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» Published on 24. Juni 2022

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 Aalto Unive...

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» Published on 23. Juni 2022

Max Nendel gives a talk at TU Berlin

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 Oberseminar Rough P...

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» Published on 22. Juni 2022

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: Mathematics and Econ...

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» Published on 21. Juni 2022

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 after publi...

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» Published on 14. Juni 2022

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: "The...

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» Published on 13. Juni 2022

New paper by Max Nendel accepted for publication

The paper "Separability vs. robustness of Orlicz spaces: financial and economic perspectives" by Max Nendel has been accepted for publication in SIAM Journal on Financial Mathe...

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» Published on 13. Juni 2022

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" (Bol...

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» Published on 10. Juni 2022

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...

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» Published on 8. Juni 2022

Max Nendel gives a talk in Freiburg

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...

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» Published on 8. Juni 2022

Max Nendel gives a talk in Konstanz

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 Oberseminar Stochast...

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» Published on 7. Juni 2022

Alessandro Sgarabottolo gives a talk in Konstanz

On June 7th, Alessandro Sgarabottolo gives a talk entitled "Asymptotic parametrization of Wasserstein Balls" in the Student Seminar of Konstanz University.

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