Finsurance: Theory, Computation and Applications

Presentations

Investigators Salisbury AFIR Colloquium (International Actuarial Association Financial Risks Section), Munich, Sept. 9-11, 2009. Session on Pensions-managing accumulations and decumulations sl Valuation, hedging and demand for ruin-contingent life annuities (RCLA) MITACS Annual meeting, Plenary speaker, Fredericton, June 3, 2009: Insurance and Modern Finance Mindpath Conference, 3rd Investment Strategies Symposium, Toronto, Oct 20, 2008: The Retirement Income Time-Bomb-Risks & Challenges MITACS Board meeting, York University 2008. Finsurance Jaimungal Finance Seminar, HEC Montreal, Nov 13, 2009. Risk and Ambiguity Aversion in Credit Models Dept. Mathematics, Financial/Actuarial Mathematics Seminar, U. Michigan, Ann Arbor, Oct. 2009. Randomized Hitting Times in Insurance Dept. Mathematics Finance and Stochastics Seminar, Imperial College, London. June, 2009. Randomized Hitting Times with Finance in View Insurance: Mathematics and Economics, Istanbul, Turkey. May, 2009. A Hybrid Default Model: Risk Aversion and Model Uncertainty Dept. Statistics Risk Seminar Series, Columbia U., New York. Mar, 2009. Randomized Hitting Times American Mathematical Society Annual Meeting. Washington, D.C. Jan, 2009. Risk Aversion and Uncertainty in Models of Default Research in Options. IMPA, Rio De Janeiro, Brazil. Nov, 2008. Utility Indifference Valuation with Model Uncertainty: Default Models. Society of Actuaries 2008 Meeting. June, 2008 Indifference Pricing for Equity- Linked Insurance & Reinsurance Students Cara Probability of Lifetime Ruin in the Case of Wealth Dynamics with Jumps. Finsurance MITACS project - student seminar day. Fields Institute, April 14, 2009 Eg, Eddie K.H Kernel Based Copula Process. Finsurance European Conference on Machine Learning, Slovania, September 7-11, 2009 Qiao Guaranteed Minimum Withdrawal Benefits from an investor's perspective. Finsurance MITACS project - student seminar day. Fields Institute, April 14, 2009 Huang, Haohan Credit Contingent Interest Rate Swap Pricing. Finsurance MITACS project - student seminar day. Fields Institute, April 14, 2009 Sigloch Ambiguity and Risk Aversion in a Hybrid Credit Model. SIAM Conference on Financial Mathematics & Engineering, November 21-22, 2008 Incorporating Risk Aversion and Model Uncertainty into Structural Models of Default. Finsurance MITACS project - student seminar day. Fields Institute, April 14, 2009 Valov First Passage Time Problems with Applications to Finance and Insurance. Finsurance MITACS project - student seminar day. Fields Institute, April 14, 2009 Integral Equations Arising from the FPT problem via Martingale Methods, SIAM Conference on Financial Mathematics & Engineering, November 21-22, 2008 Integral equations arising from the First Passage Time problem via martingale methods, Actuarial Science and Mathematical Finance Seminar Series, The Fields Institute, October 22, 2008