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10/3Actuarial Science Seminar
Risk Allocation Through Shapley Decompositions with Applications to Variable Annuities
Frederic Godin (Concordia University)Actuarial Science Seminar
Monday, October 3rd, 2022
Risk Allocation Through Shapley Decompositions with Applications to Variable Annuities
Frederic Godin (Concordia University)
11:00 AM  12:00 PM
Other
OnlinePlease join the Webex virtual seminar using the following link:
https://uconncmr.webex.com/uconncmr/j.php?MTID=mcff3996e1bfb542702cef27de6fba0e6
(Meeting number: 2620 464 0564
Password: tpW8pD7KZx6)
Abstract: We introduce a flexible risk decomposition method for life insurance contracts associated with exposure to several risk factors. Hedging can be naturally included in the framework. Although the method is applied to variable annuities in this work, it is also applicable in general to other insurance or financial contracts. The approach relies on applying an allocation principle to components of a Shapley decomposition of the gain and loss. The implementation of the allocation method requires a stochastic on stochastic algorithm.
Numerical examples studying the relative impact of equity, interest rate and mortality risk for guaranteed minimal maturity benefit (GMMB) policies are also presented. (Joint work with Emmanuel Hamel, Patrice Gaillardetz and Edwin HonMan Ng)
Speaker's short bio: Frederic is an associate professor in the Department of Mathematics and Statistics at Concordia University (Canada). He obtained his PhD from HEC Montreal in 2014. His research interests include Mathematical and Computational Finance, Actuarial Science, Risk Management, Dynamic Programming, and Statistics. For more information on his research, please visit https://www.researchgate.net/profile/FredericGodin.
Contact Information: Bin Zou, bin.zou@uconn.edu More

10/5Algebra Seminar
Cluster algebras and knot theory
Ralf Schiffler (University of Connecticut)Algebra Seminar
Wednesday, October 5th, 2022
Cluster algebras and knot theory
Ralf Schiffler (University of Connecticut)
11:15 AM  12:05 PM
Storrs Campus
Monteith 313This talk is based on joint work with Véronique BazierMatte in which we found a relation between cluster algebras and knot theory. To every knot diagram (or link diagram), we associate a cluster algebra by constructing a quiver with potential. The rank of the cluster algebra is \(2n\), where \(n\) is the number of crossing points in the knot diagram. We then construct \(2n\) indecomposable modules \(T(i)\) over the Jacobian algebra of the quiver with potential. For each \(T(i)\), we show that the submodule lattice of \(T(i)\) is isomorphic to the corresponding lattice of Kauffman states of the knot. Furthermore, the Alexander polynomial of the knot is a specialization of the \(F\)polynomial of \(T(i)\), for every \(i\).
Contact Information: mihai.fulger@uconn.edu More

10/5Math Club
Computationally Hard Problems and Their Uses in Cryptography
Asimina Hamakiotes (UConn)Math Club
Wednesday, October 5th, 2022
Computationally Hard Problems and Their Uses in Cryptography
Asimina Hamakiotes (UConn)
05:30 PM  06:30 PM
Storrs Campus
Monteith 214Cryptography is the practice and study of techniques used for secure communication in the presence of adverse third parties. Although cryptography is of interest to computer scientists, there is a lot of mathematics being done behind the scenes. In this talk, we will explain the difference between private key cryptography and public key cryptography. We will also talk about some computationally hard math problems that are used in public key cryptography.
Note: Free refreshments. The talk starts at 5:40.
Contact Information: Keith Conrad (kconrad@math.uconn.edu) More

10/7Logic Colloquium: Zoe Ashton (OSU)
Logic Colloquium: Zoe Ashton (OSU)
Friday, October 7th, 2022
11:15 AM  12:45 PM
Storrs Campus
Hybrid: ITE 336 & ZoomJoin us in the Logic Colloquium!
Zoe Ashton (OSU)
"How the Standard View of Rigor and the Standard Practice of Mathematics Clash"
Mathematical proofs are rigorous – it’s part of what distinguishes proofs from other argument types. But the quality of rigor, relatively simple for the trained mathematician to spot, is difficult to explicate. The most common view, often referred to as the standard view of rigor, is that “a mathematical proof is rigorous iff it can be converted into a formal derivation” (Burgess & De Toffoli (2022)). Each proponent of the standard view interprets “conversion” differently. For some, like Hamami (2022), conversion means algorithmic translation while others, like Burgess (2015), interpret it as just revealing enough steps of the formal derivation.
In this talk, I aim to present an overarching concern for the standard view. I’ll argue that no extant version of the standard view makes sense of how mathematicians make rigor judgments. Both Hamami (2022) and TattonBrown (2021) have both attempted to account for mathematicians’ rigor judgments using the standard view. I’ll argue that both still fail to adequately account for mathematical practice by positing that mathematicians engage in either algorithmic proof search and/or extensive training in formal rigor.
We seem to be left with two options: continue trying to amend the standard view or introduce a new account of rigor which is practicefocused. I’ll argue that issues with the two accounts are general issues that will likely occur for future formulations of the standard view. Thus, we should aim to introduce a new account of informal, mathematical rigor. I’ll close by sketching a new account of rigor related to the audiencebased view of proof introduced in Ashton (2021).
https://logic.uconn.edu/calendar/
Contact Information: logic@uconn.edu More

10/7SIGMA Seminar
TBA
Max Meynig (UConn)SIGMA Seminar
Friday, October 7th, 2022
TBA
Max Meynig (UConn)
12:20 PM  01:10 PM
Storrs Campus
MONT 214TBA
Contact Information: rachel.bailey@uconn.edu More

10/7UConn SIAM Student Chapter
Women in Mathematics and Applications
TitleUConn SIAM Student Chapter
Friday, October 7th, 2022
Women in Mathematics and Applications
Title
02:30 PM  03:30 PM
Storrs Campus
MONT 225TBA
Contact Information: Bin Zou, bin.zou@uconn.edu More

10/8UConn Sports Analytics Symposium (UCSA) 2022
UConn Sports Analytics Symposium (UCSA) 2022
Saturday, October 8th, 2022
12:00 AM  11:59 PM
Storrs Campus
McHugh Hall 102The UCSAS is coming back inperson on Saturday, Oct. 8, 2022.
The demand for data scientists has grown rapidly over the last decade and this trend is projected to continue. There are, however, not enough highly qualified data scientists to meet the increasing demand. The talent shortfall extends to existing job classifications from the executive suite to frontline jobsall of which are increasingly enabled by data analytics. The overarching goal of the UCSAS is to engage more students outside of traditional data science programs into data science through sports analytics.
While there are many well established sports analytics conferences, they are often not accessible to students due to technical level, cost, or space limitations. UConn, recognized nationally for its teams in sports such as basketball, baseball, and hockey, among others, hosts the UCSAS, which focuses specifically on undergraduate and graduate students who are interested in sports analytics. UCSAS, started in 2019 and organized by the Statistical Data Science Lab at UConn, aims to:
showcase sports analytics to students at an accessible level;
train students in data analytics with application to sports data; and
foster collaboration between academic programs and the sports industry.
Contact Information: Jun Yan More

10/10Actuarial Science Seminar
Gaussian Process Models For Multipopulation Longevity Analysis
Michael Ludkovski (UCSB)Actuarial Science Seminar
Monday, October 10th, 2022
Gaussian Process Models For Multipopulation Longevity Analysis
Michael Ludkovski (UCSB)
11:00 AM  12:00 PM
Storrs Campus
MONT 214This is an inperson seminar talk.
Abstract: I will discuss several interrelated projects on the use of Gaussian Process (GP) models for longevity analysis. The unifying objective is to capture the structure of agespecific mortality rates, with an emphasis on jointly modeling multiple mortality surfaces. Examples include modeling mortality across different countries, jointly for males and females, and analyzing causeofdeath datasets. I will review the GP spatial covariance framework in the AgePeriodCohort context and the resulting features of uncertainty quantification, nonparametric forecasts, longterm coherence, and transparent information fusion and extrapolation. I will then discuss multioutput GPs, especially coregionalization dimension reduction techniques for handling multiple populations. The developed scalable GP models can handle joint analysis of several dozen populations, hierarchically arranged along nationalities, genders and causesofdeath. Illustrations using Human Mortality Database datasets and corresponding insights into mortality patterns and differences will be given. This is joint work with Nhan Huynh, Doris Padilla and Jimmy Risk.
Speaker's short bio: Mike Ludkovski is Professor at the Department of Statistics and Applied Probability at University of California Santa Barbara where he codirects the Center for Financial Mathematics and Actuarial Research. Among his research interests are longevity modeling, renewable energy markets, and quantitative finance. He has over 70 publications and his Simulation and Control in Finance and Insurance (SCiFI) lab is supported by NSF, SOA and ARPAE grants. He has broad interests in financial mathematics and actuarial science. Please visit his website http://ludkovski.faculty.pstat.ucsb.edu/ for more information.
Contact Information: Bin Zou, BIN.ZOU@UCONN.EDU More

10/12Algebra Seminar
Topic
Geoffrey Smith (UIC)Algebra Seminar
Wednesday, October 12th, 2022
Topic
Geoffrey Smith (UIC)
11:15 AM  12:05 PM
Storrs Campus
MONT 313TBA
Contact Information: mihai.fulger@uconn.edu More

10/12Math Club
TBA
TBAMath Club
Wednesday, October 12th, 2022
TBA
TBA
05:30 PM  06:30 PM
Storrs Campus
Monteith 214TBA
Contact Information: Keith Conrad (kconrad@math.uconn.edu) More

10/14SIGMA Seminar
Transcendence of \(\pi\)
Keith Conrad (UConn)SIGMA Seminar
Friday, October 14th, 2022
Transcendence of \(\pi\)
Keith Conrad (UConn)
12:20 PM  01:10 PM
Storrs Campus
MONT 214A month ago I explained a proof that \(e\) is a transcendental number. This time I'll show how similar ideas can be used to prove that \(\pi\) is transcendental.
Contact Information: rachel.bailey@uconn.edu More

10/17Actuarial Science Seminar
Title TBA
Thai Nguyen (University of Laval)Actuarial Science Seminar
Monday, October 17th, 2022
Title TBA
Thai Nguyen (University of Laval)
11:00 AM  12:00 PM
Storrs Campus
OnlineAbstract: TBA
Speaker's short bio: Dr. Nguyen is an assistant professor in actuarial science at the University of Laval (Quebec, Canada). He obtained his PhD in 2014 from the University of Rouen in France and was a postdoc at the University of Ulm in Germany. Please visit his website for more information: https://sites.google.com/view/htnguyen/home
Contact Information: Bin Zou, bin.zou@uconn.edu More

10/19Algebra Seminar
Title
Speaker (Affiliation)Algebra Seminar
Wednesday, October 19th, 2022
Title
Speaker (Affiliation)
11:15 AM  12:05 PM
Storrs Campus
Monteith 313TBA
Contact Information: mihai.fulger@uconn.edu More

10/19Math Club
TBA
TBAMath Club
Wednesday, October 19th, 2022
TBA
TBA
05:30 PM  06:30 PM
Storrs Campus
Monteith 214TBA
Contact Information: Keith Conrad (kconrad@math.uconn.edu) More

10/21Conference: Conditional Thought and Talk
Conference: Conditional Thought and Talk
Friday, October 21st, 2022
12:00 AM  11:59 PM
Storrs Campus
Homer Babbidge Library, Heritage RoomConference on Linguistics and Philosophy of Conditionals.
https://conditional.linguistics.uconn.edu/workshop2022/
Contact Information: Mitch Green (mitchell.green@uconn.edu) More

10/21UConn SIAM Student Chapter
Women in Mathematics and Applications
TitleUConn SIAM Student Chapter
Friday, October 21st, 2022
Women in Mathematics and Applications
Title
02:30 PM  03:30 PM
Storrs Campus
MONT 225TBA
Contact Information: Bin Zou, bin.zou@uconn.edu More

10/22Conference: Conditional Thought and Talk
Conference: Conditional Thought and Talk
Saturday, October 22nd, 2022
12:00 AM  11:59 PM
Storrs Campus
Homer Babbidge Library, Heritage RoomConference on Linguistics and Philosophy of Conditionals.
https://conditional.linguistics.uconn.edu/workshop2022/
Contact Information: Mitch Green (mitchell.green@uconn.edu) More

10/24PDE And Differential Geometry Seminar
Title: TBD
Zhiyuan Zhang (New York University)PDE And Differential Geometry Seminar
Monday, October 24th, 2022
Title: TBD
Zhiyuan Zhang (New York University)
02:30 PM  03:30 PM
Storrs Campus
online
Contact Information: dong@uconn.edu More

10/26Algebra Seminar
Title
Speaker (Affiliation)Algebra Seminar
Wednesday, October 26th, 2022
Title
Speaker (Affiliation)
11:15 AM  12:05 PM
Storrs Campus
Monteith 313TBA
Contact Information: mihai.fulger@uconn.edu More

10/26Math Club
TBA
TBAMath Club
Wednesday, October 26th, 2022
TBA
TBA
05:30 PM  06:30 PM
Storrs Campus
Monteith 214TBA
Contact Information: Keith Conrad (kconrad@math.uconn.edu) More

10/27Mathematics Colloquium
Title TBA
Daniel Sage (Louisiana State University)Mathematics Colloquium
Thursday, October 27th, 2022
Title TBA
Daniel Sage (Louisiana State University)
03:30 PM  04:30 PM
Storrs Campus
Mont 214TBA
Contact Information: KyuHwan Lee More

10/28Logic Colloquium: Rosalie Iemhoff (Utrecht)
Logic Colloquium: Rosalie Iemhoff (Utrecht)
Friday, October 28th, 2022
11:15 AM  12:45 PM
Storrs Campus
ZoomJoin us in the Logic Colloquium for a talk by Professor Rosalie Iemhoff (Utrecht)!
Details t.b.a.
https://logic.uconn.edu/calendar/
Contact Information: logic@uconn.edu More

10/28Analysis and Probability Seminar
Title: Orthogonal Polynomials and Stability of Linear Systems
Luis Garza (University of Colima)Analysis and Probability Seminar
Friday, October 28th, 2022
Title: Orthogonal Polynomials and Stability of Linear Systems
Luis Garza (University of Colima)
01:30 PM  02:30 PM
Storrs Campus
MONT 313Abstract: There is a well known relation between the theory of orthogonal polynomials and the theory of Hurwitz polynomials, that characterize the asymptotic stability of continuous timeinvariant linear systems. In this talk, we show several methods that take advantage of basic properties of orthogonal polynomials to construct robustly stable families of Hurwitz polynomials. Some examples and applications will be presented.
Contact Information: sean.li@uconn.edu More