Dear Colleagues,
It is our great pleasure to announce the new journal of the Belgian
Actuarial Society (KVBA-ARAB), the Belgian Actuarial Bulletin (BAB).
The BAB is sponsored by KVBA-ARAB and is thus available free of charge
from the website of the Belgian Society, at url
www.actuaweb.be
Click on literature, and then you switch to
www.stat.ucl.ac.be/BAB
where the BAB is hosted.
The aim of the BAB is to publish articles pertaining to the "art" and/or
"sciences" involved in contemporary actuarial practice. Papers written
from any quantitative point of view - whether actuarial,
statistical, financial, mathematical, etc. - attacking relevant
theoretical and applied insurance problems are welcome.
The BAB welcomes articles providing new ideas or techniques, articles
improving existing ones as well as survey papers of pedagogical nature.
Useful introduction or reviews of subjects new to many actuaries, or
useful descriptions of present practice or possible future
practice are appreciated. Such introductions, reviews or descriptions
should be couched in language accessible to actuaries.
We are eagerly looking forward to the pleasure of receiving your
contributions.
Yours faithfully,
Michel Denuit
Institut de Statistique,
Université catholique de Louvain
Voie du Roman Pays, 20
B-1348 Louvain-la-Neuve, Belgium
denuit(a)stat.ucl.ac.be
Jan Dhaene
Departement Toegepaste Economische Wetenschappen
Faculteit Economische and Toegepaste Economische Wetenschappen
Katholieke Universiteit Leuven
Minderbroedersstraat, 5
B-3000 Leuven, Belgium
Jan.Dhaene(a)econ.kuleuven.ac.be
****************************************************************************
******
Michel DENUIT
Institut de Statistique
Universite Catholique de Louvain
Voie du Roman Pays, 20
B-1348 Louvain-la-Neuve
BELGIUM
E-mail address : denuit(a)stat.ucl.ac.be
Phone : +32 10 / 47 28 35
Fax : +32 10 / 47 30 32
Please, visit my homepage on
http://www.stat.ucl.ac.be/ISpersonnel/denuit/denuit_eng.html
****************************************************************************
******
Note, this week we will have THREE seminars!!!
Tu, 23.10.2001
--------------
Kerry Back, John M. Olin School of Business, Washington University in St.
Louis Information in Securities Markets: Kyle meets Glosten and Milgrom
We, 24.10.2001
--------------
this talk starts at 17:00 at the usual place
Hansjörg Albrecher, Department of Mathematics, Graz University of
Technology On some generalizations of the classical ruin model in risk
theory
Th, 25.10.2001
--------------
Tanja Veza, our seminar on "Optima and Equilibira" continues
For further details, including abstracts see
http://www.fam.tuwien.ac.at/schedule/
--
|christopher summer ||tu vienna, financial and actuarial mathematics
|tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer
|fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at
Tu, 16.10.2001
--------------
!!!ATTENTION: this talk starts at 17:30!!!
Robert Tompkins, The relation between implied and realised probability
density functions
Th, 18.10.2001
--------------
Christopher Summer, our seminar on "Optima and Equilibira" continues
For further details, including abstracts see
http://www.fam.tuwien.ac.at/schedule/
--
|christopher summer ||tu vienna, financial and actuarial mathematics
|tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer
|fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at
Tu, 9.10.2001
-------------
Friedrich Hubalek, Long forward rates never fall - A general proof of the
Dybvig-Ingersoll-Ross Theorem
Th, 11.10.2001
--------------
Christopher Summer, our seminar on "Optima and Equilibira" starts
For further details see http://www.fam.tuwien.ac.at/schedule/
|christopher summer ||tu vienna, financial and actuarial mathematics
|tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer
|fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at
---------- Forwarded message ----------
Date: Fri, 5 Oct 2001 10:46:07 -0500 (CDT)
From: Thaleia Zariphopoulou <zariphop(a)mail.ma.utexas.edu>
To: wschach(a)fam.tuwien.ac.at
Dear Friends,
I would like to bring to your attention that the Department of Mathematics
of the University of Texas at Austin will have a tenure track Assistant
Professor and a visiting three year position in Financial Mathematics,
beginning in the fall of 2002.
Although the positions will be in the Mathematics Department, there is a
strong interaction and collaboration between the Mathematics Department
with the Business School, the Texas Institute of Computational and Applied
Mathematics and the local industry.
I would appreciate if you could bring this to the attention of your
students and postdocs, as well as any recommendation you may have for
suitable candidates.
Looking forward to hearing from you.
Best regards,
Thaleia Zariphopoulou
It's a pleasure to announce the following seminars, details (including
abstracts) can be found under http://www.fam.tuwien.ac.at/schedule/
Tu, 9.10.2001
-------------
Friedrich Hubalek, Long forward rates never fall - A general proof of the
Dybvig-Ingersoll-Ross Theorem
Th, 11.10.2001
--------------
Christopher Summer, our seminar on "Optima and Equilibira" starts
Tu, 16.10.2001
--------------
Christopher Summer, Risk Averse Asymptotics and the Optional Decomposition
Th, 18.10.2001
--------------
N.N., our seminar on "Optima and Equilibira" continues
Tu, 23.10.2001
--------------
Hansjörg Albrecher, Department of Mathematics, Graz University of
Technology, On some generalizations of the classical ruin model in risk
theory
|christopher summer ||tu vienna, financial and actuarial mathematics
|tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer
|fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at
Dear FAMily!
Our new thursday seminar will start next thursday, 11.10.2001!
We will go through the book "Optima and Equilibria, An Introduction to
Nonlinear Analysis" by Jean-Pierre Aubin. The book has an extensive
collection of exercises and problems (solutions for the problems are
included) which will give us the opportunity to go really thoroughly
through the material.
http://www.fam.tuwien.ac.at/schedule/optima.html
Wissenswertes aus der Mathematik
Liste der geplanten Vorträge im WS 2001/02
2001-10-22
Klaus Schmidt (Universität Wien):
Mehrparametrische Ergodentheorie
2001-10-29
Michael Fuchs (TU Wien):
Metrische Kettenbruchtheorie und Diophantische Approximation
2001-11-12
Heinz Langer (TU Wien):
Spektraleigenschaften von Blockoperatormatrizen
2001-11-26
Sophie Frisch (TU Graz):
Nicht Noethersche Ringe sind auch Menschen
2001-12-10
Monika Ludwig (TU Wien):
Additive Funktionale für konvexe Körper: Von Hilberts drittem
Problem zu neueren Ergebnissen
2002-01-14
Arne Winterhof (Akademie der Wissenschaften):
Generierung von Pseudozufallszahlen
2002-01-21
Barbara Bittner (Universität Wien):
Statistik in der Genetik
Die Vorträge finden jeweils am
Montag um 16.00 s.t.
im Seminarraum 118 der TU (1040 Wien, Wiedner Hauptstr. 8-10 "Freihaus",
grüner Bereich, 5.Stock) statt. Als Rahmen für eine Sitzung sind etwa 90
Minuten geplant. Einzelne Vorträge können aber auch kürzer sein;
insbesondere dann, wenn eine längere Diskussion zu erwarten ist.
Wie auch in den letzten Semestern bitten wir darum, das Programm an
Interessierte, die noch nicht auf unserer Liste stehen, weiterzuleiten.
Wir werden demnächst einen Ausdruck des Programms an unsere
"Kontaktpersonen" an den einzelnen Instituten schicken und bitten darum,
diesen allen Institutsmitgliedern zugänglich zu machen.
Martin Goldstern und Reinhard Winkler
http://www.tuwien.ac.at/goldstern/wissen/
Thursday, 27.09.2001, 16:30; TU FH, Turm A, 6. Stock, SR 107
Alexei Filinkov: Interest Rate Theory and White Noise Calculus
Prof. Alexei Filinkov
Department of Pure Mathematics
University of Adelaide
South Australia 5005
Australia
---------------------------------------------------------------------
see also: http://www.fam.tuwien.ac.at/schedule/
---------------------------------------------------------------------
---------- Forwarded message ----------
Date: Thu, 13 Sep 2001 17:50:06 +0200
From: ESI Secretary <secr(a)esi.ac.at>
To: seminars(a)thp.univie.ac.at
Action: ANNOUNCE
Title: Random Walks and Spontaneous Emergence of Opinions
Speaker: Mike Keane
CWI, Amsterdam
Date: 2001-09-18
Time: 15:00-15:50
Duration:
Location: ESI lecture hall
Invited_by: K. Schmidt