Department of

Mathematics


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

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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

The physis [sic] of a cubic equation

Martin Luu (Department of Mathematics, University of Illinois at Urbana-Champaign)