2018 IFAM Seminars and Visitors
| Date | Visitor and Seminar Title |
|---|---|
| 12/12/2018 |
Michel Mandjes (University of Amsterdam) Stochastic systems under parameter uncertainty |
| 27/11/2018 |
Torsten Kleinov (Heriot-Watt University) Minimum reversion in multivariate time series (with an application to human mortality data) |
| 21/11/2018 |
Christiane Elgert (TU Wien - Technical University of Vienna) Distribution-constrained optimal stopping problems |
| 14/11/2018 |
Prof. Fred Espen Benth (University of Oslo) Cointegration in continuous time for factor models |
| 7/11/2018 |
Cordelia Rudolph and Axel Helmert (MSG Life Austria) Integrated Unit Linked Collective Assets (ICA) |
| 24/10/2018 |
Prof Laurens de Haan, (Erasmus University Rotterdam, The Netherlands) Trends in the extreme value index |
| 17/10/2018 |
Dr Alexey Puinovskiy, (University of Liverpool) Optimal control of piece-wise deterministic processes (PDP's) |
| 10/10/2018 |
Uwe Schmock, (TU Wien - Technical University of Vienna) Existence and Properties of Optimal Strategies for Distribution-Constrained Discrete-Time Optimization Problems |
| 13/09/2018 |
Goncalo dos Reis (University of Edinburgh) Numerical methods for McKean-Vlasov equations: taming, Importance Sampling & LDP's |
| 19/07/2018 |
Prof. Barbara Jasiulis-Goldyn (University of Wroclaw, Poland) Kendall Random Walks |
| 30/05/2018 |
Lanpeng Ji (University of Leeds) Ruin problem for correlated Brownian motions |
| 23/05/2018 |
Kwok Chuen Wong (Dublin City University) Portfolio Optimisation with Semivariance |
| 09/05/2018 |
Katia Colaneri (University of Leeds) Indifference pricing of life insurance contracts via BSDEs under partial information |
| 02/05/2018 |
Bogdan Grechuk (University of Leicester) Some challenges in portfolio optimization |
| 21/02/2018 |
Devraj Basu and Bertrand Groslambert (Strathclyde University) Determinants of tail risk in emerging and developed markets |
| 07/02/2018 |
Alex McNeil (University of York) Spectral Backtests of Forecast Distributions with Application to Risk Management |
| 31/01/2018 |
Professor David Wilkie (Heriot-Watt University) The Wilkie Model – Past, Present and Future |