Seminars & Conferences

2021

  • A history of the taxation of retirement incomes in Australia
    Seminar Series

    Date: Mon 30/08/2021 12:00pm

    Speaker: Paul Tilley

    Affiliation: Australian National University

  • The impact of mortgage brokers on borrowers' preferences and perceptions
    Seminar Series

    Date: Mon 07/06/2021 12:00pm

    Speaker: Sol Chung

    Affiliation: University of Sydney/CEPAR

  • Willingness to take financial risks and insurance holdings: A European survey
    Seminar Series

    Date: Mon 24/05/2021 12:00pm

    Speaker: Katja Hanewald

    Affiliation: University of New South Wales/CEPAR

  • Taxation and Policyholder Behavior
    Seminar Series

    Date: Wed 12/05/2021 05:00pm

    Speaker: Jennifer Alonso García

    Affiliation: Department of Mathematics, Université Libre de Bruxelles

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  • TBA
    Seminar Series

    Date: Mon 10/05/2021 12:00pm

    Speaker: Saman Khalatbari Soltani

    Affiliation: University of Sydney/CEPAR

  • Multitype branching process with nonhomogeneous Poisson and contagious Poisson immigration
    Seminar Series

    Date: Wed 28/04/2021 12:00pm

    Speaker: Jae Kyung Woo

    Affiliation: School of Risk and Actuarial Studies, UNSW Sydney

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  • Retirement eggs and retirement baskets
    Seminar Series

    Date: Mon 26/04/2021 12:00pm

    Speaker: Akshay Shanker and Isabella Dobrescu

    Affiliation: University of New South Wales/CEPAR

  • Reinsurance vs life market hedging: A perspective from long-range dependent
    Seminar Series

    Date: Wed 21/04/2021 04:00pm

    Speaker: Mei Choi Chiu

    Affiliation: Department of Mathematics and Information Technology, The Education University of Hong Kong

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  • Negotiating flexibility for double care: the experience of migrant old age care workers in China
    Seminar Series

    Date: Mon 12/04/2021 12:00pm

    Speaker: Bingqin Li

    Affiliation: University of New South Wales

  • Inferring Financial Bubbles from Option Data
    Seminar Series

    Date: Wed 07/04/2021 10:00am

    Speaker: Simon Kwok

    Affiliation: School of Economics, the University of Sydney

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  • The Economic Incidence of Superannuation
    Seminar Series

    Date: Mon 22/03/2021 12:00pm

    Speaker: Robert Breunig

    Affiliation: Australian National University

  • On incorporating additional group mean information to improve statistical inference
    Seminar Series

    Date: Wed 17/03/2021 10:00am

    Speaker: Colin Zhang

    Affiliation: Department of Actuarial Studies and Business Analytics, Macquarie University

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  • Margin Constraints, Default Aversion, and Optimal Hedging in Bitcoin Futures Markets
    Seminar Series

    Date: Wed 10/03/2021 10:00am

    Speaker: Bin Zou

    Affiliation: Department of Mathematics, University of Connecticut

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  • Approximate Bayesian Computation and writing performant Python code
    Seminar Series

    Date: Wed 27/01/2021 10:00am

    Speaker: Patrick Laub

    Affiliation: University of Melbourne

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2020

  • Risk reduction by conditional mean risk sharing
    Seminar Series

    Date: Wed 16/12/2020 05:30pm

    Speaker: Michel Denuit

    Affiliation: Faculty of Economic, Social and Political Sciences and Communication, Université catholique de Louvain

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  • Extremes on river network
    Seminar Series

    Date: Fri 11/12/2020 10:00am

    Speaker: Peiman Asadi

    Affiliation: Institute of Mathematics, Swiss Federal Institute of Technology Lausanne

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  • On the use of decomposition methods to understand longevity risk
    Seminar Series

    Date: Wed 25/11/2020 02:00pm

    Speaker: Andrés Villegas

    Affiliation: School of Risk and Actuarial Studies, UNSW Sydney

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  • Improving multi-asset allocation via cost-efficient strategies
    Seminar Series

    Date: Wed 18/11/2020 09:00am

    Speaker: Carole Bernard

    Affiliation: Department of Accounting, Law and Finance, Grenoble Ecole de Management

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  • A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy
    Seminar Series

    Date: Fri 13/11/2020 01:00pm

    Speaker: José Da Fonseca

    Affiliation: Auckland University of Technology

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  • Life-cycle planning with ambiguous economics and mortality risks
    Seminar Series

    Date: Wed 04/11/2020 02:00pm

    Speaker: Yang Shen

    Affiliation: School of Risk and Actuarial Studies, UNSW Sydney

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  • Assessing Hail Risk for Property Insurers with a Dependent Marked Point Process
    Seminar Series

    Date: Wed 28/10/2020 10:00am

    Speaker: Peng Shi

    Affiliation: Risk and Insurance Department, Wisconsin School of Business

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  • Singular dividend optimization for a linear diffusion model with time-inconsistent preferences
    Seminar Series

    Date: Wed 21/10/2020 10:00am

    Speaker: Jinxia Zhu

    Affiliation: School of Risk and Actuarial, UNSW Sydney

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  • Asymptotic sub/super-additivity of Value-at-Risk under extreme-value copulas and Archimedean copulas
    Seminar Series

    Date: Wed 14/10/2020 02:30pm

    Speaker: Ka Chun Cheung

    Affiliation: Department of Statistics & Actuarial Science, the University of Hong Kong

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  • Liquidation risk in insurance under contemporary regulatory frameworks
    Seminar Series

    Date: Wed 07/10/2020 11:00am

    Speaker: Haibo Liu

    Affiliation: School of Risk and Actuarial Studies, UNSW Sydney

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  • US Mortality: Underlying Trends By Socioeconomic Group and Cause of Death
    Seminar Series

    Date: Wed 30/09/2020 05:00pm

    Speaker: Andrew Cairns

    Affiliation: Department of Actuarial Mathematics and Statistics, Heriot-Watt University

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  • Sensitivity Analysis: From Scenario Weights to Dependence Cascades
    Seminar Series

    Date: Mon 21/09/2020 04:30pm

    Speaker: Andreas Tsanakas

    Affiliation: Faculty of Actuarial Science and Insurance, City, University of London

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  • Modeling Joint Lives within Families
    Seminar Series

    Date: Wed 16/09/2020 10:00am

    Speaker: Arthur Charpentier

    Affiliation: Department of Mathematics, Université du Québec à Montréal (UQAM)

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  • Two articles on IBNR claims
    Seminar Series

    Date: Fri 04/09/2020 11:00am

    Speaker: Eric Cheung

    Affiliation: School of Risk and Actuarial Studies, UNSW Sydney

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  • An axiomatic foundation for the Expected Shortfall
    Seminar Series

    Date: Wed 02/09/2020 10:00am

    Speaker: Ruodu Wang, Associate Professor

    Affiliation: Department of Statistics and Actuarial Science, University of Waterloo

  • Neural Network-Based Design of Index Insurance
    Seminar Series

    Date: Fri 31/07/2020 03:00pm

    Speaker: Wenjun Zhu

    Affiliation: Nanyang Business School at Nanyang Technological University, Singapore

  • Recovering Subjective Probability Distributions
    Seminar Series

    Date: Fri 17/07/2020 03:00pm

    Speaker: Eric Ulm

    Affiliation: School of Economics and Finance, Victoria University of Wellington, New Zealand