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FAM, TU Vienna & Actuarial Association of Austria (AVÖ)
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EAJ 2014 - 2nd European Actuarial Journal (EAJ)
Conference & Educational Workshop
TU Vienna, September 8-12, 2014
Late registration for the EAJ Conference (Sept. 10-12)
is still possible:
http://www.fam.tuwien.ac.at/eaj2014/registration.php
Special thanks go to our sponsors:
Contributing sponsors:
Vienna Insurance Group
Milliman
Sparkassen Versicherung - VIG
Supporting sponsors:
arithmetica
Drei-Banken Versicherung
fintegral consulting
Gen Re - General Reinsurance
HDI Versicherung
Munich RE - Münchener Rückversicherungs-Gesellschaft
Springer-Verlag
http://www.fam.tuwien.ac.at/eaj2014/sponsors.php
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 11.9.2014, 16:30, seminar room SR09,
Univ. of Vienna, 1090, Oskar-Morgenstern-Platz 1, 2nd floor
Danila Zaev (National Research University, RU)
http://www.hse.ru/en/staff/dzaev
"Monge-Kantorovich problem with additional constraints"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 31.7.2014, 16:30, seminar room 101C,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Elisa Alos Alcalde (Universitat Pompeu Fabra, Barcelona, Spain)
https://sites.google.com/site/juliobackhoff/
"A general method to develop closed-form approximations formulas
and to estimate their error bounds, with applications to the
study of spread options"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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+------------------------------------
|
| 2nd European Actuarial Journal (EAJ) Conference
| Vienna, September 10-12, 2014
|
| EAJ Educational Workshop
| Vienna, September 8-9, 2014
|
| http://www.fam.tuwien.ac.at/eaj2014/
|
+-------------------------------------------------------------------
The 2nd European Actuarial Journal (EAJ) Conference (Vienna, September
10-12, 2014) is an international conference in actuarial science and
insurance mathematics. The aim is to bring together practicing actuaries
and academics to discuss about challenging and current topics in
actuarial science. We invite researchers and practitioners to join the
event in the heart of beautiful Austria.
The EAJ Educational Workshop (Vienna, September 8-9, 2014) is a
satellite event of the 2nd EAJ Conference, aimed at both academics and
practitioners and providing a general overview over the past and current
research results and their practical applications.
We are proud to announce to already have registrations from the
following countries:
Algeria - Argentina - Australia - Austria - Belgium - Brazil - China -
Colombia - Denmark - Finland - France - Germany - Greece - Iceland -
Iran - Israel - Italy - Latvia - Netherlands - Norway - Portugal -
Russia - Singapore - Slovenia - Spain - Sweden - Switzerland - Taiwan -
Turkey - Ukraine - United Kingdom - USA
With best regards from the organisers,
Actuarial Association of Austria
Vienna University of Technology
For early registrations until July 25, a discount of 10% is allowed.
Details and Registration for EAJ 2014: http://fam.tuwien.ac.at/eaj2014/.
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Tu., 1.7.2014, 15:30, seminar room 8,
Univ. of Vienna, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
Julio Backhoff (HU Berlin, Germany)
https://sites.google.com/site/juliobackhoff/
"Sensitivity and robustness analysis
of some stochastic optimization problems"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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Th., 3.7.2014, 16:30, seminar room 101C,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Larry Goldstein (Univ. of Southern California, Los Angeles, USA)
http://www-bcf.usc.edu/~larry/
"Applications of Stein Couplings for Concentration of Measure"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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Wolfgang-Pauli-Institut
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Mo., 23.06.2014, 17:00, WPI seminar room
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 8th floor
Juraj Kapasny (Masaryk University Brno & Univ. of Vienna)
"Application of PDEs in option pricing:
Black Scholes formula and how it failed"
(Projektseminar 'Angewandte Analysis', Markowich & Mauser)
Juraj will present a short basic explanation of mathematics for pricing
options, the Black Scholes formula, and how it nearly triggered a crash
when the LTCM fund collapsed in 1999 that was based on Black-Scholes
formula and managed by Scholes himself.
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Announcement of talks organised by FAM @ TU Wien
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Tu., 17.06.2014, 16:30, seminar room 107,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section
Lars Rösler(WU Wien)
http://www.wu.ac.at/statmath/en/faculty_staff/projects/lroesler
"Contagion Effects and Collateralized CVAs for Credit Default Swaps"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 12.6.2014, 16:30, seminar room 101C,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Pingping Zeng (Hong Kong University of Science & Technology, China)
"Closed-form partial transform of triple joint density for
pricing exotic options and variance derivatives under the 3/2 model"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
========================================================================
+------------------------------------
|
| 2nd European Actuarial Journal (EAJ)
| Conference & Educational Workshop
|
| Vienna, September 8-12, 2014
|
| http://www.fam.tuwien.ac.at/eaj2014/
|
+-------------------------------------------------------------------
The 2nd European Actuarial Journal (EAJ) Conference (Vienna, September
10-12, 2014) is an international conference in actuarial science and
insurance mathematics. The aim is to bring together practicing actuaries
and academics to discuss about challenging and current topics in
actuarial science. We invite researchers and practitioners to present
their scientific work - the call for contributed talks and posters is
open until June 15, 2014.
The EAJ Educational Workshop (Vienna, September 8-9, 2014) is a
satellite event of the 2nd EAJ Conference, aimed at both academics and
practitioners and providing a general overview over the past and current
research results and their practical applications.
Details and Registration for EAJ 2014: http://fam.tuwien.ac.at/eaj2014/.
--------------------------------------------------------------------
EAJ Conference 2014
Wednesday, September 10 - Friday, September 12, 2014
EAJ Educational Workshop
Monday, September 8 - Tuesday, September 9, 2014
Conference Website:
http://www.fam.tuwien.ac.at/eaj2014/
Location:
Vienna University of Technology
Wiedner Hauptstr. 8, 1040 Wien, Austria
Organized by:
Actuarial Association of Austria
Vienna University of Technology
Sponsored by (alphabetical order):
arithmetica
Drei-Banken Versicherung
fintegral consulting
HDI Versicherung
Milliman
Munich RE - Münchener Rückversicherungs-Gesellschaft
Sparkassen Versicherung - Vienna Insurance Group
Gen Re - General Reinsurance
Springer-Verlag
(further sponsors are welcome)
http://www.fam.tuwien.ac.at/eaj2014/sponsors.php
Invited Speakers and Talks...
... at the EAJ Conference:
Hansjörg Albrecher (University of Lausanne, CH)
Francesca Biagini (LMU Munich, DE)
Andrew Cairns (Heriot-Watt University, Edinburgh, UK)
Alexander Dotterweich (KPMG, Munich, DE)
Hansjörg Furrer (Swiss Financial Market Supervisory Authority, CH)
Stefan Jaschke (Munich Re, DE)
Claus Mischler (Standard Life, Frankfurt, DE)
Ragnar Norberg (ISFA, Universite Lyon 1, FR)
Daniel Ryan (Swiss Re, London, UK)
Michael Schlögl (Vienna Insurance Group, AT)
Hanspeter Schmidli (University of Cologne, DE)
Mogens Steffensen (University of Copenhagen, DK)
Nele Vandaele (KBC Group, Brussels, BE)
... at the EAJ Educational Workshop:
Carole Bernard (University of Waterloo, CA)
Enrico Biffis (Imperial College Business School, London, UK)
Claudia Czado (Technische Universität München, DE)
Stéphane Loisel (ISFA, Université Lyon 1, FR)
Alfred Müller (University of Siegen, DE)
http://www.fam.tuwien.ac.at/eaj2014/speakers.php
Submission of Contributed Talks & Posters:
The call for contributed talks & posters is open until June 15, 2014.
Acceptance/rejection letters will be sent by July 7 at the latest.
http://www.fam.tuwien.ac.at/eaj2014/contributions.php
Participation and Registration:
Registration is possible until August 15, 2014.
For early registrations until July 15, 2014, a discount
of 10% is allowed.
http://www.fam.tuwien.ac.at/eaj2014/registration.php
CPD:
The attendance at EAJ 2014 (full week, Sept. 8-12) may qualify
for up to 29 CPD credits for those delegates whose national
actuarial organization's CPD requirements recognize EAJ 2014.
The EAJ Educational Workshop (Sept. 8-9, 1014) may qualify for up
to 13 CPD credits and the EAJ Conference (Sept. 10-12, 1014)
may qualify for up to 16 CPD credits. See details on:
http://www.fam.tuwien.ac.at/eaj2014/cpd.php
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University of Vienna, Department of Statistics and Operations Research
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Mo., 2.6.2014, 17:00-18:00, Skylounge
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12. Stock
Nikolaus Hautsch (ISOR, Univ. Wien)
http://homepage.univie.ac.at/nikolaus.hautsch/
"Hochfrequenz auf Finanzmärkten - Fluch oder Segen?"
(Antrittsvorlesung / Inaugural lecture)
Interview im uni:view magazin:
http://medienportal.univie.ac.at/uniview/professuren/detailansicht/artikel/…
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 22.05.2014, 16:30, seminar room 101C,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Christos E. Kountzakis (Univ. of the Aegean, GR, Univ. of Vienna, AT)
"The Order Form of the Fundamental Theorems of Asset Pricing"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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TU Wien - Mathematikerinnen und Mathematiker in der Berufspraxis
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Di., 27.05.2014, 17:00, Freihaus Hörsaal 8 (Nöbauer Hörsaal),
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 2. Stock, gelber Bereich
Carina Götzen and Onnen Siems (Meyerthole Siems Kohlruss GmbH, DE)
"Mathematik in der Versicherungsbranche - ein Tag
im Leben eines Aktuars in der Beratungsbranche"
Weitere Information unter:
http://fam.tuwien.ac.at/jobs/20140527_berufspraxis.pdf
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========================================================================
EAJ 2014 - 2nd European Actuarial Journal (EAJ)
Conference & Educational Workshop
Vienna University of Technology, September 8-12, 2014
http://www.fam.tuwien.ac.at/eaj2014/
Submission of Contributed Talks & Posters possible until May 31, 2014!
========================================================================
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University of Vienna, Faculty of Mathematics
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Tu., 20.05.2014, 17:00, seminar room 10
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor
José Miguel Zapata (Univ. of Murcia & BBVA asset management, Spain)
http://es.linkedin.com/pub/jose-miguel-zapata/28/46a/578
"Locally L^0-convex modules and conditional risk measures"
Abstract:
Locally L^0-convex modules are thought to be the suitable analytic
foundation for conditional risk measures. With respect this idea, we
review the notion of locally L^0-convex topologies and provide a
characterization theorem of locally L^0-convex topologies induced by a
family of L^0-seminorms, giving a counterexample of a locally L^0-convex
topology which cannot be induced by any family of L^0-seminorms. We also
review some important results drawn from convex analysis and adapted to
L^0-modules: hyperplane separation theorems for L^0-modules as well as
continuity, subdifferentiability and a dual representation of
Fenchel-Moreau type for L^0-convex functions from L^0-modules into L^0.
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