---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Thu, 07 Jul 2005 15:38:22 +0200
From: Edith Rosta <edith.rosta(a)tuwien.ac.at>
Subject: Konferenzankuendigung
Sehr geehrte Frau Kollegin!
Sehr geehrter Herr Kollege!
Vom 20. bis 27. Juli 2005 findet in Wien eine Tagung über „Convex
Geometrym and High Dimensional Phenomena“ als 1. Jahrestagung des
EU-Programms über hochdimensionale Phänomene in den Räumen der
Technischen Universität in den Freihausgründen statt.
Details zur Tagung sind der Homepage
http://www.dmg.tuwien.ac.at/phd/
zu entnehmen. Das genaue Programm ist eine Woche vor Tagungsbeginn auf
der Homepage abrufbar.
Besucher zu Vorträgen sind herzlich willkommen.
Mit freundlichen Grüßen
Peter M. Gruber
Monika Ludwig
Vitali Milman
Matthias Reitzner
Carsten Schütt
Timetable
Tuesdays and Thursdays,
TU FH, Turm A, 6. Stock, Seminarraum 107
Tu, 12.07.2005, __16:00__ s.t.
Peter Grandits
Optimal Expected Exponential Utility of Dividend Payments in a Brownian Risk
Model (joint work with F. Hubalek, W. Schachermayer and M. Zigo)
Tu, 14.07.2005, 16:30 s.t.
Pavel Grigoriev
t.b.a.
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Th, 16.06.2005, 16:30, Seminar room 107
Jürgen Hartinger (Graz University of Technology)
Rare Events - Monte Carlo and Quasi-Monte Carlo Methods
(joint work with Dominik Kortschak)
Recently, there has been much interest in developing Monte Carlo methods for
estimating rare event probabilities. The reason seems to be two-fold: The
topic is of major interest in areas such as credit and insurance risk or
telecommunication networks and presents a challenge from mythological point
of view as naive methods lead to ineligible variances for the estimates.
After an overview on existing methods in a Monte Carlo setting, in this talk
we focus on theoretical and empirical aspects of (randomized) QMC methods in
rare event sampling.
Mo, 20.06.2005, 16:15 in seminar room 104
Reinhold Kainhofer
Quasi-Monte Carlo Methoden -- Am Schnittpunkt von numerischer
Analysis, Zahlentheorie und Finanzmathematik
Vortragsreihe: Wissenswertes der Mathematik,
http://info.tuwien.ac.at/goldstern/wissen/
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107
Tu, 07.06.2005 Grigory Temnov, St. Petersburg State University
Risk models with stochastic premium income.
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Ich wuerde mich freuen, wenn Ihr zu der folgenden oeffentlichen
Präsentation der Ergebnisse meines Wittgensteinpreis-Programms kommen
könnt:
Hearing/Abschlussevaluierung des Wittgensteinpreises,
Donnerstag, 9. Juni 2004, 9:00-11:00,
Freihaus Hörsaal 8, gelber Bereich, 2. Obergeschoss,
TU Wien, Freihaus, Wiedner Hauptstrasse 8, 1040 Wien.
Herliche Gruesse Walter Schachermayer
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Thu, 19 May 2005 11:44:01 +0200 (CEST)
From: Manfred Deistler
Subject: Oekonometrisches Seminar (fwd)
Sehr geehrte InteressentInnen!
am Montag, 23. Mai 2005 (13:30 bis 15:00 Uhr) findet im Seminarraum
105 A (Argentinierstraße 8, 1. Stock) der Votrag von Prof. Guy Cohen
(Erwin Schrödinger Institut) mit dem Titel "Extensions of the
Menchoff-Rademacher theorem with applications to ergodic theory"
statt. Beiliegend finden Sie das Abstract.
Mit freundlichen Grüßen
Manfred Deistler
[attachment removed and saved to below URL by admin]
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Size: 21540
Nicole Gruber
Institute for Mathematical Methods in Economics
Research Unit: Econometrics and System Theory
Argentinierstrasse 8
1040 Vienna
Tel: +43 1 58801 11911
Fax: +43 1 58801 11999
e-mail: nicole.gruber(a)tuwien.ac.at
---------- Forwarded message ----------
Date: Thu, 12 May 2005 10:40:16 -0400
From: CIA Secretariat de l'ICA <root(a)actuaries.ca>
Subject: Call for Papers for the 2006 Stochastic Modeling Symposium
Call for Papers for the 2006 Stochastic Modeling Symposium
The Canadian Institute of Actuaries (CIA) and its co-sponsors (Actuarial
Foundation of Canada, the Risk Management Section and the Investment Section
of the Society of Actuaries) would like to invite you to submit papers to
the 2006 Symposium on Stochastic Modeling taking place in Toronto on April 3
and 4, 2006. The overall theme for the symposium is "Practical Actuarial
Applications of Stochastic Models" and the Call for Papers focus will be on
the following topics:
1. Use of stochastic models in valuation of assets and liabilities,
2. Use of stochastic models in enterprise risk management, and
3. Use of stochastic models in credit risk management.
The papers submitted in response to the Call for Papers will be considered
for the 2006 Stochastic Modeling Symposium. For more details, please access
the link to the symposium below.
http://www.actuaries.ca/publications/2005/205022e.pdf
For more information, please contact Gilbert Lacoste, Chairperson of the
Stochastic Modeling Organizing Committee at Gilbert.Lacoste(a)sunlife.com
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107.
seminars within one week
Tu, 03.05.2005 Luciano Campi
A hedging theorem under transaction costs
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107.
Tu, 28.04.2005 Peter Friz
Statistical Laboratory, University of Cambridge
Levy's Area under Conditioning and Applications
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/
Timetable
Tu, 12.04.2005, 17:00, Sem 107
^^
Christian Bayer
An elementary proof of Tchakaloff's Theorem
(about a joint work with J. Teichmann)
http://www.fam.tuwien.ac.at/events/