On July 13th, 2022, Shihao Zhu gives a online talk entitled "Optimal Consumption, Portfolio and Best Time for Health Investment" during the 25th International Congress...
Manuel Förster and Frank Riedel present their work at the European Workshop in Economic Theory in Warsaw, July 7-9 2022. More information can be found on the following homepage...
Max Nendel gives a talk at the Euro2022 in Finland
On July 5th, 2022, Max Nendel gives a talk entitled "A decomposition of general premium principles into risk and deviation" during the conference
Euro2022 at the A...
On June 23rd, 2022, Max Nendel gives a talk entitled "Operator semigroups in the mixed topology and the infinitesimal description of Markov processes" in the Obersemin...
New paper by G. Ferrari, P. Schuhmann and S. Zhu accepted for publication
The paper "Optimal Dividends under Markov-modulated Bankruptcy Level" by G. Ferrari, P. Schuhmann and S. Zhu has been accepted for publication in Insurance: Mathematic...
Max Nendel's Mathematical Finance paper among top downloads
The paper "Markov chains under nonlinear expectation" by Max Nendel is among the top 10 most downloaded articles in the journal Mathematical Finance within the year a...
Annika Kemper, Frank Riedel and Julian Hölzermann at the 11th World Congress of the Bachelier Finance Society
From June 14 to 16, Annika Kemper, Frank Riedel and Julian Hölzermann give online talk at the 11th World Congress der Bachelier Finance Society. The title of their talks are: &quo...
The paper "Separability vs. robustness of Orlicz spaces: financial and economic perspectives" by Max Nendel has been accepted for publication in SIAM Journal on Finan...
Jodi Dianetti and Giorgio Ferrari are invited speakers in Bologna
Jodi Dianetti and Giorgio Ferrari are invited speakers at a Special Session on Mean-field Games within the "Third Italian Meeting on Probability and Mathematical Statistics&q...
Frank Riedel gives a talk at the University of Naples Federico II
Frank Riedel presents his recent work on „Trading Model Uncertainty“ at the Department of Economic Sciences and Statistics of the University of Naples Federico II on Thursday, Ju...
On June 10th, 2022, Max Nendel gives a talk entitled "Asymptotic parametrization of Wasserstein balls and perturbed Markovian transition semigroups" in
the FDM-Semin...
On July 7th, 2022, Max Nendel gives a talk entitled "Operator semigroups in the mixed topology and the infinitesimal description of Markov processes" at the Obersemina...
On June 7th, Alessandro Sgarabottolo gives a talk entitled "Asymptotic parametrization of Wasserstein Balls" in the Student Seminar of Konstanz University.
Frank Riedel gives a talk at Waterloo University, Canada
Frank Riedel presents his recent work on „Trading Model Uncertainty“ at the Actuarial Science and Financial Mathematics seminar series of Waterloo University on Friday, June 3 at 4...
Workshop in Rome: "Taming Uncertainty and Complexity in Economics and Finance"
In joint organization with the host, the IMW holds a workshop on "Taming Uncertainty and Complexity in Economics and Finance" at the LUISS University in Rome. Taking pl...