Optimal Annuity Divisor of Notional Defined Contribution Plan

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

Time: Jun 3, 2025, 16:30-17:30

Location: Room M714, College of Science Building

Optimal investment and consumption strategies for pooled annuity with partial information

Speaker: Lv Chen（East China Normal University）

Time: Jun 3, 2025, 15:30-16:30

Location: Room M714, College of Science Building

Trading Behavior of Large and Small Investors in the Presence of Large Investor Premium

Speaker: Yuhong Xu （Soochow university）

Time: May 17, 2025, 16:00-17:00

Location: Room M4009, College of Science Building

Textual Analysis of Insurance Claims with Large Language Models

Speaker: Zhuo Jin（Macquarie University）

Time: Apr 28, 2025, 10:30-11:30

Location: Room M714, College of Science Building

Robust Λ-quantiles and extremal distributions

Speaker: Xia Han（Nankai University）

Time: Apr 9, 2025, 16:30-17:30

Location: M1001, College of Science Building

Decentralized risk-sharing: pooling risks without a central insurer

Speaker: Jan Dhaene（KU Leuven）

Time: Mar 6, 2025, 14:30-15:30

Location: Room M714, College of Science Building

Optimal timing of investment in cybersecurity technology

Speaker: Zhuo Jin（Macquarie University）

Time: Jan 13, 2025, 16:30-17:30

Location: M1001, College of Science Building

Competitive insurance pricing in a duopoly

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

Time: Dec 27, 2024, 10:30-11:30

Location: M1001, College of Science Building

Optimal reinsurance design under the moment-based premium principle: a representative reinsurer’s perspective

Speaker: Wenjun Jiang（University of Calgary）

Time: Dec 27, 2024, 09:30-10:30

Location: M1001, College of Science Building

Factor risk measures

Speaker: Peng Liu（University of Essex）

Time: Nov 26, 2024, 10:30-11:30

Location: Room M714, College of Science Building

Dispersion Swap within a continuous-time Financial Market

Speaker: Biwen Ling（KU Leuven）

Time: Aug 13, 2024, 15:00-16:00

Location: M714, College of Science Building

Optimal investment and benefit adjustment problem for a collective DC pension plan with longevity trend under CEV model

Speaker: Hui Zhao（Tianjin University）

Time: Aug 11, 2024, 10:30-11:30

Location: M714, College of Science Building

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