Seminars & conferences

Workshop: Risk & Actuarial Frontiers
The workshop will feature short industry and research presentations, discussions, and networking opportunities for the participants. Registration is free, but spaces are limited. We invite academics, research students and selected industry partners.
Date: Tuesday, 10 December 2024, 9:00am - 4:30pm
Workshops and conferences
Research Seminars
Filter by
Seminar title | Date & time | Location | Speaker | Affiliation | Document |
---|---|---|---|---|---|
TBA | Wed 15/05/2024 11:00AM – 12:30PM | UNSW Business School Building, Rm 115 | Professor Andrew Lim | National University of Singapore | |
TBA | Wed 8/05/2024 11:00AM – 12:30PM | UNSW Business School Building, Rm 115 | Professor Pavel Shevchenko | Macquarie University | |
New Developments in Economic Scenario Generator Modelling | Wed 17/04/2024 11:00AM – 12:30PM | Science & Engineering, Room G02 | Associate Professor Jean-François (JF) Bégin | Simon Fraser University | |
Static and Dynamic Robust Risk Measures | Wed 3/04/2024 11:00AM – 12:30PM | Law Building, Room 203 | Professor Silvana Pesenti | University of Toronto | |
Eigen-analysis for High-dimensional Time Series | Wed 27/03/2024 11:00AM – 12:30PM | Science & Engineering, Room G02 | Associate Professor Yanrong Yang | Australian National University | |
Optimal Premium Pricing in Competitive Stochastic Non-Life Insurance Markets with Complete and incomplete information: Game Theoretic Approaches | Wed 6/03/2024 10:30AM – 12:00PM | Law Theatre, Room G02 | Professor Athanasios Pantelous | Monash University | |
Stress Testing with f-Divergences | Wed 29/11/2023 9:30AM – 12:30AM | UNSW Business School Building (E12), Level 1, Room 119 | Dr Pietro Millossovich | University of London | |
Bayesian mortality modelling with pandemics: a vanishing jump approach | Wed 29/11/2023 9:30AM – 12:30AM | UNSW Business School Building (E12), Level 1, Room 119 | A/Prof Karim Barigou | Université Laval, Quebec, Canada | |
Analytic Valuation of Guaranteed Lifetime Withdrawal Benefits | Wed 1/11/2023 | Colombo LG02 | Eric Ulm | Victoria University of Wellington | |
Mining Pool and Centralization in Proof-of-Work Equipped Blockchain | Wed 25/10/2023 10:30AM – 12:00PM | Science & Engineering G07 | Pierre-Olivier Goffard | University of Strasbourg | |
Tontines in retirement decumulation | Fri 29/09/2023 3:00PM – 4:00PM | Business School E12 Lv1 Room 119 | An Chen | Ulm University | |
Hedging interest rate derivatives in the linear-rational Wishart model | Wed 13/09/2023 | Quadrangle G040 | Jose Da Fonseca | Auckland University of Technology | |
Diversification of infinite-mean Pareto risks | Wed 23/08/2023 | Business School E12 Lv1 Room 119 | Yuyu Chen | University of Melbourne | |
Rare-Event Simulation for Machine Learning Models: Challenges and Remedies | Wed 16/08/2023 | Law Theatre G02 | Henry Lam | Columbia University | |
Optimal Transport Projections | Wed 12/07/2023 | Law Building G23 | Jose Blanchet | Stanford University | |
An Assessment of Model Risk in Pricing Wind Derivatives | Wed 21/06/2023 | Science & Engineering G05 | Rui Zhou | University of Melbourne | |
Modelling breast cancer risk and understanding the impact of COVID-19: with an application to life insurance | Wed 07/06/2023 | LG05 TETB H6 | Ayse Arik | Heriot Watt University | |
Skew Brownian Motion with Two-Valued Drift | Wed 17/05/2023 | Online Seminar & Rm119 E12 | Xiaowen Zhou | Concordia University | |
FGM copulas, generalizations, and actuarial applications | Wed 10/05/2023 | Rm130 E12 | Christopher Blier - Wong | Université Laval | |
A mutually exciting rough jump diffusion for financial modelling | Wed 03/05/2023 | Online Seminar | Donatien Hainaut | Catholic University of Louvain | Recording Link |
- Seminar title
- TBA
- Date & time
- Wed 15/05/2024 11:00AM – 12:30PM
- Location
- UNSW Business School Building, Rm 115
- Speaker
- Professor Andrew Lim
- Affiliation
- National University of Singapore
- Document
- Seminar title
- TBA
- Date & time
- Wed 8/05/2024 11:00AM – 12:30PM
- Location
- UNSW Business School Building, Rm 115
- Speaker
- Professor Pavel Shevchenko
- Affiliation
- Macquarie University
- Document
- Seminar title
- New Developments in Economic Scenario Generator Modelling
- Date & time
- Wed 17/04/2024 11:00AM – 12:30PM
- Location
- Science & Engineering, Room G02
- Speaker
- Associate Professor Jean-François (JF) Bégin
- Affiliation
- Simon Fraser University
- Document
- Seminar title
- Static and Dynamic Robust Risk Measures
- Date & time
- Wed 3/04/2024 11:00AM – 12:30PM
- Location
- Law Building, Room 203
- Speaker
- Professor Silvana Pesenti
- Affiliation
- University of Toronto
- Document
- Seminar title
- Eigen-analysis for High-dimensional Time Series
- Date & time
- Wed 27/03/2024 11:00AM – 12:30PM
- Location
- Science & Engineering, Room G02
- Speaker
- Associate Professor Yanrong Yang
- Affiliation
- Australian National University
- Document
- Seminar title
- Optimal Premium Pricing in Competitive Stochastic Non-Life Insurance Markets with Complete and incomplete information: Game Theoretic Approaches
- Date & time
- Wed 6/03/2024 10:30AM – 12:00PM
- Location
- Law Theatre, Room G02
- Speaker
- Professor Athanasios Pantelous
- Affiliation
- Monash University
- Document
- Seminar title
- Stress Testing with f-Divergences
- Date & time
- Wed 29/11/2023 9:30AM – 12:30AM
- Location
- UNSW Business School Building (E12), Level 1, Room 119
- Speaker
- Dr Pietro Millossovich
- Affiliation
- University of London
- Document
- Seminar title
- Bayesian mortality modelling with pandemics: a vanishing jump approach
- Date & time
- Wed 29/11/2023 9:30AM – 12:30AM
- Location
- UNSW Business School Building (E12), Level 1, Room 119
- Speaker
- A/Prof Karim Barigou
- Affiliation
- Université Laval, Quebec, Canada
- Document
- Seminar title
- Analytic Valuation of Guaranteed Lifetime Withdrawal Benefits
- Date & time
- Wed 1/11/2023
- Location
- Colombo LG02
- Speaker
- Eric Ulm
- Affiliation
- Victoria University of Wellington
- Document
- Seminar title
- Mining Pool and Centralization in Proof-of-Work Equipped Blockchain
- Date & time
- Wed 25/10/2023 10:30AM – 12:00PM
- Location
- Science & Engineering G07
- Speaker
- Pierre-Olivier Goffard
- Affiliation
- University of Strasbourg
- Document
- Seminar title
- Tontines in retirement decumulation
- Date & time
- Fri 29/09/2023 3:00PM – 4:00PM
- Location
- Business School E12 Lv1 Room 119
- Speaker
- An Chen
- Affiliation
- Ulm University
- Document
- Seminar title
- Hedging interest rate derivatives in the linear-rational Wishart model
- Date & time
- Wed 13/09/2023
- Location
- Quadrangle G040
- Speaker
- Jose Da Fonseca
- Affiliation
- Auckland University of Technology
- Document
- Seminar title
- Diversification of infinite-mean Pareto risks
- Date & time
- Wed 23/08/2023
- Location
- Business School E12 Lv1 Room 119
- Speaker
- Yuyu Chen
- Affiliation
- University of Melbourne
- Document
- Seminar title
- Rare-Event Simulation for Machine Learning Models: Challenges and Remedies
- Date & time
- Wed 16/08/2023
- Location
- Law Theatre G02
- Speaker
- Henry Lam
- Affiliation
- Columbia University
- Document
- Seminar title
- Optimal Transport Projections
- Date & time
- Wed 12/07/2023
- Location
- Law Building G23
- Speaker
- Jose Blanchet
- Affiliation
- Stanford University
- Document
- Seminar title
- An Assessment of Model Risk in Pricing Wind Derivatives
- Date & time
- Wed 21/06/2023
- Location
- Science & Engineering G05
- Speaker
- Rui Zhou
- Affiliation
- University of Melbourne
- Document
- Seminar title
- Modelling breast cancer risk and understanding the impact of COVID-19: with an application to life insurance
- Date & time
- Wed 07/06/2023
- Location
- LG05 TETB H6
- Speaker
- Ayse Arik
- Affiliation
- Heriot Watt University
- Document
- Seminar title
- Skew Brownian Motion with Two-Valued Drift
- Date & time
- Wed 17/05/2023
- Location
- Online Seminar & Rm119 E12
- Speaker
- Xiaowen Zhou
- Affiliation
- Concordia University
- Document
- Seminar title
- FGM copulas, generalizations, and actuarial applications
- Date & time
- Wed 10/05/2023
- Location
- Rm130 E12
- Speaker
- Christopher Blier - Wong
- Affiliation
- Université Laval
- Document
- Seminar title
- A mutually exciting rough jump diffusion for financial modelling
- Date & time
- Wed 03/05/2023
- Location
- Online Seminar
- Speaker
- Donatien Hainaut
- Affiliation
- Catholic University of Louvain
- Document
- Recording Link