Department of

# Mathematics

Seminar Calendar
for events the day of Wednesday, March 11, 2015.

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events for the
events containing

Questions regarding events or the calendar should be directed to Tori Corkery.
    February 2015            March 2015             April 2015
Su Mo Tu We Th Fr Sa   Su Mo Tu We Th Fr Sa   Su Mo Tu We Th Fr Sa
1  2  3  4  5  6  7    1  2  3  4  5  6  7             1  2  3  4
8  9 10 11 12 13 14    8  9 10 11 12 13 14    5  6  7  8  9 10 11
15 16 17 18 19 20 21   15 16 17 18 19 20 21   12 13 14 15 16 17 18
22 23 24 25 26 27 28   22 23 24 25 26 27 28   19 20 21 22 23 24 25
29 30 31               26 27 28 29 30



Wednesday, March 11, 2015

3:00 pm in 345 Altgeld Hall,Wednesday, March 11, 2015

#### Gabriel's Theorem and Auslander-Reiten Theory

###### Joshua Wen (UIUC)

Abstract: The speaker will continue from Crawley-Boevey's notes.

4:00 pm in 145 Altgeld Hall,Wednesday, March 11, 2015

#### Optimal Reinsurance Design

###### Chengguo Weng (Statistics and Actuarial Science, Waterloo)

Abstract: Reinsurance is an important risk management tool for an insurer. An appropriate use of reinsurance can reduce insurance risks and the volatility of financial results, stabi- lize solvency, better withstand catastrophic events, and increase underwriting capacity. The use of reinsurance, on the other hand, incurs additional cost on the insurer in the form of reinsurance premium. This implies a classical tradeoff between risk spreading and risk retaining for the insurer in deciding reinsurance purchase. An optimal rein- surance design aims at striking a balance between these two conflicting objectives. In this talk, I will introduce some of my recent works on this topic, with a focus on risk measure minimization models and those popular risk measures including Value-at-Risk, Conditional Value-at-Risk, and Expectile, among others.

4:00 pm in 245 Altgeld Hall,Wednesday, March 11, 2015