mathematics Public portion of defense

Wednesday, April 07, 2021
Start: 4:00 PM
Location: 1360 East Hall
Mete Soner
Princeton
Financial/Actuarial Mathematics This is an MCAIM Colloquium

Wednesday, April 14, 2021
Start: 4:00 PM
Location: Virtual *
Christian Keller
UCF
Financial/Actuarial Mathematics TBA

Wednesday, April 21, 2021
Start: 4:00 PM
Location: Virtual *
Asaf Cohen
UM
Financial/Actuarial Mathematics TBA

Seminar List

 

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