Timetable
Tuesday, July 8, 2008, 16:30,
Freihaus of TU Wien, yellow area, 2nd floor, lecture hall FH 2:
Dr. Pavel V. Shevchenko
CSIRO Mathematical and Information Sciences
"Model risk in claims reserving within Tweedie's compound
Poisson models"
This talk is within the lecture series in
financial and actuarial mathematics.
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/vr/20080708.php
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This time we also announce an event within in the framework of the
"Special Semester on Stochastics with Emphasis on Finance"
http://www.ricam.oeaw.ac.at/specsem/sef/events/
organized by the Johann Radon Institute for Computational and Applied
Mathematics (RICAM) in Linz:
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
PRACTITIONER'S DAY
"Practitioners Meet Academics -
topical problems of relevance to the present situation"
http://www.fam.tuwien.ac.at/research/PractitionersDay.pdf
or http://www.ricam.oeaw.ac.at/specsem/sef/events/kickoff/
Monday, September 8, 2008, 9:00-17:00,
Room: HF 9901, Hochschulfonds building, basement,
University of Linz Campus, Altenberger Strasse 69, Linz.
Some of the leading minds of the finance industry will give
presentations of their work to stimulate discussions between
practitioners and academics on mathematical challenges in this field.
Speakers:
Dilip MADAN, Morgan Stanley New York and Univ. of Maryland, USA
Fabio MERCURIO, Bloomberg New York, USA
John GROSBY, Lloyds, TSB Financial Markets and Glasgow University, UK
Stefan FINK, Raiffeisenlandesbank Oberösterreich, Austria
Peter SCHALLER, Bank-Austria, Austria
Andreas WEINGESSEL, Erste Bank, Austria
Everyone is welcome!
There is no registration fee, but please register under
http://www.ricam.oeaw.ac.at/specsem/sef/registration/registration.php
Organizers:
Wim Schoutens, Katholieke Universiteit Leuven, Belgium
Hansjoerg Albrecher, University of Linz & RICAM, Austria
Karl Kunisch, University of Graz & RICAM, Austria
Hanna Pikkarainen, RICAM, Austria
Wolfgang Runggaldier, University of Padova, Italy
Walter Schachermayer, TU Vienna & RICAM, Austria
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To whom it may concern:
the talk of Angelika May announced for Tuesday (24.6.2008) is
cancelled due to health reasons (http://www.fam.tuwien.ac.at/events/).
Please find below the announcement of the next talk within the
lecture series in financial and actuarial mathematics.
Sorry for possible cross-postings.
Best regards,
Sandra Trenovatz (FAM-office)
-------- Original Message --------
Subject: [fam-vr] Vortragsreihe in Finanz- und Versicherungsmathematik
Date: Mon, 23 Jun 2008 11:52:25 +0200
To: fam-vr(a)fam.tuwien.ac.at
Sehr geehrte Damen und Herren,
im Rahmen der Vortragsreihe "Finanz- und Versicherungsmathematik" dürfen
wir Sie zu folgendem Vortrag einladen:
Dienstag, 8. Juli 2008, 16:30,
Technische Universität Wien, 1040 Wien, Wiedner Hauptstrasse 8,
Freihaus, Hörsaal FH 2:
Dr. Pavel V. Shevchenko
CSIRO Mathematical and Information Sciences
"Model risk in claims reserving within Tweedie's compound
Poisson models"
http://www.fam.tuwien.ac.at/vr/20080708.php
Mit freundlichen Grüßen,
Mag. Dr. Klaus Wegenkittl
Präsident der Aktuarvereinigung Österreichs
Präsident des Österr. Förderungsvereins der Versicherungsmathematik
Dkfm. Dr. Siegfried Sellitsch
Präsident der Österreichische Gesellschaft für Versicherungsfachwissen
o.Univ.-Prof. Walter Schachermayer
Univ.-Prof. Uwe Schmock
Finanz- und Versicherungsmathematik (FAM), Technische Universität Wien
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VR Finanz- und Versicherungsmathematik, http://www.fam.tuwien.ac.at/vr/
Timetable
Tuesday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Th, 19.06.2008 Andrea Freiberger (TU Wien), Start-Seminar,
"Distribution properties of digital (0,1)-sequences"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Tuesday, 16:30
TU FH, Turm A, 6. Stock, seminar room 107.
Tu, 10.06.2008 Harald Oberhauser (University of Cambridge, UK)
"Isoperimetry and Rough path regularity"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Tuesday and Thursday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 27.05.2008 Corina Constantinescu (RICAM Linz)
"Risk procesess with stochastic returns on investments"
Th, 29.05.2008 Umut Cetin (London School of Economics, UK),
Insider trading in credit markets with dynamic
information asymmetry"
(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, 20.05.2008, Elisa Nicolato (University of Aarhus)
"Sato Processes in Default Modelling"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Thursday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Th, 15.05.2008 Erik Baurdoux (LSE London), Start-Seminar,
"The McKean stochastic game driven by a spectrally
negative Lévy process"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Tuesday / Thursday, 16:30,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 22.04.2008 Christian Bayer
"Harmonic analysis of stochastic equations and backward
stochastic differential equations"
Th, 24.04.2008 Mladen Savov (University of Manchester), Start-Seminar,
"Small Time Behaviour of Lévy Processes: Laws of the
Iterated Logarithm"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Thursday, 16:30-18:00,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Th, 17.04.2008, Anders Szepessy (Stockholm University),
"Langevin molecular dynamics derived from Ehrenfest
dynamics"
(Start-Seminar)
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/