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3 Nov 2025 - 14 Nov 2025
8:00 am - 5:00 pm
Organisers:
Nino Kordzakhia (Macquarie University, Australia)
Stuart Hawkins (Macquarie University, Australia)
Benoit Liquet-Weiland (Macquarie University, Australia)
Gareth Peters (University of California Santa Barbara, USA)
Fima Klebaner (Monash University, Australia)
Organising Committee:
Anna Aksamit (University of Sydney, Australia)
Konstantin Borovkov (University of Melbourne, Australia)
Mahadevan Ganesh (Colorado School of Mines, USA)
Ivan Guo (Monash University, Australia)
Kais Hamza (Monash University, Australia)
Andrea Macrina (University College London, UK)
Tomoko Matsui (Institute of Statistical Mathematics, Japan)
Yuliya Mishura (Taras Shevchenko National University of Kyiv, Ukraine and Mälardalen University, Sweden)
Alex Novikov (University of Technology, Australia)
Terry Suzuki (Hokkaido University, Japan)
Kazutoshi Yamazaki (University of Queensland, Australia)
Program Description:
Mathematics of Risk – 2025 (MofR-2025) is the third in a series of similar programs held in 2017 and 2022.
Mathematics of Risk – 2025 will bring together experts from various areas of mathematical sciences from Australia and overseas to consider new approaches and techniques for risk modelling and aversion or avoidance, with application areas including financial and climate risk, and others.
The program will feature five workshops focused on:
i) Stochastic analysis and its applications;
ii) Modern topics in finance;
iii) Markov processes and its applications;
iv) Stochastic inverse problems and pattern recognition;
v) Modelling of risk factors associated with climate change in insurance, economics and finance.
The program aims to facilitate new collaborations amongst the program participants, and provide an enriching environment for PhD students to interact with leading researchers.
Mathematics of Risk – 2025 is the third in a series of Mathematics of Risk programs and continues the tradition of the previous programs in workshops i) – iii). The new directions presented in Workshops iv) and v) are expected to reinforce existing collaborations and stimulate the development of new methodologies broadening the scope of risk modelling techniques.
Program Structure: TBC
Registration:
- Deadline: 15 June 2025
- Registration is by invitation only. If you are interested to participate in this program, please contact one of the organisers with your CV and research background.
- Arrival date: 2 Nov 2025
ASSOCIATED EVENTS
MATRIX Wine and Cheese Afternoon 4 November 2025
On the first Tuesday of each program, MATRIX provides a pre-dinner wine and cheese afternoon. Produce is locally-sourced to showcase delicacies from the region.