Date 
Speaker  Seminar  Title 
Wednesday, January 11, 2017 Start: 4:00 PM
Location: 1360 East Hall 
Jenny Young UM  Financial/Actuarial Mathematics  Purchasing Casualty Insurance to Avoid Lifetime Ruin 
Wednesday, January 18, 2017 Start: 4:00 PM
Location: 1360 East Hall 
Romuald Elie Universite ParisEst and UM (Sabbatical)  Financial/Actuarial Mathematics  On the design of optimal incentives in continuous time

Wednesday, January 25, 2017 Start: 4:00 PM
Location: 1360 East Hall 
Matthieu Lauriere NYU Shangai  Financial/Actuarial Mathematics  A Dynamic Programming Principle for Mean Field Type Control 
Friday, January 27, 2017 Start: 3:00 PM
Location: 1372 East Hall * 
Mathieu Lauriere NYU Shanghai  Financial/Actuarial Mathematics  Mean Field Type Control with Congestion 
Wednesday, February 01, 2017 Start: 3:00 PM
Location: 1866 East Hall * 
Thibaut Mastrolia Ecole Polytechnique  Financial/Actuarial Mathematics  Moral Hazard under Ambiguity 
Wednesday, February 01, 2017 Start: 4:00 PM
Location: 1360 East Hall 
Dylan Possamai Paris Dauphine  Financial/Actuarial Mathematics  Moral hazard, limited liability, slavery and golden parachutes 
Wednesday, February 08, 2017 Start: 3:00 PM
Location: 1866 East Hall * 
Romuald Elie Universite ParisEst and UM (Sabbatical)  Financial/Actuarial Mathematics  When Contract theory meets Mean Field Games 
Wednesday, February 08, 2017 Start: 4:00 PM
Location: 1360 East Hall 
Jim Gatheral Baruch College  Financial/Actuarial Mathematics  Rough volatility: An overview 
Wednesday, February 15, 2017 Start: 2:00 PM
Location: 1866 East Hall * 
Sergey Nadtochiy UM  Financial/Actuarial Mathematics  Particle Systems with Singular Interaction: application in Systemic Risk modeling 
Wednesday, February 15, 2017 Start: 3:00 PM
Location: 1866 East Hall * 
Daniel Lacker Brown  Financial/Actuarial Mathematics  From the master equation to mean field game limits, fluctuations, and large deviations 
Wednesday, February 22, 2017 Start: 2:00 PM
Location: 1866 East Hall * 
Zhibin Liang Nanjing Normal University  Financial/Actuarial Mathematics  Some optimization problems for the risk model with dependence structure 
Wednesday, March 08, 2017 Start: 3:00 PM
Location: 1866 East Hall * 
Yavor Stoev UM  Financial/Actuarial Mathematics  Martingale optimal transport with stopping 
Wednesday, March 08, 2017 Start: 4:00 PM
Location: 1360 East Hall 
Sam Cohen Oxford  Financial/Actuarial Mathematics  Data driven nonlinear expectations for statistical uncertainty 
Wednesday, March 15, 2017 Start: 2:00 PM
Location: 1866 East Hall * 
Christoph Czichowsky LSE  Financial/Actuarial Mathematics  Portfolio Optimisation, Transaction Costs, Shadow Prices and Fractional Brownian Motion 
Wednesday, March 22, 2017 Start: 4:00 PM
Location: 1360 East Hall 
Roger Lee University of Chicago  Financial/Actuarial Mathematics  Variance Swaps on TimeChanged Markov Processes 
Wednesday, March 29, 2017 Start: 4:00 PM
Location: Palmer Commons * 
 Financial/Actuarial Mathematics  Young Researchers' Workshop 
Wednesday, April 05, 2017 Start: 3:00 PM
Location: 1866 East Hall * 
Christian Keller UM  Financial/Actuarial Mathematics  Pathdependent hamiltonjacobi equations with locally monotone coefficients in infinite dimensions 
Wednesday, April 05, 2017 Start: 4:00 PM
Location: 1360 East Hall 
Michalis Anthropelos University of Piraeus  Financial/Actuarial Mathematics  Effective Risk Aversion in Thin RiskSharing Markets 
Friday, April 07, 2017 Start: 3:00 PM
Location: 1372 East Hall * 
Martin Herdegen Warwick  Financial/Actuarial Mathematics  Option Market Making with Competition 
Wednesday, April 12, 2017 Start: 3:00 PM
Location: 1866 East Hall * 
Alex Munk UM  Financial/Actuarial Mathematics  Crashes & Bubbles: A Heterogeneous Agent Model with Transaction Costs & Learning 
Wednesday, April 12, 2017 Start: 4:00 PM
Location: 1360 East Hall 
Christoph Czichowsky London School of Economics  Financial/Actuarial Mathematics  The risk tolerance process and the sensitivity of optimal investment and consumption 
Wednesday, April 19, 2017 Start: 4:00 PM
Location: 1360 East Hall 
Misha Shkolnikov Princeton  Financial/Actuarial Mathematics  Largest eigenvalues of spiked random matrices and reflected Brownian motions 