Il gruppo UMI PRISMA organizza una serie di tre seminari online, in inglese, sulle "Applicazioni della Probabilità all’Economia".

La serie di seminari è specificamente organizzata da: - Giulio Bottazzi (Scuola Superiore Sant'Anna) - Alessandro Calvia (Politecnico di Milano) - Marco Capaldo (RWTH Aachen) - Enrico Scalas (Sapienza Università di Roma)

I seminari sono in preparazione alla Summer School of Mathematics for Economic and Social Sciences: https://indico.sns.it/event/105/overview

I dettagli sui link saranno diffusi in prossimità degli eventi sul sito web del gruppo UMI PRISMA: https://umi-prisma.polito.it/ e su questa lista.

I seminari saranno i seguenti:

26 giugno 2025 ore 14

Speaker: Marta Leocata, LUISS Guido Carli, Department of AI, Data and Decision Sciences

Title: Two applications of multi-agent models in economic and social systems

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).

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10 luglio 2025 ore 14

Speaker: Annamaria Olivieri, University of Parma (Italy), Department of Economics and Management

Title: Modelling Stochastic Mortality for Life Insurance Applications

Abstract:

In the closing decade of the last century, a generalized decrease in mortality rates has been reported in many countries, especially at adult and old ages, which was highly unanticipated. Until then, the modelling of mortality for insurance applications was mainly deterministic since, according to the classical insurance paradigm, in sufficiently large and homogeneous pools there is a high probability to achieve an outcome in line with what expected. Uncertain mortality trends are against such an argument. Net of the effect of the pandemic, the decreasing trend in mortality has persisted to current times, at a pace that remains random.

Mortality has a clear impact on the liabilities of the life insurance (and pension) industry and an adequate mortality forecasting is among the key elements of an effective risk management design for a life insurer (or a pension fund), especially when longevity benefits are involved. Starting from the end of the last century, stochastic mortality modelling has become a core topic of actuarial science and many studies have greatly enriched the actuarial literature. In this presentation, the main characteristics of mortality trends are first summarized, with particular regard to the Italian population. Then, mortality and longevity risks are defined. Finally, a review of the main stochastic mortality models developed for actuarial purposes is provided.

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17 luglio 2025 ore 14

Speaker: Sara Merino Aceituno, Faculty of Mathematics, University of Vienna (Austria)

Title: Large particle limit for jump processes

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 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.