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/
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/
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