Center for Mathematical Economics
Walter Trockel gives a seminar talk in York
Veröffentlicht am 21. September 2023
On September 21, Walter Trockel is giving a seminar talk, entitled "Nash smoothing on the test bench: Hα-essential equilibria ", at the University of York.
Further information can be found here.
Further information can be found here.
Max Nendel in Padua
Veröffentlicht am 15. September 2023
On September 15, Max Nendel is gives a seminar talk at the Seminar in Probability and Finance, entitled "A parametric approach to the estimation of convex risk functionals based on Wasserstein distance" in Padua.
New article by Max Nendel and Jan Streicher
Veröffentlicht am 12. September 2023
The article "An axiomatic approach to default risk and model uncertainty in rating systems" of Max Nendel and Jan Streicher has been accepted for publication in the Journal of Mathematical Economics.
Max Nendel in Milano
Veröffentlicht am 12. September 2023
On September 12, Max Nendel is invited speaker and gives a talk at the The Mathematics of Subjective Probability 2023 at Milano-Bicocca, entitled "An optimal transport foundation for a class of dynamically consistent risk measures".
Annika Kemper gives a talk in Vienna
Veröffentlicht am 12. September 2023
On September 12, Annika Kemper is giving a talk at the WPI-Workshop: Stochastics, Statistics, Machine Learning and their Applications to Sustainable Finance and Energy Markets entitled "A Principal-Agent Framework for Optimal Incentives in Renewable Investments". Click here for further information.
Ioannis Tzouanas in Delft
Veröffentlicht am 5. September 2023
Ioannis Tzouanas takes part in the 15th European summer school for financial mathematics in Delft and presents a poster.
Shihao Zhu gives a talk in Hong Kong
Veröffentlicht am 27. August 2023
On August 27 Shihao Zhu gives a talk entitled "Consumption Decision, Portfolio Choice and Healthcare Irreversible Investment" during the Recent Advances on Quantitative Finance in Hong Kong. Further information is available on the conference's website.
Shihao Zhu in Hong Kong
Veröffentlicht am 27. August 2023
Am 27. August hält Shihao Zhu unter dem Titel "Consumption Decision, Portfolio Choice and Healthcare Irreversible Investment" einen Vortrag im Rahmen der Konferenz Recent Advances on Quantitative Finance in Hong Kong. Weitere Informationen sind auf der Webseite der Konferenz aufrufbar.
Jodi Dianetti on the ICIAM in Tokyo
Veröffentlicht am 21. August 2023
Jodi Dianetti is participating in the ICIAM Tokyo 2023 congress and giving a talk on "Mean-field singular control problem: regularitiy and related mean-field reflected diffusion.
Further information can be found on the congress's website.
Further information can be found on the congress's website.
New article by Walter Trockel
Veröffentlicht am 9. August 2023
The article "PEA: core-analogue for non-cohesive games" by Walter Trockel and Papatya Duman (Paderborn) will be published in the Economics Bulletin.
Manuek Förster and Jurek Preker in Stony Brook
Veröffentlicht am 24. Juli 2023
The IMW contributes to the 34th Stony Brook International Conference on Game Theory, taking place from July 24-27 2023, with two talks. Manuel Förster presents his work "Strategic use of social media influencer marketing" and Jurek Preker gives a talk on "Strategic News Selection in Social Media". Further information is available on the conference's website.
Annika Kemper in Berlin
Veröffentlicht am 20. Juli 2023
On July 20, Annika Kemper is giving a talk in the research seminar Stochastische Analysis und Stochastik der Finanzmärkte at the Technische Universität Berlin with the title "A Principal-Agent Framework for Optimal Incentives in Renewable Investments".
IMW at the SAET 2023 in Paris
Veröffentlicht am 17. Juli 2023
The IMW contributes to the SAET 2023 conference, taking place in Paris from July 17-21, with talks and session chairs. Dominik Karos and Frank Riedel organize the sessions on Dynamic Decision Problems and Knightian Uncertainty respectively. Talks are held by Gerrit Bauch on "Ambiguity aversion and the direction of dynamic inconsistency in sender-receiver games of common interest", Artur Dolgopolov on "Automated Mechanism Design with Memory" and Dominik Karos on "A taste for variety: repeated decision problem with frequency-dependent payoffs".
Further information can be found on the conference's website.
Further information can be found on the conference's website.
Max Nendel in Spain and Portugal
Veröffentlicht am 13. Juli 2023
On July 13, Max Nendel presents his work on "A parametric approach to the estimation of convex risk functionals based on Wasserstein distance" on the ISIPTA
2023 in Oviedo, Spain.
On July 19, he further presents his work on "A lattice-theoretic approach to submodular mean field games based on stochastic orders" in the Seminário de Probabilidades e Estatística at the Universidade de Coimbra, Portugal.
On July 19, he further presents his work on "A lattice-theoretic approach to submodular mean field games based on stochastic orders" in the Seminário de Probabilidades e Estatística at the Universidade de Coimbra, Portugal.
Summer School: Risk and Uncertainty in Economics, Insurance and Finance
Veröffentlicht am 3. Juli 2023
From Monday to Friday the CRC 1283 and the Center for Mathematical Economics bring together students and experts interested in risk and uncertainty by hosting a Summer School on Risk and Uncertainty in Economics, Insurance and Finance.
More information about the summer school can be found on its website.
More information about the summer school can be found on its website.