CADA-Flow: Capturing Complex Dependence in Cyber Breach Risk via Deep Learning

Speaker: Maochao Xu（Illinois State University）

Time: Jun 5, 2026, 16:00-17:00

Location: Room M4009, College of Science Building

Recent progress about sub-diffusion process

Speaker: Shuaiqi Zhang

Time: Jun 4, 2026, 15:00-16:00

Location: Room M5024, College of Science Building

Pricing and Optimal Surrender Strategies of Variable Annuities with Correlated Interest Rates and Jump-Diffusion Equity

Speaker: Xiao Wei (Central University of Finance and Economics)

Time: May 18, 2026, 15:00-16:00

Location: Room M616, College of Science Building

A Tale of Two Pathways to Gompertz Mortality

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

Time: May 7, 2026, 16:30-17:30

Location: Room M714, College of Science Building

Generative Copula Modeling with Neural Networks

Speaker: Marius Hofert（University of Hong Kong）

Time: May 7, 2026, 15:00-16:00

Location: Room M714, College of Science Building

Pareto-Optimal Risk Sharing under Risk-Averse Preferences

Speaker: Michael Boyuan Zhu（University of Hong Kong）

Time: Mar 27, 2026, 10:30-11:30

Location: M1001, College of Science Building

Optimal Stablecoin Peg Management under Limited Arbitrage

Speaker: Yuqian Zhao（University of Sussex）

Time: Mar 25, 2026, 16:30-17:30

Location: Room M714, College of Science Building

AI for Incentive-Compatible Insurance Design: Learning Optimal Indemnity with Lipschitz Networks

Speaker: Yichun Chi(Central University Of Finance And Economics)

Time: Jan 28, 2026, 10:30-11:30

Location: M1001, College of Science Building

Life-cycle planning model with rational inattention

Speaker: Ning Wang（Australian National University）

Time: Jan 4, 2026, 16:30-17:30

Location: M1001, College of Science Building

Extended Convolution Bounds on the Frechet Problem: Robust Risk Aggregation and Risk Sharing

Speaker: Peng Liu（University of Essex）

Time: Jan 4, 2026, 15:30-16:30

Location: M1001, College of Science Building

Optimal Investment Under Non-Markovian Models via BSPDEs and Deep Learning

Speaker: Jingtang MA（Southwestern University of Finance and Economics）

Time: Nov 22, 2025, 16:00-17:00

Location: Room M616, College of Science Building

Efficient Pricing and Greeks Estimation for Variable Annuities under a Multivariate OUSV Model

Speaker: Zhimin Zhang(Chongqing University)

Time: Nov 21, 2025, 17:30-18:30

Location: Room M616, College of Science Building

Optimal risk sharing, equilibria, and welfare with empirically realistic risk attitudes

Speaker: Liyuan Lin（Monash University）

Time: Nov 12, 2025, 15:00-16:00

Location: M1001, College of Science Building

Extreme-case Range Value-at-Risk under Increasing Failure Rate

Speaker: Fengzhen Zou（University Of Science And Technology Of China）

Time: Oct 27, 2025, 10:30-11:30

Location: M1001, College of Science Building

Optimal asset allocation for households with healthcare and insurance

Speaker: Jingzhen Liu（Central University of Finance and Economics）

Time: Oct 24, 2025, 10:30-11:30

Location: M1001, College of Science Building