Ongoing
François HU (Milliman) “Obtaining Fair Insurance Premiums with Multiple Sensitive Attributes”
Finance-Insurance Time: 10.00 am Date:13th of May 2025 Room 3001 François HU (Milliman) "Obtaining Fair Insurance Premiums with Multiple Sensitive Attributes" Abstract : In the context of Algorithmic Fairness, the goal is to ensure that sensitive attributes have no influence on decision-making outcomes. This objective has driven the development of various fairness definitions and tools, […]
Find out more »Antonio OCELLO (Ecole Polytechnique) “Convergence Analysis of Diffusion Models: Towards Reliable Sampling”
Finance-Insurance Time: 4.00 p.m. Date:13th of May 2025 Room 3001 Antonio OCELLO (Ecole Polytechnique) "Convergence Analysis of Diffusion Models: Towards Reliable Sampling" Abstract : Generative models are increasingly explored in insurance for tasks such as risk simulation, scenario generation, and synthetic data augmentation. Their usefulness hinges on the ability to reproduce stylized features of actuarial […]
Find out more »10:00 am
Ekaterina KAZAK (Birmingham Business School,) “Conditional Method Confidence Set”
Finance-Insurance Time: 10.00 am Date: 15th of May 2025 Room 3001 Ekaterina KAZAK (Birmingham Business School,) "Conditional Method Confidence Set" Abstract : This paper proposes a Conditional Method Confidence Set (CMCS) which allows to select the best subset of forecasting methods with equal predictive ability conditional on a specific economic regime. The test resembles the […]
Find out more »11:00 am
Mirko ARMILLOTTA (University of Rome Tor Vergata,) “Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models”
Finance-Insurance Time: 11.00 am Date: 15th of May 2025 Room 3001 Mirko ARMILLOTTA (University of Rome Tor Vergata,) "Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models" Abstract : We propose a novel estimation approach for a general class of semi-parametric time series models where the conditional expectation is modeled through a parametric function. The […]
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