Category: Events
MCFAM Seminar - Risk allocation through Shapley decompositions, with applications to variable annuities
Start date
Friday, March 17, 2023, Noon
End date
Friday, March 17, 2023, 1 p.m.
Location
Vincent Hall, Room 364
MCFAM Seminar - Convexity costs in Automated Market Makers
Start date
Friday, Feb. 24, 2023, Noon
End date
Friday, Feb. 24, 2023, 1 p.m.
Location
In person: Vincent Hall 364 or via Zoom
MCFAM Seminar - The impact of the fee structure on the optimal investment strategies of variable annuity policyholders
Start date
Friday, Feb. 17, 2023, Noon
End date
Friday, Feb. 17, 2023, 1 p.m.
Location
In person: Vincent Hall 364 or via Zoom
MCFAM Seminar - Iterated and exponentially weighted moving principal component analysis
Start date
Friday, Dec. 2, 2022, Noon
End date
Friday, Dec. 2, 2022, 1 p.m.
Location
2022 Quantitative Finance and Statistics Graduate Student Career Event
Start date
Friday, Nov. 18, 2022, 1 p.m.
End date
Friday, Nov. 18, 2022, 4 p.m.
How I Became an Actuary
Start date
Thursday, April 28, 2022, 6 p.m.
End date
Thursday, April 28, 2022, 7:30 p.m.
Location
Bruininks Hall - Room 114
222 Pleasant Street Southeast
Minneapolis, MN 55455
MCFAM Seminar - Dynamic Prediction of Outstanding Insurance Claims Using Joint Models for Longitudinal and Survival Outcomes
Start date
Friday, April 22, 2022, Noon
End date
Friday, April 22, 2022, 1 p.m.
Location
MCFAM Seminar - Trends in Mortgage Rate Modeling and the Prepayment Incentive
Start date
Friday, April 1, 2022, Noon
End date
Friday, April 1, 2022, 1 p.m.
Location
MCFAM Seminar - Model-free price bounds under dynamic option trading
Start date
Friday, March 25, 2022, Noon
End date
Friday, March 25, 2022, 1 p.m.
Location
Zoom
MCFAM Seminar - Why financial research is prone to false statistical discoveries
Start date
Friday, March 18, 2022, Noon
End date
Friday, March 18, 2022, 1 p.m.
Location
MCFAM Seminar - Machine Forecast Disagreement and Equity Returns
Start date
Friday, March 4, 2022, Noon
End date
Friday, March 4, 2022, 1 p.m.
Location
MCFAM Seminar - From option values to additive models
Start date
Friday, Feb. 25, 2022, Noon
End date
Friday, Feb. 25, 2022, 1 p.m.
Location
MCFAM Seminar - The asymptotic expansion of the regular discretization error of Itô integrals
Start date
Friday, Feb. 18, 2022, Noon
End date
Friday, Feb. 18, 2022, 1 p.m.
Location
MCFAM Seminar - Dynamics of Arbitrage
Start date
Friday, Feb. 4, 2022, Noon
End date
Friday, Feb. 4, 2022, 1 p.m.
Location
MCFAM Seminar - Economic valuation of defined benefit pension liabilities
Start date
Friday, Jan. 28, 2022, Noon
End date
Friday, Jan. 28, 2022, 1 p.m.
Location
MCFAM Seminar - A Unified Theory of Decentralized Insurance
Start date
Friday, Dec. 10, 2021, Noon
End date
Friday, Dec. 10, 2021, 1 p.m.
Location
MCFAM Seminar - Modeling heteroscedastic, skewed and leptokurtic returns in discrete time
Start date
Friday, Nov. 19, 2021, Noon
End date
Friday, Nov. 19, 2021, 1 p.m.
Location
MCFAM Seminar - Estimating and Testing Investment-based Asset Pricing Models
Start date
Friday, Nov. 12, 2021, Noon
End date
Friday, Nov. 12, 2021, 1 p.m.
Location
MCFAM Seminar - Stochastic Claims Reserving in Short-term Insurance Contracts
Start date
Friday, Nov. 5, 2021, Noon
End date
Friday, Nov. 5, 2021, 1 p.m.
Location
MCFAM Seminar - Pooling longevity for a better retirement income: how many people are needed?
Start date
Friday, Oct. 1, 2021, Noon
End date
Friday, Oct. 1, 2021, Noon
Location