FAM-ily  

Financial and Actuarial Mathematics  
TU Wien, Austria  

 

Einladung zur Vortragsreihe aus Finanz- und Versicherungsmathematik
 

Assoc.Prof. Dr. Sabrina Mulinacci

University of Bologna, Italy
https://www.unibo.it/sitoweb/sabrina.mulinacci/

Generalizations of the Marshall-Olkin distribution and applications

In this talk we will consider some generalizations of the Marshall-Olkin distribution, which is the distribution of a vector of lifetimes each modeled as the first one among some underlying shocks arrival times that are assumed to be independent and exponentially distributed. The aim is to generalize the model introducing some dependence among the underlying shocks arrival times and allowing for distributions different from the exponential one. Various specific cases of dependence among the underlying shocks arrival times will be analyzed and the induced dependence structure on the vector of lifetimes studied.
Moreover, possible applications to risk management will be discussed.

About the speaker: Sabrina Mulinacci is Associate Professor of Mathematical Methods for Economics, Actuarial Sciences and Finance at the Department of Statistics of the University of Bologna, Italy. Prior she was Associate Professor at the Catholic University of Milan (Italy). She has a PhD in Mathematics at the University of Pisa (Italy) and her research interests and publications mainly pertain to probabilistic methods applied to mathematical finance, with special focus on American options and on copula methods applied to mathematical finance and risk management.

Termin:  

Dienstag, 10. Oktober 2017, 16:30 Uhr (pünktlich)

Ort: 

Technische Universität Wien,
1040 Wien, Karlsplatz 13
Hauptgebäude der TU Wien, Stiege 1, 1. Stock
Böcklsaal

Die Firma KPMG lädt im Anschluss an den Vortrag zu einem Umtrunk mit Brötchen ein!

Um Anmeldung per E-Mail an FAM-office (secr@fam.tuwien.ac.at) wird gebeten.
Es gibt keine Teilnahmegebühr.

Die AVÖ vergibt für die Teilnahme an dieser Veranstaltung einen CPD-Punkt.

Dipl.-Ing. Manfred Rapf
Präsident der Aktuarvereinigung Österreichs

Gen.-Dir. Prof. Elisabeth Stadler
Präsidentin der Österreichische Gesellschaft für Versicherungsfachwissen

o.Univ.-Prof. Dr. Walter Schachermayer
Fakultät für Mathematik, Universität Wien

Univ.-Prof. Dr. Thorsten Rheinländer
Univ.-Prof. Dr. Uwe Schmock
Finanz- und Versicherungsmathematik (FAM), Technische Universität Wien