FAM-news June 2005

fam-news@fam.tuwien.ac.at

2 participants
3 discussions

reminder, this week's seminars
by Sandra Trenovatz 13 Jun '05

13 Jun '05

Timetable Th, 16.06.2005, 16:30, Seminar room 107 Jürgen Hartinger (Graz University of Technology) Rare Events - Monte Carlo and Quasi-Monte Carlo Methods (joint work with Dominik Kortschak) Recently, there has been much interest in developing Monte Carlo methods for estimating rare event probabilities. The reason seems to be two-fold: The topic is of major interest in areas such as credit and insurance risk or telecommunication networks and presents a challenge from mythological point of view as naive methods lead to ineligible variances for the estimates. After an overview on existing methods in a Monte Carlo setting, in this talk we focus on theoretical and empirical aspects of (randomized) QMC methods in rare event sampling. Mo, 20.06.2005, 16:15 in seminar room 104 Reinhold Kainhofer Quasi-Monte Carlo Methoden -- Am Schnittpunkt von numerischer Analysis, Zahlentheorie und Finanzmathematik Vortragsreihe: Wissenswertes der Mathematik, http://info.tuwien.ac.at/goldstern/wissen/ For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/

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reminder, this week's seminars
by Sandra Trenovatz 06 Jun '05

06 Jun '05

Timetable Tuesdays and Thursdays, 16:30-18:00, TU FH, Turm A, 6. Stock, Seminarraum 107 Tu, 07.06.2005 Grigory Temnov, St. Petersburg State University Risk models with stochastic premium income. For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/

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Wittgenstein Abschluss hearing
by Walter Schachermayer 02 Jun '05

02 Jun '05

Ich wuerde mich freuen, wenn Ihr zu der folgenden oeffentlichen Präsentation der Ergebnisse meines Wittgensteinpreis-Programms kommen könnt: Hearing/Abschlussevaluierung des Wittgensteinpreises, Donnerstag, 9. Juni 2004, 9:00-11:00, Freihaus Hörsaal 8, gelber Bereich, 2. Obergeschoss, TU Wien, Freihaus, Wiedner Hauptstrasse 8, 1040 Wien. Herliche Gruesse Walter Schachermayer

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FAM-news June 2005