Announcements
UConn AMS Presents: 6th Annual Integration Bee
Northeast Workshop in Geometric Analysis, 5–6 November 2022
Mathematics Continued, 22 October 2022
News & Achievements
Congratulating the Winners of the 6th Annual Integration Bee
Professor Huang Featured on National Children’s Museum Podcast
The National Children’s Museum breaks down the science, technology, engineering, art, and math behind everyday mysteries in the second season of their children’s podcast, STEAM Daydream with National Children’s Museum. Professor Lan-Hsuan Huang recently joined them for an episode called “Bubble Trouble” to help 11-year-old Kid Investigator Kaedence R. and the rest of the cast […]
[Read More]Professor Maria Gordina Named Fellow of the AMS
Professor Maria Gordina has been named a Fellow of the American Mathematical Society. The Fellows of the American Mathematical Society program recognizes members who have made outstanding contributions to the creation, exposition, advancement, communication, and utilization of mathematics. “It is an honor to welcome a new class of AMS Fellows and to congratulate them for […]
[Read More]Professor Teplyaev Awarded Fulbright Specialist Grant
The Fulbright Specialist Program awarded a grant to Professor Alexander Teplyaev to work with Professor Anna Rozanova-Pierrat at the Laboratoire de Mathématiques et Informatique pour la Complexité et les Systèmes (MICS), CentraleSupélec, Université Paris-Saclay, France. A program of the U.S. Department of State, the Fulbright Specialist Program is an opportunity for U.S. academics and established […]
[Read More]UConn Math Department To Host New Simons PIVOT Fellow
The Simons Foundation recently announced its first PIVOT Fellows. Among them is Amit Acharya, of Carnegie Mellon University, who will be a visitor in the UConn Mathematics Department during 2023. Dr. Acharya will work on a joint project with Professor Ambar Sengupta, with the goal of developing new ideas at the interface of geometry, gauge […]
[Read More]Equity in Math Education: Joint Policy Statement for Connecticut
Upcoming Events
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Dec
5
Actuarial Science Seminar
Valuation and Risk Management of Guaranteed Minimum Death Benefits by Randomization
Peter Hieber (Lausanne)11:00amActuarial Science Seminar
Valuation and Risk Management of Guaranteed Minimum Death Benefits by Randomization
Peter Hieber (Lausanne)Monday, December 5th, 2022
11:00 AM - 12:00 PM
Storrs Campus Online
Webex meeting link: https://uconn-cmr.webex.com/uconn-cmr/j.php?MTID=m167c9bc4fa0c94f68687df60026cf0a7
(meeting number: 2623 910 4604 password: fZJdMeCE533)
Abstract: Randomization is a technique in Finance to replace known quantities (like the time to maturity) by random variables. This sometimes gives moments or quantiles of the payoff in closed-form, avoiding any kind of Fourier inversion or simulation algorithm. We apply this idea to GMDBs where payoff dates are per se random. The remaining lifetime is expanded in terms of a Laguerre series while the financial market follows a regime switching model with two-sided phase-type jumps. For European-type GMDBs we obtain the density of the payoff in closed form as a Laurent series. Payoffs of path-dependent guarantee features can be expressed in terms of solutions of Sylvester equations (=matrix equations of the form AX + XB =C). The advantage of this approach is that prices or higher-order moments of many products can be obtained efficiently in quasi closed-form. This is joint work with Griselda Deelstra (Université Libre de Bruxelles).
A paper version is available here: Deelstra, Griselda and Hieber, Peter, Randomization and the Valuation of Guaranteed Minimum Death Benefits, https://ssrn.com/abstract=4115505.
Speaker's short bio: Peter is an assistant professor in Actuarial Science at HEC Lausanne. Prior to this, he was a DAAD-Prime Fellow at the University of Ulm (Germany) and the Université Catholique de Louvain (Belgium) and a professor in "Risk and Insurance" at the Technical University of Munich. His research interests are in Insurance Mathematics and Actuarial Science with a focus on Life and Pension Insurance. Please visit his website for more information: https://sites.google.com/view/peter-hieber/Contact Information: Bin Zou, bin.zou@uconn.edu
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Dec
5
PDE and Differential Geometry Seminar
Potential Theory in Conformal Geometry
Jie Qing (University of California, Santa Cruz)2:30pmPDE and Differential Geometry Seminar
Potential Theory in Conformal Geometry
Jie Qing (University of California, Santa Cruz)Monday, December 5th, 2022
02:30 PM - 03:30 PM
Storrs Campus online
Abstract: In this talk we would like to report my recent joint work with Shiguang Ma on the application of the potential theory in conformal geometry. We will mention many interesting equations in conformal geometry and the potential theoretic approach to study them. In particular, we present the recent work on the extensions of Huber type theorem in higher dimensions under integral conditions of various curvature. We will demonstrate main ideas via the outlines of a proof of Huber Theorem.
https://www.math.ucsc.edu/people/faculty.php?uid=qingContact Information: dong@uconn.edu
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Dec
7
Algebra Seminar
Singularities of irreducible theta divisors
Victor Lozovanu (University of Genova)11:15amAlgebra Seminar
Singularities of irreducible theta divisors
Victor Lozovanu (University of Genova)Wednesday, December 7th, 2022
11:15 AM - 12:05 PM
Storrs Campus Monteith 313
The question of studying the singularities of theta divisors has attracted a lot of interest both old and new. Its importance is amplified when connecting it to the problem
of describing interesting loci on the moduli space of abelian varieites. The main goal of this talk is to introduce a folklore conjecture about the behaviour of the multiplicity at a point for irreducible theta divisors and explain some new results in this direction.Contact Information: mihai.fulger@uconn.edu
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Dec
8
Mathematics Colloquium
Title TBA
Hubert Lacoin (Institudo Nacional de Matemática Pura e Aplicada)3:30pmMathematics Colloquium
Title TBA
Hubert Lacoin (Institudo Nacional de Matemática Pura e Aplicada)Thursday, December 8th, 2022
03:30 PM - 04:30 PM
Storrs Campus Online
TBAContact Information: Kyu-Hwan Lee
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Dec
9
SIGMA Seminar
Space of Orders with Finite Cantor-Bendixson Rank
Waseet Kazmi (UConn)12:20pmSIGMA Seminar
Space of Orders with Finite Cantor-Bendixson Rank
Waseet Kazmi (UConn)Friday, December 9th, 2022
12:20 PM - 01:10 PM
Storrs Campus MONT 214
For an orderable group, it is a well-known fact that its space of orders forms a topological space, in fact, a Boolean space (i.e. compact, Hausdorff and totally disconnected). It is still an open question whether the converse of this is true, that is, what Boolean spaces can be realized as the space of orders of some orderable group? We present a result that gives some progress towards trying to answer this larger open question. We show the existence of orderable groups such that their space of orders has arbitrary finite Cantor-Bendixson rank.Contact Information: rachel.bailey@uconn.edu
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