Talks in Financial and Insurance Mathematics

This is the regular weekly research seminar on Insurance Mathematics and Stochastic Finance.

Modal title

Modal content

Please subscribe here if you would you like to be notified about these events via e-mail. Moreover you can also subscribe to the iCal/ics Calender.

Spring Semester 2025

Date / Time

Speaker

Title

Location

6 February 2025
17:15-18:00

Prof. Dr. Andrea Macrina
University College London

Details

Talks in Financial and Insurance Mathematics

Title	From stressed carbon budgets to financial discounting with urgency
Speaker, Affiliation	Prof. Dr. Andrea Macrina, University College London
Date, Time	6 February 2025, 17:15-18:00
Location	HG G 43
Abstract	If the leading principle is that reducing carbon emissions today is more valuable than reducing emissions tomorrow, how should financial carbon discounting work? Starting from carbon budgets that limit global warming to under a specified level with a given probability, a carbon discount bond system is developed that depends on the stochastic carbon emissions and an associated emissions abatement plan. We show that the sooner and more capital is invested to reduce carbon emissions, the better. The proposed financial design and pricing approach also considers the notion of a carbon budget debt and its financial treatment in a tiered carbon discounting system. Hedge portfolios and carbon budget derivatives emerge that mitigate financial losses if emissions exceed a planned/mandated carbon budget. Initial observations point to a multicurve term structure underlying the constructed carbon discount bond system that is linked to the carbon budgets and emissions abatement urgency.

From stressed carbon budgets to financial discounting with urgencyread_more

HG G 43

20 February 2025
17:15-18:00

Details

Talks in Financial and Insurance Mathematics

Title	Title T.B.A.
Speaker, Affiliation
Date, Time	20 February 2025, 17:15-18:00
Location	HG G 43

Title T.B.A.

HG G 43

27 February 2025
17:15-18:15

Details

Talks in Financial and Insurance Mathematics

Title	Title T.B.A.
Speaker, Affiliation
Date, Time	27 February 2025, 17:15-18:15
Location	HG G 43

Title T.B.A.

HG G 43

6 March 2025
17:15-18:15

Details

Talks in Financial and Insurance Mathematics

Title	Title T.B.A.
Speaker, Affiliation
Date, Time	6 March 2025, 17:15-18:15
Location	HG G 43

Title T.B.A.

HG G 43

13 March 2025
17:15-18:15

Details

Talks in Financial and Insurance Mathematics

Title	Title T.B.A.
Speaker, Affiliation
Date, Time	13 March 2025, 17:15-18:15
Location	HG G 43

Title T.B.A.

HG G 43

20 March 2025
17:15-18:15

Details

Talks in Financial and Insurance Mathematics

Title	Title T.B.A.
Speaker, Affiliation
Date, Time	20 March 2025, 17:15-18:15
Location	HG G 43

Title T.B.A.

HG G 43

27 March 2025
17:15-18:15

Details

Talks in Financial and Insurance Mathematics

Title	Title T.B.A.
Speaker, Affiliation
Date, Time	27 March 2025, 17:15-18:15
Location	HG G 43

Title T.B.A.

HG G 43

3 April 2025
17:15-18:15

Details

Talks in Financial and Insurance Mathematics

Title	Title T.B.A.
Speaker, Affiliation
Date, Time	3 April 2025, 17:15-18:15
Location	HG G 43

Title T.B.A.

HG G 43

10 April 2025
17:15-18:15

Details

Talks in Financial and Insurance Mathematics

Title	Title T.B.A.
Speaker, Affiliation
Date, Time	10 April 2025, 17:15-18:15
Location	HG G 43

Title T.B.A.

HG G 43

17 April 2025
17:15-18:15

Details

Talks in Financial and Insurance Mathematics

Title	Title T.B.A.
Speaker, Affiliation
Date, Time	17 April 2025, 17:15-18:15
Location	HG G 43

Title T.B.A.

HG G 43

24 April 2025
17:15-18:15

Details

Talks in Financial and Insurance Mathematics

Title	Title T.B.A.
Speaker, Affiliation
Date, Time	24 April 2025, 17:15-18:15
Location	HG G 43

Title T.B.A.

HG G 43

8 May 2025
17:15-18:15

Prof. Dr. Jennifer Alonso-Garcia
Université Libre de Bruxelles

Details

Talks in Financial and Insurance Mathematics

Title	Title T.B.A.
Speaker, Affiliation	Prof. Dr. Jennifer Alonso-Garcia, Université Libre de Bruxelles
Date, Time	8 May 2025, 17:15-18:15
Location	HG G 43

Title T.B.A.

HG G 43

15 May 2025
17:15-18:15

Details

Talks in Financial and Insurance Mathematics

Title	Title T.B.A.
Speaker, Affiliation
Date, Time	15 May 2025, 17:15-18:15
Location	HG G 43

Title T.B.A.

HG G 43

22 May 2025
17:15-18:15

Prof. Dr. Carole Bernard
Vrije Universiteit Brussel

Details

Talks in Financial and Insurance Mathematics

Title	Title T.B.A.
Speaker, Affiliation	Prof. Dr. Carole Bernard, Vrije Universiteit Brussel
Date, Time	22 May 2025, 17:15-18:15
Location	HG G 43

Title T.B.A.

HG G 43

Notes: the highlighted event marks the next occurring event.

Archive: SS 25 AS 24 SS 24 AS 23 SS 23 AS 22 SS 22 AS 21 SS 21 SS 20 AS 19 SS 19 AS 18 SS 18 AS 17 SS 17 AS 16 SS 16 AS 15 SS 15 AS 14 SS 14 AS 13 SS 13 AS 12 SS 12 AS 11 SS 11 AS 10 SS 10 AS 09