Center for Mathematical Economics
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.
AMaMeF Conference in Bielefeld
Veröffentlicht am 26. Juni 2023
From Monday to Friday, Bielefeld University, the CRC 1283 and the Center for Mathematical Economics bring together the leading experts on financial mathematics by hosting the 11th General AMaMeF Conference.
The following blog entry of the University summarizes the workshop's intent. More information about the conference can be found on the conference's website.
The following blog entry of the University summarizes the workshop's intent. More information about the conference can be found on the conference's website.
New publication by Giorgio Ferrari
Veröffentlicht am 15. Juni 2023
The paper "Two-sided Singular Control of an Inventory with Unknown Demand Trend" by Giorgio Ferrari (joint with Salvatore Federico and Neofytos Rodosthenous) has been accepted for publication on SIAM Journal on Control and Optimization.
Jodi Dianetti and Giorgio Ferrari in Philadelphia
Veröffentlicht am 5. Juni 2023
Jodi Dianetti and Giorgio Ferrari present in Philadelphia at invited sessions at the SIAM Conference on Financial Mathematics and Engineering. Further information can be found here.
Frank Riedel gives a talk at Maastricht University
Veröffentlicht am 31. Mai 2023
On June 1, Frank Riedel presents the paper "Efficient Allocations under Ambiguous Model Uncertainty" in the GSBE-ETBC Seminar of Maastricht University.
Further info can be found here.
Further info can be found here.
Annika Kemper successfully defended her doctoral thesis
Veröffentlicht am 26. Mai 2023
On May 26, Annika Kemper successfully defended her doctoral thesis with the title "On Optimal Incentives for Renewable Investments and the Pricing of Electricity Swap Contracts". Congratulations!
Article of Jodi Dianetti and Giorgio Ferrari accepted
Veröffentlicht am 19. Mai 2023
The paper "Multidimensional Singular Control and Related Skorokhod Problem: Sufficient Conditions for the Characterization of Optimal Controls" by Jodi Dianetti and Giorgio Ferrari has been accepted for publication on Stochastic Processes and their Applications.
Giorgio Ferrari at the IMSI Workshop
Veröffentlicht am 17. Mai 2023
Giorgio Ferrari is invited speaker at the IMSI-Workshop "Technological Innovation in Health Care Delivery" in Chicago.
Giorgio Ferrari in London
Veröffentlicht am 15. Mai 2023
Giorgio Ferrari visits the University City College of London between May 15 and 20.
Max Nendel gives a talk in Warwick
Veröffentlicht am 10. Mai 2023
On May 10, Max Nendel will give a talk at the Stochastic Finance Seminar at the University of Warwick. The title of his presentation is "A parametric approach to the estimation of convex risk functionals based on Wasserstein distance".
CUDE - a new research training group is being funded
Veröffentlicht am 8. Mai 2023
The new research training group CUDE (Coping with Uncertainty in Dynamic Environments) has officially been granted funding by the DFG for the next five years. This allows funding for up to 24 PhD students in two cohorts who will engage in developing economic and mathematical methods to deal with uncertainty.
More information can be found in the most recent press release.
More information can be found in the most recent press release.
IMW at a workshop in Hannover
Veröffentlicht am 4. Mai 2023
The IMW is represented by Annika Kemper, Max Nendel, Frank Riedel, Alessandro Sgarabottolo, Jan Streicher and Shihao Zhu at the workshop on Risk Measures and Uncertainty in Insurance from May 4-5 in Hannover. The IMW is contributing with the two talks: "A Principal-Agent Framework for Optimal Incentives in Renewable Investments" by Annika Kemper and "An axiomatic approach to default risk and model uncertainty in rating systems" by Jan Streicher.
More information on the workshop's website.
More information on the workshop's website.
Alessandro Sgarabottolo gives a online talk in Paris
Veröffentlicht am 2. Mai 2023
On Tuesday, May 2nd, Alessandro Sgarabottolo gives an online talk on "A parametric approach to the estimation of convex risk functionals based on Wasserstein distance" at the "PhD Seminar Series on Financial Modeling" of the Université Paris 1 Panthéon-Sorbonne.