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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Tu., 24.01.2017, 10:30, SkyLounge,
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 12th floor
Wendelin Werner (ETH Zürich, Switzerland)
https://people.math.ethz.ch/~wewerner/
"Random cracks in space"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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Announcement of talks organised by FAM @ TU Wien
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Tu., 24.01.2017, 16:30, seminar room DA grün 06,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Zbigniew Palmowski (University of Wroclaw, Poland)
http://prac.im.pwr.wroc.pl/~zpalma/
"On optimal dividend problem for an insurance risk models
with surplus-dependent premiums"
For further details (including abstracts) see
https://fam.tuwien.ac.at/events/
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The Budapest - Wien Dynamics seminar
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Th., 26.01.2016, 15:00-16:00, room 09.142
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 9th floor
Jiri Cerny (University of Vienna)
http://www.mat.univie.ac.at/~cerny/
"Maximum of Branching Random Walk in Random Environment"
For further details (including abstracts) see
http://mat.univie.ac.at/~zweimueller/BudWiSer/Budwiser.html
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Tu., 26.01.2017, 16:30, seminar room SR09
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Dario Trevisan (University of Pisa, Italy)
http://www.dm.unipi.it/cluster-pages/trevisan/
"A PDE approach to a 2-dimensional matching problem"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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WU Wien, Institute for Statistics and Mathematics
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Fr., 27.10.2017, 09:00, room SR D4.4.008
WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor
Sara Biagini (LUISS G. Carli, Rome)
http://docenti.luiss.it/biagini/
"The robust Merton problem of an ambiguity averse investor"
(Research seminar - Statistics and Mathematics)
For further details (including abstracts) see
http://www.wu.ac.at/en/statmath/resseminar/
To find the room on the WU Campus search for "D4.4.008" on:
http://gis.wu.ac.at/?roomShow=D4.4.008
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Veranstaltungsreihe "Actuarial Modelling Club"
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Tu., 17.01.2017, 16:30, FH 8 Nöbauer Hörsaal
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2nd floor, yellow area
Robert Schöftner (core dynamics GmbH, CH)
"Kreditrisikomodellierung für Versicherer - Praktische
Kalibrierung von Portfoliomodellen und Rating-Tools"
(Actuarial Modelling Club)
For further details (including abstracts) and registration see
https://fam.tuwien.ac.at/vr/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 19.01.2017, 16:30, seminar room SR09
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Arnulf Jentzen (ETH Zurich, Switzerland)
http://www.ajentzen.de/
"Stochastic algorithms for the approximative pricing of
financial derivatives"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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Announcement of Public PhD Thesis Defense at TU Wien
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Fr., 20.01.2017, 12:00, Zeichensaal 3
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 7th floor, green area
Piet Porkert (FAM @ TU Wien)
"Central and Non-Central Limit Theorems"
For further details (including abstracts) see
https://fam.tuwien.ac.at/events/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 12.01.2017, seminar room SR09
University of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
16:30
Martin Huesmann (TU Wien, Austria / Univ. Bonn, Germany)
http://wt.iam.uni-bonn.de/huesmann/home/
"Transport cost estimates for random measures in dimension one"
(Vienna Seminar in Mathematical Finance and Probability)
17:30
Piet Porkert (TU Wien)
"Upper bounds for the Wasserstein and Kolmogorov distances between
random sums and their weak limits via Stein's method"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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