Timetable
Tuesday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 29.05.2007 Pavel Shevchenko homepage (CSIRO, Sydney, Australia)
Modelling Operational Risk
Th, 31.05.2007 Josef Teichmann, Start-Seminar,
An invitation to random Schrödinger operators II
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Tu, 22.05.2007 Norbert Kirchler & René Knapp (TU Wien, Uniqa),
14:00, Sem 107, Seminar Ökonomie der Pensionsfonds,
The cold war against welfare
Th, 24.05.2007 Sonja Konwicsny (Quelle Lebensversicherung AG),
14:00, FH HS 3,
Solvency II
Th, 24.05.2007 Josef Teichmann and/or Gerald Teschl,
16:30, Sem 107, Start-Seminar,
An invitation to random Schrödinger operators
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 15.05.2007, 14:00, Seminar Ökonomie der Pensionsfonds,
Thomas Url (WIFO)
Makroökonomische Rückwirkungen des Aufbaus
kapitalgedeckter Altersvorsorgesysteme
Tu, 15.05.2007, 16:30
Fred Espen Benth (University of Oslo, Norway)
Options and the stochastic volatility model of
Barndorff-Nielsen and Shephard
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
seminars within one week:
Tu, 08.05.2007 14:00, Seminar Ökonomie der Pensionsfonds,
Rainer Münz (Erste Bank)
Pensionskassen in Österreich - Voraussetzungen,
Struktur, Begünstigte, verwaltetes Kapital
We, 09.05.2007 13:30, HS 7
Stefan Tappe (University of Munich, Germany)
Existence of Levy term structure models and invariance
problems
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
This week there are no talks on tuesday and thursday at 16:30.
As alternative you can visit lectures of the Wolfgang Pauli Institut:
Introductory minicourses on
"Optimal Transportation, gradient flows and entropy methods"
http://www.wpi.ac.at/event_view.php?id_activity=82
Timetable
Tuesday and Thursday,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
seminars within one week
Tu, 24.04.2007, 14:00
Ulrike Loy
t.b.a.
Talk within the Seminar Ökonomie der Pensionsfonds,
Tu, 24.04.2007, 16:30
Pavel Grigoriev (University of Leicester, UK)
Risk measures: law-invariance and time consistency
Th, 26.04.2007, 16:30
Josef Teichmann
A heat kernel approach to Interest Rate Models (Joint work by Jirô
Akahori, Thomas Steiner, Josef Teichmann and Takahiro Tsuchiya)
Talk within the START-seminar,
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Today/Thursday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Th, 19.04.2007 Ilya Pavlyukevich (Humboldt-University Berlin)
"Dynamical systems perturbed by heavy-tailed Lévy noise"
in the framework of the START-seminar.
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Tuesday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 17.04.2007 Wolfgang Woess (TU Graz)
Random configurations driven by random walks
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
by Walter Schachermayer by way of Andreas Schamanek
---------- Forwarded message ----------
Date: Sat, 07 Apr 2007 20:22:57 +0300
From: RMS <rms(a)istkon.org>
Subject: RISK MEASURES AND SOLVENCY
*Call for Papers*
International Actuarial Meeting
*RISK MEASURES AND SOLVENCY*
*At the occasion of the "Fifth Statistical Congress of Turkey"*
*20-24 May 2007*
*Antalya, Turkey*
The two statistical scientific and professional non-governmental
organizations in Turkey, namely The Turkish Statistical Association
and The Society of Statisticians are organizing this year for the
fifth time their joint bi-annual Statistical Congress. The date of the
Fifth Statistical Congress (ISTKON5) is fixed at May, 20-24, 2007. The
event will take place in Antalya, Turkey, one the most beautiful
cities of the Mediterranean region.
These Statistical Congresses are the major meetings for the
statistical academic and professional circles of Turkey, and a large
number of academic and professional people fro the country is expected
to participate in ISTKON5.
At the occasion of ISTKON5, the two non-governmental organizations,
with the support of Katholieke Universiteit Leuven, planned to
organize simultaneously an international actuarial meeting on Risk
Measures and Solvency (RMS). The RMS Meeting will be embedded in
ISTKON5 so they will share the same venue, utilize common logistic
supports and host people participating to each one of them.
RMS Meeting wil welcome all the interested people with or without
paper sumbissions. Papers with the contents of risk measures, solvency
issues, actuarial risk theory and its applications, relevant
statistical methodology, data analyses and case studies are requested.
Contact persons for the RMS Meeting are Jan Dhaene (
Jan.Dhaeene(a)econ.kuleuven.be <mailto:Jan.Dhaeene@econ.kuleuven.be> )
for scientific matters and Omer Gebizlioglu ( gebizli(a)ankara.edu.tr
<mailto:gebizli@ankara.edu.tr> ) for the organization. The RMS Meeting
web site address is www.istkon.org/rms <http://www.istkon.org/rms> .
Timetable
Tuesday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 10.04.2007
Christina Ziehaus (Universität Wien)
Variable Selection in the Context of linear Regression
Th, 12.04.2007
Michael Kupper (ETH Zürich, Switzerland)
Variational Risk Measures on Orlicz Spaces
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Tuesday and Thursday, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107.
Tu, 20.03.2007 Jiro Akahori (Ritsumeikan University, Japan)
Antisymmetric Malliavin calculus and its applications
Th, 22.03.2007 Martin Keller-Ressel, Thomas Steiner,
Yield Curve Shapes and the Asymptotic Short Rate
Distribution in Affine One-Factor Models
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/