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: 
 
Further details: https://sites.google.com/mq.edu.au/mofr-2025-proxy-site/home

Participant List:
Stuart Hawkins (Macquarie University)
Katsuto Tanaka (Hitotsubashi University)
Jiancang Zhuang (Institute of Statistical Mathematics)
Tomoko Matsui (The Institute of Statistical Mathematics)
Mahadevan Ganesh (Colorado School of Mines)
Mihoko Minami (Keio University)
Anna Aksamit (The University of Sydney)
Ivan Guo (Monash University)
Qingyuan Zhang (The University of Queensland)
Vladimir Dragalin (Johnson & Johnson)
Quoc Thong Le Gia (University of New South Wales, Sydney, Australia)
Len Patrick Dominic Garces (University of Technology Sydney)
Kais Hamza (Monash University)
ARTURO KOHATSU HIGA (Ritsumeikan University)
Kyoko Inakawa (Tokyo Metropolitan University)
MAKOTO SHIMOSHIMIZU (Tokyo University of Science)
Colin Fox Fox (University of Otago)
Nicolas Francois Antoine Privault (Nanyang Technological University)
Takanori Adachi (Tokyo Metropolitan University)
Ruanui Nicholson (University of Auckland)
Kazutoshi Yamazaki (School of Mathematics and Physics/University of Queensland)
Erik Garcia Neefjes (Macquarie University)
David Croydon (Kyoto University)
Teruyoshi Suzuki (Hokkaido University)
YUKO ARAKI (Tohoku University)
Nino Kordzakhia (Macquarie University)
Matthew Fernandes (Macquarie University)
Daisuke Murakami (Institute of Statistical Mathematics)
Alexander Novikov (University of Technology Sydney)
Tiangang Cui (The University of Sydney)
Jie Yen Fan (Monash University)
Konstantin Borovkov (School of Mathemtics and Statistics, The University of Melbourne)
Andriy Olenko (Department of Physical and Mathematical Sciences/La Trobe University)
Adam Bilchouris (La Trobe University)
Jiro Akahori (Ritsumeikan University)
XINMIAO ZHANG (The University of Ritsumeikan)
Yanyi Jiang (Ritsumeikan university)
Stefanie Unicomb (Macquarie University)
Kohei WATANABE (Ritsumeikan University)
Vladimira Seckarova (School of Mathematics, Monash University)
Fima Klebaner (Monash University)
Masaaki Fukasawa (The University of Osaka)
Eckhard Platen (University of Technology Sydney)
Tim Ling (University of Technology Sydney)

Registration:

• Registration is now closed.
• Arrival date: 2 Nov 2025
• Departure date: 14 Nov 2025

ASSOCIATED EVENTS

MATRIX Wine and Cheese Afternoon 10 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.