Today, December, 11 2023, Max Nendel gives a talk titled Convex Risk Measures Based on Optimal Transport as an invited speaker in the workshop Model Risk in Finance: Bridging Theory to Applications at the University College Dublin.

The 18th BiGSEM Doctoral Workshop with sessions on different topics, a poster session and many discussions recently concluded. IMW members were part of the orga team and have presented their research posters. We thank the BiGSEM workshop orga team for its excellent organization!

Today, 7th December 2023, Jodi Dianetti gives a talk in the seminar of Sören Christensen. He visits the stochastic department from the 7th to the 8th of December 2023.

On Tuesday, November 21, 2023, Annika Kemper gives a lecture in the advanced seminar 'Angewandte Stochastik / Mathematische Physik' at the FernUniversität in Hagen. The title of her presentation is: "A Principal-Agent Framework for Optimal Incentives in Renewable Investments".

Today, November 17, 2023, Frank Riedel gives a talk at the ASMF research seminar at the Amsterdam School of Economics titled "Sharing Model Uncertainty".

On Monday, November 13 at 7 p.m. in lecture hall 7, the Unikino will be showing the film "A Beautiful Mind" about the mathematician and game theorist John Nash. Moritz Kassmann, Dean of the Faculty of Mathematics, and Frank Riedel, Director of the Institute for Mathematical Economics, will give a brief introduction on the significance of game theory for the development of economics in the 20th century.

Today, on the 20. October 2023, the Homecoming-Seminar took place, in which former IMW students talk about their career entry and personal experiences in the industry sector. The IMW welcomed Nathalie Evers from Dr. Oetker and Rouven Michels from the Department of Statistics, who shared their experiences around the topic career entries and everyday professional life. The seminar started at 14:15 in the seminar room V10-122. Afterwards there was a get-together in V10-151, kindly sponsored by Dr. Oetker.

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!

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.

Today the Homecoming-Seminar takes place, in which former IMW students talk about their career entry. The IMW is welcoming Svea Drekshagen from the re-insurance company Hannover Rück and Nils Grafen from the insurance group Hannover, who will share their experiences around the topic work routine in insurance. The seminar starts at 14:15 in the seminar room V10-122. afterwards there will be a get-together in V10-151, sponsored by the Hannover Rück. Interested students are warmly welcome.
Further information can by found on the following flyer.

Giorgio Ferrari is visiting Ulm University and on November 18 will give a seminar on "Consumption decision, portfolio choice and healthcare irreversible investment" within the Actuarial Science Seminar.

The paper "Stationary Discounted and Ergodic Mean Field Games of Singular Control" by Jodi Dianetti and Giorgio Ferrari has been accepted for publication in Mathematics of Operations Research (joint work with Haoyang Gao). Congratulations!

From August 29 to 31, the IMW is represented at the workshop Mathematics and Financial Economics - Many Player Games And Applications - at the Humboldt University of Berlin. In addition to financial support from IMW and SFB 1283, Frank Riedel participated as a member of the organizing team. Scientific presentations will be given by Jodi Dianetti, Anna Hager, Giorgio Ferrari and Max Nendel.

More information here

Official description:
This workshop brings together leading experts from mathematics, economics, operations research and engineering departments to discuss recent developments in the theory of many player games and their applications to finance and engineering. The workshop follows up on series of similar events in a recent ZiF Research Group held at Bielefeld University (ZiF - Robust Finance) where the impact of uncertainty and ambiguity for optimal economic decision making were explored. 

The workshop was held on August 29 - August 31, 2022 at the Humboldt University Berlin. It is sponsored by Springer publisher, the Collaborative Research Center CRC 1283 at Bielefeld University, the Berlin-Oxford International Research Training Group IRTG 2544, and the Transregio Collaborative Research Center TRCRC 190 at Humboldt University and LMU Munich. The workshop is jointly organized by the Humboldt University at Berlin and the Center for Mathematical Economics at Bielefeld University.

On June 10th, 2022, Max Nendel gives a talk entitled "Asymptotic parametrization of Wasserstein balls and perturbed Markovian transition semigroups" in the FDM-Seminar of the University of Freiburg.

The rectorate of the University Bielefeld formally extended the Center for Mathematical Economics as a research center until September 2026. Congratulations!