Center for Mathematical Economics

Starting today, May 26, the Mathematics of Uncertain Systems for Economics and Finance conference runs until May 30, 2025. Co-organized by Giorgio Ferrari and Frank Riedel, it takes place in Rimini. The IMW contributes to the conference with seven talks: Federico Cannerozzi on “Optimal Policy Characterization for a Class of Multi-Dimensional Ergodic Singular Stochastic Control Problems”, Fabian Fuchs on “Existence of Viscosity Solutions to Abstract Cauchy Problems via Nonlinear Semigroups, Jonathan Klinge on “Time-Changed Non-Life Insurance Portfolios”, Prince Osei on “Fat-Tailed Distribution under the Smooth Ambiguity Model”, Anna Pajola on “Mean-field Games of Optimal Stopping with Common Noise”, Maren Schmeck on “From Calendar Time to Business Time: The Case of Commodity Markets” and Marco Spengemann on “The Pricing Kernel under Proportional Ambiguity”. Find more information here.