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DTSTART;TZID=Europe/Helsinki:20210906T121500
DTEND;TZID=Europe/Helsinki:20210906T133000
DTSTAMP:20260719T023836
CREATED:20210708T074800Z
LAST-MODIFIED:20210903T045745Z
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SUMMARY:Stephane VERANI  (Federal Reserve Bank)\,  "What's Wrong with Annuity Markets?"
DESCRIPTION:The Macroeconomics Seminar:\nTime: 12:15 pm – 13:30 pm\nDate: 06th of September  2021\nRoom 1001 \nStephane VERANI (Federal Reserve Bank)  “What’s Wrong with Annuity Markets?” \nAbstract : We show that the supply of life annuities in the U.S. is constrained by interest rate risk. We identify this effect using annuity prices offered by U.S. life insurers from 1989 to 2019 and exogenous variations in contract-level regulatory capital requirements. The cost of interest rate risk management accounts for at least half of the average life annuity markups or eight percentage points. The contribution of interest rate risk to annuity markups sharply increased after the great financial crisis\, suggesting new retirees’ opportunities to transfer their longevity risk are unlikely to improve in a persistently low interest rate environment. \nJoint work  : Pei Cheng Yu (UNSW Australia) \nOrganizers:\nAlessandro RIBONI(Polytechnique-CREST) \nSponsors:\nCREST \n
URL:https://crest.science/event/stephane-verani-t-b-a/
CATEGORIES:Macroeconomics
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DTSTART;TZID=Europe/Helsinki:20210906T140000
DTEND;TZID=Europe/Helsinki:20210906T151500
DTSTAMP:20260719T023836
CREATED:20210816T051117Z
LAST-MODIFIED:20210917T102021Z
UID:12939-1630936800-1630941300@crest.science
SUMMARY:Stanislav Minsker (University of South California) - "Towards robust and efficient mean estimation"
DESCRIPTION:Statistical Seminar: Every Monday at 2:00 pm.\nTime: 2:00 pm – 3:15 pm\nDate: 6th of September 2021\nPlace: salle 1001 et en visio \nStanislav Minsker (University of South California)  – “Towards robust and efficient mean estimation” \nAbstract: Several constructions of the estimators of the mean of a random variable that admit sub-Gaussian deviation guarantees and are robust to adversarial contamination under minimal assumptions have been suggested in the literature. The goal of this talk is to discuss the size of constants appearing in the bounds\, both asymptotic and non-asymptotic\, satisfied by the median-of-means estimator and its analogues. We will describe a permutation-invariant version of the median-of-means estimator and show that it is asymptotically efficient\, unlike its “standard” version. Finally\, applications and extensions of these results to robust empirical risk minimization will be discussed. \nOrganizers:\nCristina BUTUCEA (CREST)\, Alexandre TSYBAKOV (CREST)\, Karim LOUNICI (CMAP) \, Jaouad MOURTADA (CREST)\nSponsors:\nCREST-CMAP \n
URL:https://crest.science/event/stanislav-minsker-university-of-south-california-towards-robust-and-efficient-mean-estimation/
CATEGORIES:Statistics
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