Past IE events

• 15 Nov. 2024, 10:00-11:45

  InterAct Day 2024

  The second annual InterAct Day

• 4 Nov. 2024, 15:15

  UCPH Statistics Seminar: Marcel Wienöbst

  Speaker: Marcel Wienöbst (University of Lübeck) Title: Linear-Time Algorithms for Front-Door Adjustment in Causal Graphs

• 31 Oct. 2024, 15:15-16:15

  Statistical inference for low rank volatility

  SPEAKER: Mark Podolskij (University of Luxembourg).

• 16 Oct. 2024, 15:15-16:15

  Optimization under rare events: scaling laws for linear chance-constrained programs

  SPEAKER: Bert Zwart (CWI Amsterdam & Eindhoven University of Technology).

• 11 Oct. 2024, 13:00-16:30

  Celebration of Professor Emeritus Jesper Lützen

  Please join us in a celebration of Professor Emeritus Jesper Lützen! His illustrious career as a historian of mathematics is marked by the publication of a festschrift, which will be presented to him at the event.

• 10 Oct. 2024, 17:00-18:30

  DMF Lecture by June Barrow-Green

  Title: A sex so little made to brave the thorns of science: The historical representation of women in mathematics.

• 3 Oct. 2024, 15:15-16:15

  Joint tail of randomly weighted sums under generalized quasi asymptotic independence

  SPEAKER: Dimitrios Konstantinides (University of the Aegean).

• 25 Sept. 2024, 15:30-16:30

  Harald Bohr Lecture: James Maynard

  James Maynard (Professor at the University of Oxford). Recipient of the 2022 Fields Medal.

• 5 Sept. 2024, 15:15-16:15

  The Gapeev-Shiryaev Conjecture

  SPEAKER: Goran Peskir (University of Manchester).

• 14 Aug. 2024, 14:00-20:00

  Event: Remembering Ragnar

  Remembering Ragnar is a (by invitation only) half-day event before the Scandinavian Actuarial Conference 2024.

• 14 Aug. - 16 Aug. 2024

  Scandinavian Actuarial Conference 2024

  The goal of this event is to bring experts and leaders in actuarial science together from across the world, aiming to present the newest and most impactful developments in the field

• 8 Aug. 2024, 15:15-16:15

  Optimal ownership and capital structure with agency conflicts and debt renegotiation

  SPEAKER: Zhaojun Yang (Southern University of Science and Technology).

• 4 July 2024, 15:15-16:15

  Futures-based models in commodity markets: from the Samuelson effect to implied correlation.

  SPEAKER: Bertrand Tavin (Emlyon Business School).

• 13 June 2024, 15:15-16:15

  Using optimal transport to quantify and mitigate unfair insurance predictions

  SPEAKER: Arthur Charpentier (Université du Québec à Montréal).

• 3 June 2024, 15:15-16:15

  Harald Bohr Lecture: Jean Francois Le Gall

  Jean Francois Le Gall (Professor at l'Université Paris-Saclay)

• 17 May 2024, 14:15-16:30

  Inaugural lectures by Kristian Buchardt & Matthias Fahrenwaldt

  Reception og tiltrædelsesforlæsniger ved Buchardt & Fahrenwaldt.

• 8 May 2024, 15:15-16:15

  Optimal Robust Reinsurance with Multiple Insurers

  SPEAKER: Silvana Pesenti (University of Toronto).

• 2 May 2024, 15:15-16:15

  Learning Robust Portfolio Strategies

  SPEAKER: Josef Teichmann (ETH Zurich).

• 2 May 2024, 14:15-15:15

  Strategic Sector Coupling? Market Power in Heat and Power Markets

  SPEAKER: Afzal Siddiqui (Stockholm University).

• 25 Apr. 2024, 16:15-17:15

  Multiple executions in competition

  SPEAKER: Marina Di Giacinto (University of Cassino and Southern Lazio).

• 25 Apr. 2024, 15:15-16:15

  Scale-consistent rational planning

  SPEAKER: Claudio Tebaldi (Bocconi University).

• 22 Apr. 2024, 15:15-16:15

  Harald Bohr Lecture & Danish Mathematical Society Abel Prize Lecture

  László Lovász (Professor Emeritus of the Eötvös Loránd University and Research Professor of the Alfréd Rényi Institute of Mathematics) will talk about: Discrete or continuous?

• 3 Apr. 2024, 14:15-15:15

  Adapted Wasserstein distance between the laws of SDEs

  SPEAKER: Sigrid Källblad Nordin (KTH).

• 13 Mar. 2024, 15:15-16:15

  Calibration of the (geometric) Bass Local Volatility model

  SPEAKER: Gudmund Pammer (ETH Zurich).

• 7 Mar. 2024, 15:15-16:15

  Experience rating in insurance pricing

  SPEAKER: Mario V. Wüthrich (ETH Zurich).

• 22 Feb. 2024, 15:15-16:15

  Equilibrium premium strategies in a competitive non-cooperative insurance market

  SPEAKER: Rafael Serrano (Universidad del Rosario).

• 8 Feb. 2024, 15:15-16:15

  Multi-state models: Beware the Markov assumption!

  SPEAKER: Hein Putter (Leiden University).

• 18 Jan. 2024, 15:15-16:15

  Utility maximization with periodic evaluations

  SPEAKER: Harry Cheng (Imperial College London).

• 17 Jan. 2024, 13:20-16:30

  Final appraisal: Christian Furrer

  You are all invited to join the celebration and attend Christian Furrer’s final appraisal. At approx 16:00 the Department will serve sparkling wine in the south end of Vandrehallen.

• 14 Dec. 2023, 15:15-16:15

  Martingale Schrödinger bridges

  SPEAKER: Johannes Wiesel (Carnegie Mellon University).

• 7 Dec. 2023, 15:15-16:15

  Uniform Function Estimators in Reproducing Kernel Hilbert Spaces with applications in stochastic optimization

  SPEAKER: Alois Pichler (TU Chemnitz).

• 24 Nov. 2023, 10:00

  PhD Defense Jinwen Ye

  Title: Optimization in First-mile Ride-sharing Problems

• 16 Nov. 2023, 13:15-15:45

  InterAct Day 2023

  Participation is by invitation only

• 25 Oct. 2023, 15:15-16:15

  Department Colloquium: Tim Austin

  Tim Austin (Regius Professor at the University of Warwick) will talk about: New developments in entropy and ergodic theory

• 19 Oct. 2023, 15:15-16:15

  Maxima sampling on random time intervals for heavy-tailed compound renewal and Lévy processes

  SPEAKER: Sergey Foss (Heriot-Watt University).

• 16 Oct. - 20 Oct. 2023

  Modeling and statistical analysis of extremes in time series

  International PhD school.

• 5 Oct. 2023, 15:15-16:15

  Estimation of tail parameters with missing largest observations

  SPEAKER: Jan Beirlant (KU Leuven).

• 7 Sept. 2023, 15:15-16:15

  Large deviations for Markov chain Monte Carlo methods

  Large deviations for Markov chain Monte Carlo methods: the surprisingly curious case of the Metropolis-Hastings algorithm. SPEAKER: Pierre Nyquist (KTH).

• 18 Aug. 2023, 13:15

  PhD Defense Jacob Bjerre Skov

  Title: Dynamic Term Structure Modeling and the LIBOR Transition.

• 10 Aug. 2023, 14:15

  PhD Defense Anna Kamille Nyegaard

  Title: Projections and sensitivities of life insurance liabilities

• 29 June 2023, 15:15-16:00

  What is the average surplus before ruin?

  SPEAKER: Jae Kyung Woo (UNSW Sidney).

• 29 June 2023, 14:15-15:00

  Bivariate Laguerre series approach to insurance risk models: Joint ruin probability and finite-time ruin probability

  SPEAKER: Eric C.K. Cheung (UNSW Sidney).

• 29 June 2023, 13:15-14:00

  A Simple Lifecycle Strategy that Requires No Rebalancing

  SPEAKER: Gaurav Khemka (Australian National University).

• 8 June 2023, 15:15-16:15

  Local bias adjustment, duration-weighted probabilities, and automatic construction of tariff cells

  SPEAKER: Filip Lindskog (Stockholm University).

• 7 June 2023, 15:15-16:00

  Estimation of the Premium in the Contaminated Pareto Distribution and Detecting of Outliers

  SPEAKER: Mehdi Jabbari Nooghabi (Ferdowsi University of Mashhad).

• 11 May 2023, 15:15-16:15

  Refined behaviour of a conditioned random walk in the large deviations regime

  SPEAKER: Søren Asmussen (Aarhus University).

• 7 Mar. 2023, 15:00

  PhD Defense by Jamaal Ahmad

  Title: Matrix methods in multi-state life insurance

• 6 Mar. 2023, 14:15-15:00

  About social finance

  SPEAKER: Corina Constantinescu (University of Liverpool).

• 22 Feb. 2023, 11:15-12:00

  On the assumption of independent right censoring

  SPEAKER: Morten Overgaard (Aarhus University).

• 20 Jan. 2023, 13:15

  PhD Defense Snorre Jallbjørn

  Title: Multi-Population Mortality Models and Scenario-Based Projections

• 17 Jan. 2023, 15:15-16:00

  Portfolio selection with exploration of new investment opportunities

  SPEAKER: Luca De Gennaro Aquino (UCPH).

• 12 Dec. 2022, 15:15-16:15

  Department Christmas Colloquium: Carsten Thomassen

  Carsten Thomasen (Professor at DTU) will talk about: Graphs, Networks and algorithms.

• 8 Dec. 2022, 15:15-16:15

  Data-driven decisions in the container logistics industry

  SPEAKER: Klaus K. Holst (Mærsk).

• 1 Dec. 2022, 15:15-16:00

  Optimal Market Making Models with Stochastic Volatility

  SPEAKER: Burcu Aydoğan (RWTH Aachen University).

• 11 Nov. 2022, 9:00-17:00

  Crypto Diversity

  A mini-conference at the Department of Mathematical Sciences, University of Copenhagen.

• 3 Nov. 2022, 15:15-16:15

  On a Class of Time-inconsistent Optimal Stopping Problems

  SPEAKER: Boualem Djehiche (KTH Royal Institute of Technology).

• 20 Oct. 2022, 15:15-16:00

  Extreme value statistics in semi-supervised models

  SPEAKER: Chen Zhou (Erasmus University Rotterdam).

• 6 Oct. 2022, 15:15-16:15

  Optimal ratcheting of dividends in insurance

  SPEAKER: Hansjörg Albrecher (University of Lausanne).

• 8 Sept. 2022, 15:15-16:15

  Monitoring a developing pandemic with available data

  SPEAKER: Jens Perch Nielsen (Bayes Business School).

• 26 Aug. 2022, 14:15

  PhD Defense Debbie Kusch Falden

  Title: Projection of balances and benefits in life insurance with various dividend strategies

• 25 Aug. 2022, 16:15-17:00

  Dynamic surplus optimization with performance- and index-linked liabilities

  SPEAKER: Sascha Desmettre (Johannes Kepler University Linz).

• 25 Aug. 2022, 15:15-16:00

  A hybrid variable annuity contract embedded with living and death benefit rider

  SPEAKER: Jennifer Alonso García (Free University of Brussels).

• 10 Aug. 2022, 15:15-16:00

  Phase-type regression models

  Seminar in Insurance and Economics. SPEAKER: Jorge Yslas (University of Liverpool).

• 10 June 2022, 15:15-16:00

  Randomization and statistical expert information methods

  Seminar in Insurance and Economics. SPEAKER: Martin Bladt (University of Lausanne).

• 20 May 2022, 14:00

  PhD defence Sigurd Emil Rømer

  Title: Essays on rough and classical stochastic volatility

• 31 Mar. 2022, 15:15

  PhD defence: Alexander Sevel Lollike

  Title: Projections in Life Insurance and the Equilibrium Approach to Utility Optimization

• 1 Dec. 2021, 15:15-16:00

  Life insurance calculations in a non-Markovian world

  Seminar in Insurance and Economics. SPEAKER: Marcus C. Christiansen (Carl von Ossietzky University of Oldenburg).

• 4 Nov. 2020, 14:00-17:00

  PhD Defense Christian Furrer

  Title: Multi-state modeling in the mathematics of life insurance: meditations and applications

• 25 Sept. 2020, 14:15

  PhD Defense Jorge Yslas Altamirano

  Title: Point process convergence of random walks and the estimation of multivariate heavy–tailed distributions

• 14 Nov. 2019, 9:00-17:00

  Frontiers in Quantitative Finance

  A workshop arranged by the Copenhagen Business School and the University of Copenhagen.

• 8 Feb. 2019, 13:00

  PhD Defense Henrik Carøe Bylling

  Title: Bilevel Optimization with Application in Energy

• 14 Mar. 2018, 15:15-17:00

  Harald Bohr Lecture & Danish Mathematical Society Abel Prize Lecture: Andrew Wiles

  Sir Andrew Wiles (Royal Society Research Professor at the University of Oxford) will talk about: Rational points on elliptic curves.

• 28 Nov. 2017, 15:15-16:30

  Harald Bohr Lecture: Stanislav Smirnov

  Stanislav Smirnov (Professor at Université de Genève and Skolkovo Institute of Science and Technology) will talk about: Complex analysis and 2D statistical physics.

• 10 Oct. 2017, 15:15-16:15

  Harald Bohr Lecture: Paul Embrechts

  Paul Embrechts, Professor of Mathematics, ETH Zurich, will talk about "The mathematics of risk".

• 29 Sept. 2017, 14:15

  PhD Defense by Xiaolei Xie

  Analysis of Heavy-Tailed Time Series

• 16 June 2017, 14:00

  PhD Defense: Maj-Britt Nordfang

  Preferences, behaviour and the design of nancial contracts

• 14 Feb. 2017, 14:15

  PhD Defense Johannes Heiny

  Title: Extreme Eigenvalues of Sample Covariance and Correlation Matrices

• 26 Aug. 2016, 13:15

  Essays in Quantitative Finance

  PhD Defense ved Martin A. Jönsson

• 24 June 2016, 15:15

  Seminar: What is ... the Kervaire invariant?

  Benjamin Böhme will talk about what is the Kervaire invariant? This lecture is part of the "What is..?" seminar.

• 13 June 2016, 15:15

  Modern Policyholder Preferences and Scenario-Based Projections

  PhD Defense ved Ninna Reitzel Jensen

• 13 May 2016, 15:15

  Seminar: What is ... Bell nonlocality?

  Jedrzej Kaniewski will give a talk about what is Bell nonlocality. This lecture is part of the "What is..?" seminar.

• 15 Apr. 2016, 15:15

  Seminar: What is ... a Laplace approximation?

  Niels Olsen will give a talk about what is a Laplace approximation? This lecture is part of the "What is..?" seminar.

• 31 Mar. 2016, 13:15

  Computational Finance - on the search for performance.

  PhD Defense ved Lykke Rasmussen

• 29 Feb. 2016, 15:15

  Essays on Rational Portfolio Theory

  PhD defense ved Simon Ellersgaard Nielsen

• 19 Feb. 2016, 15:15-16:00

  Seminar: What is ... a cancer cell?

  In this "What is..?" seminar Alexandra Muñoz will talk about what is a cancer cell. This lecture is part of the "What is..?" seminar.

• 12 Feb. 2016, 15:15-16:00

  Seminar: What is ... a Smale space?

  Valerio Proietti will talk about: What is a Smale space? This lecture is part of the "What is..?" seminar.

• 8 Dec. 2015, 14:15

  Numerical Methods for Nonlinear PDEs in Finance

  PhD Defense: Sima Mashayekhi

• 28 Aug. 2015, 14:15

  Essays on Option Pricing, Hedging and Calibration

  PhD defense: André Manuel da Silva Ribeiro

• 20 Jan. 2015, 15:15-16:15

  Department colloquium: Quantum Information as Asymptotic Geometry

  Department colloquium with Patrick Hayden, Stanford University.

• 17 Dec. 2014, 14:15

  Title: Aspects of Valuation and Optimization in Life Insurance

  PhD Defense ved Lars Frederik Brandt Henriksen

• 28 Oct. 2014, 15:15-16:15

  Harald Bohr Lecture: Etienne Ghys (ENS Lyon)

  Etienne Ghys will talk about "The topology of a curve in the neighborhood of a singular point"

• 30 Sept. 2014, 15:15-16:15

  Department colloquium: Peter Teichner

  Peter Teichner (Max Planck Institute for Mathematics & UC Berkeley) will talk about "4 manifold revisited".