### 10th World Congress in Probability and Statistics

## Invited Session (live Q&A at Track 2, 9:30PM KST)

## Conformal Invariance and Related Topics (Organizer: Hao Wu)

### Asymptotics of determinants of discrete Laplacians

Konstantin Izyurov (University of Helsinki)

### On Loewner evolutions with jumps

Eveliina Peltola (Rheinische Friedrich-Wilhelms-Universität Bonn)

Joint work with Anne Schreuder (Cambridge).

### Extremal distance and conformal radius of a CLE_4 loop

Titus Lupu (Centre National de la Recherche Scientifique / Sorbonne Université)

### Q&A for Invited Session 01

###### Session Chair

Hao Wu (Yau Mathematical Sciences Center, Tsinghua University)

## Optimal Transport (Organizer: Philippe Rigollet)

### Density estimation and conditional simulation using triangular transport

Youssef Marzouk (Massachusetts Institute of Technology)

### Estimation of Wasserstein distances in the spiked transport model

Jonathan Niles-Weed (Courant Institute of Mathematical Sciences, New York University)

### Statistical estimation of barycenters in metric spaces and the space of probability measures

Quentin Paris (National Research University Higher School of Economics)

### Q&A for Invited Session 14

###### Session Chair

Philippe Rigollet (Massachusetts Institute of Technology)

## Probabilistic Theory of Mean Field Games (Organizer: Xin Guo)

### Portfolio liquidation games with self-exciting order flow

Ulrich Horst (Humboldt University Berlin)

This is joint work with Guanxing Fu and Xiaonyu Xia.

### A mean-field game approach to equilibrium pricing in renewable energy certificate markets

Sebastian Jaimungal (University of Toronto)

### Entropic optimal transport

Marcel Nutz (Columbia University)

Based on joint works with Espen Bernton (Columbia), Promit Ghosal (MIT), Johannes Wiesel (Columbia).

###### Session Chair

Xin Guo (University of California, Berkeley)

## Stochastic Analysis in Mathematical Finance and Insurance (Organizer: Marie Kratz)

### From signature based models in finance to affine and polynomial processes and back

Christa Cuchiero (University of Vienna)

The talk is based on joint works with Guido Gazzani, Francesca Primavera, Sara-Svaluto-Ferro and Josef Teichmann.

### Optimal dividends with capital injections at a level-dependent cost

Ronnie Loeffen (University of Manchester)

This is joint work with Zbigniew Palmowski.

### Exponential Lévy-type change-point models in mathematical finance

Lioudmila Vostrikova (University of Angers)

### Q&A for Invited Session 35

###### Session Chair

Marie Kratz (ESSEC Business School, CREAR)

## KSS Invited Session: Nonparametric and Semi-parametric Approaches in Survival Analysis (Organizer: Woncheol Jang)

### Smoothed quantile regression for censored residual lifetime

Sangwook Kang (Yonsei University)

### Superefficient estimation of future conditional hazards based on marker information

Enno Mammen (Heidelberg University)

### On a semiparametric estimation method for AFT mixture cure models

Ingrid Van Keilegom (Katholieke Universiteit Leuven)

### Q&A for Invited Session 40

###### Session Chair

Woncheol Jang (Seoul National University)