Dynamic Optimization in Economics, Finance, and Insurance
Workshop
Ore: 10 am
remotely or in-person: Room 200 - Via Necchi, 9, Milano
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Programma
Chairman:
- Bruno VISCOLANI, Università degli studi di Padova, Presidente AMASES
10:00 am-10:30 am
- Welcome Addresses
10:30 am-11:30 am
- Giorgio FERRARI, Center for Mathematical Economics (IMW), Bielefeld University
Stochastic Games of Productivity Expansion: Mean-field Stationary Equilibria
11:30 am-12:30 pm
- Mogens STEFFENSEN, Department of Mathematical Sciences, University of Copenhagen
Optimal Investment with Uncertain Risk Aversion
12:30 pm-2:30 pm – Lunch
2:30 pm-3:30 pm
- Claudia CECI, Dipartimento di Economia, Università “G. d’Annunzio” di Chieti-Pescara
Optimal Reinsurance and Investment Problems for Stochastic Factor Risk Models
3:30 pm-4:00 pm
- Closing Remarks
Information
The abstracts of the talks are available here.
For reservations, please e-mail dimsefa@unicatt.it by November 23rd with the subject line “Workshop in Dynamic Optimization”, specifying whether you wish to participate in-person or remotely. Reservations for in-person participations will be confirmed according to current legislation. Places are limited and are first come first serve.
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