Weekly seminars: 2019
DecemberDec 17 (Liyuan Lin)
Title: Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework
Speaker: Liyuan Lin (Graduate Student, Central University of Finance and Economics & University of Waterloo)
Time: 3:00pm-4:00pm, Dec 17 (Tue)
Location: M3-3001, University of Waterloo
Dec 10 (Xiaoxue Deng)
Title: Robustness in the optimization of risk measures
Speaker: Xiaoxue Deng (PhD Candidate, University of Waterloo)
Time: 3:00pm-4:00pm, Dec 10 (Tue)
Location: M3-3001, University of Waterloo
Dec 3 (Takaaki Koike)
Title: Capital Allocation of non-differentiable risk measures
Speaker: Takaaki Koike (PhD Candidate, University of Waterloo)
Time: 3:00pm-4:00pm, Dec 3 (Tue)
Location: M3-3001, University of Waterloo
November
Nov 26 (Dr. Peng Liu)
Title: General convex order on risk aggregation
Speaker: Peng Liu (Postdoc Fellow, University of Waterloo)
Time: 3:00pm-4:00pm, Nov 26 (Tue)
Location: M3-3001, University of Waterloo
Nov 19 (Dr. Tolulope Fadina)
Title: Characterization of some risk measures
Speaker: Tolulope Fadina (Postdoc Fellow, University of Waterloo)
Time: 3:00pm-4:00pm, Nov 19 (Tue)
Location: M3-3001, University of Waterloo
Nov 12 (Qiuqi Wang)
Title: Signed Choquet integrals on L^p spaces (continued)
Speaker: Qiuqi Wang (PhD Candidate, University of Waterloo)
Time: 3:00pm-4:00pm, Nov 12 (Tue)
Location: M3-3001, University of Waterloo
Nov 5 (Yuyu Chen)
Title: Combining p-values via weighted harmonic averaging
Speaker: Yuyu Chen (PhD Candidate, University of Waterloo)
Time: 3:00pm-5:00pm, Nov 5 (Tue)
Location: M3-3001, University of Waterloo
October
Oct 29 (Qiuqi Wang and Yang Liu)
Title I: Signed Choquet integrals on L^p spaces
Speaker I: Qiuqi Wang (PhD Candidate, University of Waterloo)
Title II: On the ordering of aggregation sets
Speaker II: Yang Liu (PhD Candidate, Tsinghua University & University of Waterloo)
Time: 4:00pm-6:00pm, Oct 29 (Tue)
Location: M3-4206, University of Waterloo
Back to Home