Università Cattolica del Sacro Cuore Università Cattolica del Sacro Cuore

Campus di Milano

Dynamic Optimization in Economics, Finance, and Insurance


Ore: 10 am

remotely or in-person: Room 200 - Via Necchi, 9, Milano

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  • 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

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.

Your data will be processed in compliance with EU Regulation 679/2016 (GDPR) and with Legislative Decree 196/2003 and subsequent amendments. This data will be utilized for the sole purpose of following up on your request to participate in the event. The privacy policy can be accessed here

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