Education and events
Faculty of Actuarial Science and Insurance Research Seminars
Autumn Term 2017 & Spring Term 2018
If you wish to attend a seminar, please book, using the link below the Seminar. Tea and other light refreshments will be available 15 minutes before the talk begins in the milling area outside conference room.
The FASI seminars are recognised by the Institute and Faculty of Actuaries as providing 1 hour of continuous professional development (CPD) training.
If you would like to be added to the seminar electronic mailing list, please send an e-mail stating so, containing your name to Faculty.Administration@city.ac.uk.
18th October 2017
Birkbeck – University of London
“Lambda VaR: Theoretical Properties and Financial Applications”
8th November 2017
Department of Mathematics and Statistics, University of Montreal
“On an Agent-based Simulator Model for the Limit-Order-Book and its Applications
to Measuring Price Impact”.
8th November 2017
Department of Statistical Sciences, University of Toronto, Canada
"An IBNR-RBNS Insurance Risk Model with marked Poisson Arrivals"
22nd November 2017
University of Amsterdam
"Optimal reinsurance with multiple reinsurers: the effect of competition and cooperation"
29th November 2017
Celia Glass and Hugo R. Mills
Faculty of Actuarial Science and Insurance - Cass Business School
"An Impact Case Study in Rostering Optimisation: Improving Doctors’ Moral in the NHS"
13th December 2017
31st January 2018
Founder: EMC Actuarial & Analytics & Honorary Senior Visiting Fellow at Cass
“The Reserve Risk Puzzle, with Application to IFRS 17 and Solvency II Risk Margins”
21st February 2018
Time: 16:00 - 17:00
"Optimal investment strategies with stochastic interest rate and minimum performance constraint"
14th March 2018
Department of Economics and Business Studies, University of Piemonte Orientale.
“Capital Allocation for Convex and Quasi-convex non differentiable Risk Measures”
16th May 2018
Seminars take place on Wednesdays 16:00 to 17:00 in Room 2005. Light refreshments available at 15:45 in seminar room. The seminars are open to everyone.
Please contact: email@example.com for further information.