Nonzero-sum Dynkin Games under a Generalised Order Condition: Verification Theorem and Application to Convertible Bonds

Speaker: Gechun Liang(The University of Warwick)

Time: Aug 6, 2025, 16:30-17:30

Location: M1001, College of Science Building

Optimal usage strategy of catastrophe insurance compensation based on epidemiological model

Speaker: Wentao Hu（KU Leuven）

Time: Aug 1, 2025, 11:10-11:50

Location: M1001, College of Science Building，Tencent Meeting ID: 838 864 367

Optimal weighted reinsurance contract in a Stackelberg-Nash differential game with negotiation

Speaker: Qingqing Zhang（Shanghai University of International Business and Economic）

Time: Aug 1, 2025, 10:30-11:10

Location: M1001, College of Science Building，Tencent Meeting ID: 838 864 367

Stochastic reinsurance demand-supply game under alpha-maxmin mean-variance criterion

Speaker: Yu Yuan（Nanjing University of Information Science and Technology）

Time: Aug 1, 2025, 09:40-10:20

Location: M1001, College of Science Building，Tencent Meeting ID: 838 864 367

Optimal reinsurance design under convex premium principles and distortion risk measures

Speaker: Wenjun Jiang（University of Calgary）

Time: Aug 1, 2025, 09:00-09:40

Location: M1001, College of Science Building，Tencent Meeting ID: 838 864 367

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