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Center for Mathematical Economics

Center for Mathematical Economics

Jodi Dianetti gives a talk in Roscoff

Veröffentlicht am 28. April 2023
On Thursday, April 27, Jodi Dianetti gave a talk at the conference "40 years of reflected Brownian motion and related topics" in Roscoff, France. The title of his presentation was Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls. More information can be found at the conference website.
Gesendet von RDoleske in Forschung
Tags: talk

Annika Kemper presents her research in Odense

Veröffentlicht am 25. April 2023
On April 27 Annika Kemper gives a talk in the Finance Research Seminar at the University of Southern Denmark. The title of her presentation is "A Principal-Agent Framework for Optimal Incentives in Renewable Investments".
Gesendet von GBauch in Forschung
Tags: talk

Homecoming-Seminar

Veröffentlicht am 21. April 2023
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.
Gesendet von GBauch in Allgemein

IMW at QFW in Italy

Veröffentlicht am 20. April 2023
Max Nendel and Alessandro Sgarabottolo participate in the Quantitative Finance Workshop (QFW) 2023 in Gaeta, Italy. Max Nendel's talk is entitled "An axiomatic approach to default risk and model uncertainty in rating systems", Alessandro Sgarabottolo presented his work on "A parametric approach to the estimation of convex risk functionals based on Wasserstein distance".
Further information can be found on the workshop's website.
Gesendet von GBauch in Forschung
Tags: workshop

Successful Joint Conference of IMW, CRC 1283 and University of Johannesburg

Veröffentlicht am 11. April 2023
The IMW organized a successful conference on "Risk and Uncertainty in Finance and Economics" in Johannesburg, jointly with the CRC 1283 and the University of Johannesburg. In addition to a group of Bielefeld researchers, the conference brought together international speakers from Paris, Berlin, and Canberra next to local speakers from South Africa to discuss latest research in the economics of uncertainty and their applications. The IMW was academically represented by the keynote speakers Frank Riedel and Max Nendel, as well as talks by Annika Kemper and Gerrit Bauch.
Further information on the program can be found on the conference's website as well as on Twitter.
Gesendet von GBauch in Forschung
Tags: conference

New paper by Manuel Förster

Veröffentlicht am 3. April 2023
The paper „Strategic transmission of imperfect information: why revealing evidence (without proof) is difficult” by Manuel Förster has been accepted for publication by the International Journal of Game Theory. It is available here.
Gesendet von RDoleske in Forschung

New article by Anna Zaharieva

Veröffentlicht am 1. April 2023
The article "Expectation formation and learning in the labour market with on-the-job search and Nash bargaining" by Anna Zaharieva and Erdenebulgan Damdinsuren has been accepted for publication in Labour Economics .
Gesendet von GBauch in Forschung

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