Webinars
The seminar series is specifically organized by:
- Giulio Bottazzi (Scuola Superiore Sant'Anna)
- Alessandro Calvia (Politecnico di Milano)
- Marco Capaldo (RWTH Aachen)
- Enrico Scalas (Sapienza University of Rome)
The seminars are organized in preparation for the Summer School of Mathematics for Economic and Social Sciences (link).
Detailed Information on the Seminars
1st Seminar
Speaker: Marta Leocata, LUISS Guido Carli, Department of AI, Data and Decision Sciences
Date: June 26, 2025, 2:00 PM
Title: Two applications of multi-agent models in economic and social systems (slide)
Abstract: In this talk, we present an overview of mathematical models that capture the behavior of myopic agents—who rely on short-term, local information in their decision-making—and strategic agents, who consider the long-term consequences of their actions within interactive environments. These concepts will be illustrated through two applications in economic and social contexts: a multi-agent model for the co-evolution of preferences and actions in the emergence of social norms (joint work with Michele Aleandri, LUISS, and Laura Marcon, CNR), and a Mean Field Game approach to the Emission Trading System (joint work with Giulia Livieri, LSE, and Gianmarco Del Sarto, TU Darmstadt).
2nd Seminar
Speaker: Annamaria Olivieri, University of Parma (Italy), Department of Economics and Management
Date: July 10, 2025, 2:00 PM
Title: Modelling Stochastic Mortality for Life Insurance Applications (slide)
Abstract: In the closing decade of the last century, a generalized decrease in mortality rates was observed in many countries, especially at adult and old ages, and this decline was largely unanticipated. Until then, mortality modelling for insurance applications had been mainly deterministic, since, according to the classical insurance paradigm, sufficiently large and homogeneous pools are highly likely to produce outcomes consistent with expectations. Uncertain mortality trends contradict this assumption. Net of the effect of the pandemic, the declining trend in mortality has persisted to the present, at a pace that remains random. Mortality has a clear impact on the liabilities of the life insurance (and pension) industry, and adequate mortality forecasting is among the key elements of an effective risk management framework for a life insurer (or a pension fund), especially when longevity benefits are involved. Since the end of the last century, stochastic mortality modelling has become a core topic in actuarial science, and many studies have significantly enriched the actuarial literature. In this presentation, the main characteristics of mortality trends are first summarized, with particular reference to the Italian population. Mortality and longevity risks are then defined. Finally, a review of the main stochastic mortality models developed for actuarial purposes is provided.
3rd Seminar
Speaker: Sara Merino Aceituno, Faculty of Mathematics, University of Vienna (Austria)
Date: July 17, 2025, 2:00 PM
Title: Large particle limit for jump processes (slide)
Abstract: In this short course, we will study interacting particle systems whose dynamics are governed either by continuous-time Markov processes (such as coagulation models) or by piecewise deterministic Markov processes (such as run-and-tumble dynamics). Our starting point will be the martingale formulation of these systems. The primary objective is to derive equations that approximate the behavior of the system as the number of particles becomes large.