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Séminaires DSA

Liste des séances précédentes

12 mai 2017 A family of premium principles based on mixtures of TVaRs
Miguel Angel Sordo Diaz (Universidad de Cadiz, Spain)
14:00-15:00, salle Extranef 118.1

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Plus d'information
5 mai 2017 Ruin probabilities in risk models with dependent and phase–type distributed claims and inter-arrivals
Mogens Bladt (National University of Mexico and University of Copenhagen, Denmark)
14:00-15:00, salle Extranef 118.1

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Plus d'information
3 mai 2017 Dividends with Tax and Capital Injection in a Spectrally Negative Lévy Risk Model
Hanspeter Schmidli (University of Cologne, Germany)
11:00-12:00, salle Extranef 110

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Plus d'information
10 avril 2017 Another Look at Risk Measures in a Credibility Framework
Georgios Pitselis (University of Piraeus, Greece)
14:00-15:00, salle Extranef 109

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Plus d'information
4 avril 2017 Discretization error for the maximum of a Gaussian field
Jean-Marc Azaïs (Université de Toulouse, France)
14:00-15:00, salle Extranef 109

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Plus d'information
7 mars 2017 The distribution of the supremum for spectrally asymmetric Lévy processes
Zbigniew Michna (University of Wrocław, Poland)
11:00-12:00, salle Extranef 118.1

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Plus d'information
1er mars 2017 Optimal barriers in a modified surplus process
Başak Bulut Karageyik (Hacettepe University, Ankara, Turkey)
11:00-12:00, salle Extranef 125

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Plus d'information
28 février 2017 Bridging Asymptotic Independence and Dependence in Spatial Extremes Using Gaussian Scale Mixtures
Thomas Opitz (Biostatistics and Spatial Processes, INRA, Avignon, France)
11:00-12:00, salle Extranef 109

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Plus d'information
17 janvier 2017 Pricing Pension Buy-outs
Ayse Arik (Hacettepe University, Ankara, Turkey)
14:00-15:00, salle Extranef 126

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Plus d'information
16 décembre 2016 Variable annuities with high water mark withdrawal benefit
Patrick Cheridito (ETH Zurich)
14:00-15:00, salle Internef 121

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Plus d'information
11 novembre 2016 The Chain Ladder Reserve Uncertainties Revisited
Alois Gisler (ETH Zurich)
11:00-12:00, salle Anthropole 2013

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Plus d'information
2 novembre 2016 A new perspective on multiple curve models
Thorsten Schmidt (University of Freiburg, Germany)
14:00-15:00, salle Anthropole 2055

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Plus d'information
6 juillet 2016 On a risk model with periodic capital injections at Erlang intervals
Eric C.K. Cheung (The University of Hong Kong)
15:00-16:00, salle Extranef 126

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Plus d'information
6 juillet 2016 Periodic capital injections based on the claim frequency
JK Woo (The University of Hong Kong)
14:00-15:00, salle Extranef 126

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Plus d'information
4 juillet 2016 Optimal Dividend pay-out with Risk Sensitive Preferences
Nicole Baeuerle (Karlsruhe Institute of Technology, Germany)
14:00-15:00, salle Extranef 126

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Plus d'information
21 juin 2016 Joint with EPFL: Asymmetric Information in Automobile Insurance: Evidence from Driving Behavior
Alexander Mürmann (Vienna University of Economics and Business)
12:00-13:00, salle Extranef 126

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Plus d'information
10 juin 2016 Estimation of the expected shortfall given an extreme component under conditional extreme value model
Rafal Kulik (University of Ottawa, Canada)
11:00-12:00, salle Extranef 110

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Plus d'information
30 mai 2016 CTE-based capital allocation for some multivariate models
Raluca Vernic (Ovidius University, Constanta, Romania)
11:00-12:00, salle Extranef 126

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Plus d'information
20 mai 2016 Stochastic Control Methods for Optimal Government Debt Management
Abel Cadenillas (University of Alberta, Canada)
14:00-15:00, salle Extranef 126

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Plus d'information
18 mai 2016 Tomasz Rolski (The University of Wroclaw, Poland)
11:00-12:00, salle Extranef 110

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4 avril 2016 Market consistent valuations in imperfect markets
Hirbod Assa (University of Liverpool)
11:00-12:00, salle Extranef 126

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Plus d'information
18 mars 2016 A reinsurance risk model with state dependent coverage
Esther Frostig (University of Haifa, Israel)
14:00-15:00, salle Extranef 118.1

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Plus d'information
14 mars 2016 Valuing equity-linked death benefits in jump-diffusion models
Elias Shiu (The University of Iowa, Iowa City, USA)
11:00-12:00, salle Extranef 126

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Plus d'information
4 mars 2016 How is elicitability relevant for backtesting?
Johanna F. Ziegel (University of Bern)
14:00-15:00, salle Extranef 118.1

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Plus d'information
17 février 2016 Models for extremal dependence derived from skew-symmetric families
Simone Padoan (Bocconi University, Milan)
11:00-12:00, salle Extranef 126

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Plus d'information
5 février 2016 Cause-Specific Mortality & Biological Ageing: How Do They Relate?
Séverine Arnold (Department of Actuarial Science (DSA), Faculty of Business and Economics (HEC Lausanne))
09:30-10:30, salle Extranef 118.1

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Plus d'information
3 février 2016 A Marked Cox Model for IBNR Claims: Theory and Application
X. Sheldon Lin (University of Toronto, Canada)
15:00-16:00, salle Extranef 125

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Plus d'information
27 janvier 2016 Extremes of Gaussian processes with a trend
Sinisa Stamatovic (University of Montenegro, Podgorica)
11:00-12:00, salle Extranef 126

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Plus d'information
26 janvier 2016 Joint with EPFL: The use of proxy-models for risk measurement of life insurance portfolios
Guido Grützner (Secquaero Advisors AG, Zurich)
12:00-13:00, salle Extranef 126

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Plus d'information
22 janvier 2016 Joint with Operations Department and EPFL: Exploring the Dependence between Mortality and Market Risks
Michel Dacorogna (SCOR SE, Switzerland)
12:00-13:00, salle Extranef 126

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Plus d'information
13 novembre 2015 Risk Management of Policyholder Behavior in Equity-Linked Life Insurance
Anne MacKay (ETH Zurich)
14:00-15:00, salle Extranef 118

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Plus d'information
30 octobre 2015 Micro level stochastic loss reserving for general insurance: a multi-state approach with flexible payment distributions
Katrien Antonio (K.U. Leuven, Belgium)
14:00-15:00, salle Extranef 118

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Plus d'information
29 octobre 2015 Risks Aggregation in multivariate Pareto Distributions
Jose Maria Sarabia (University of Cantabria, Santander, Spain)
11:00-12:00, salle Extranef 109

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Plus d'information
13 octobre 2015 EPFL-DSA joint brownbag seminar: Robustness of regulatory risk measures in aggregation and optimization
Ruodu Wang (University of Waterloo, Ontario, Canada)
12:00-13:00, salle Extranef 126

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Plus d'information
9 octobre 2015 Nonlinear reserving in life insurance: aggregation and mean-field approximation
Boualem Djehiche (KTH Stockholm)
14:00-15:00, salle Internef 233

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Plus d'information
21 août 2015 A continuous-time model for the mortality surface of multiple populations
Petar Jevtic (McMaster University, Hamilton, Canada)
14:00-15:00, salle Internef 122

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Plus d'information
3 juillet 2015 Valuation of Guaranteed Minimum Maturity Benefits in variable annuities with surrender options
Jonathan Ziveyi (University of New South Wales, Sydney, Australia)
14:00-15:00, salle Extranef 126

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Plus d'information
2 juillet 2015 Some fractional extensions of the Poisson process
Enzo Orsingher (Sapienza University of Rome, Italy)
11:00-12:00, salle Extranef 110

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Plus d'information
5 juin 2015 An Introduction to the Benchmark Approach
Eckhard Platen (University of Technology, Sydney, Australia)
14:00-15:00, salle Extranef 126

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Plus d'information
24 avril 2015 Worst Case Scenario Optimisation - A Review
Olaf Menkens (Dublin City University, Ireland)
14:00-15:00, salle Extranef 126

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Plus d'information
18 mars 2015 TailCoR
David Veredas (ECARES, Solvay Brussels School of Economics and Management, Université libre de Bruxelles, Belgium)
15:00-16:00, salle Extranef 125

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Plus d'information
6 mars 2015 The diameter of a random elliptical cloud
Philippe Soulier (Université Paris Ouest Nanterre, France)
14:00-15:00, salle Extranef 110

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Plus d'information
4 mars 2015 Extremal negative dependence concepts
Giovanni Puccetti (University of Florence, Italy)
14:00-15:00, salle Extranef 125

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Plus d'information
12 décembre 2014 Model Risk Cultures
Andreas Tsanakas (Cass Business School, London City University)
14:00-15:00, salle Extranef 118

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Plus d'information
1er décembre 2014 Set-valued portfolios and set-valued risks
Ilya Molchanov (University of Bern)
11:00-12:00, salle Extranef 125

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Plus d'information
28 novembre 2014 Expected Shortfall revisited
Pablo Koch (University of Zürich)
14:00-15:00, salle Extranef 118

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Plus d'information
26 novembre 2014 An M-estimator of spatial tail dependence
Andrea Krajina (University of Göttingen)
14:00-15:00, salle Extranef 125

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Plus d'information
21 novembre 2014 Interest Rates Term-Structures Models based on the Stochastic Process « J-Process »
Yacin Jerbi (Université de Monastir, Tunisie)
14:00-15:00, salle Internef 122

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Plus d'information
14 novembre 2014 Taming Your Data: a Practitioner’s Viewpoint
Pedro Fonseca (Systemorph AG, Zürich)
14:00-15:00, salle Internef 122

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Plus d'information
11 novembre 2014 The application of Quality Control Risk Measure (QCRM) to Solvency II and ORSA (Own Risk Solvency Assessment): A practical vision
Maria Victoria Rivas Lopez (Mutua Madrileña, Spain)
11:00-12:00, salle Extranef 109

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Plus d'information
4 novembre 2014 Timescaling results for Markov modulated infinite-server systems and OU processes
Michel Mandjes (University of Amsterdam)
11:00-12:00, salle Extranef 109

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Plus d'information
10 octobre 2014 Confidence Bands for Distribution Functions and the Law of the Iterated Logarithm
Lutz Dümbgen (University of Bern)
15:00-16:00, salle Internef 122

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Plus d'information
3 octobre 2014 On Dynamic Spectral Risk-Measures
Martijn Pistorius (Imperial College London, UK)
14:00-15:00, salle Extranef 118

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Plus d'information
25 septembre 2014 Legal Quote and SST
EPFL-DSA joint brownbag seminar: Stéphane Moine (AXA Winterthur)
11:00-12:00, salle Extranef 125

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Plus d'information
17 septembre 2014 Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series
Thomas Mikosch (University of Copenhagen, Denmark)
11:00-12:00, salle Extranef 125

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Plus d'information
15 septembre 2014 Systemic risk through contagion in a core-periphery structured banking network
Claudia Klüppelberg (Technische Universität München (TUM))
Host(s): EPFL-DSA joint brownbag seminar
12:00-13:00, salle Extranef 125

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Plus d'information
4 septembre 2014 Exponential Stopping of Brownian Motion and Applications to Valuing Equity-linked Products
Hailiang Yang (The University of Hong Kong)
11:00-12:00, salle Extranef 109

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Plus d'information
25 août 2014 Applications of the Likelihood Ratio Identity
Benjamin Yakir (The Hebrew University of Jerusalem, Israël)
11:00-12:00, salle Extranef 109

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Plus d'information
18 août 2014 From Regression Models to p-Slepian Processes
Wolfgang Bischoff (Katholische Universität Eichstätt-Ingolstadt, Germany)
11:00-12:00, salle Extranef 126

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Plus d'information
30 juin 2014 A look at perpetuities via asymptotically homogeneous in space Markov chains
Dmitry Korshunov (Sobolev Institute of Mathematics, Novosibirsk and Moscow State University, Russia)
11:00-12:00, salle Extranef 126

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Plus d'information
20 mai 2014 Statistical estimation of density functionals for stationary m-dependent sequences
Oleg Seleznjev (University of Umea, Sweden)
14:00-15:00, salle Extranef 109

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Plus d'information
19 mai 2014 Insurance Linked Securities: Introduction and Overview
Andreas Gadmer (SIGNAL IDUNA Reinsurance Ltd, Zug)
14:00-15:00, salle Extranef 109

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Plus d'information
16 mai 2014 The role of the survivor dividend in notional defined contribution pension systems
Carmen Boado Penas (University of Liverpool)
14:00-15:00, salle Internef 123

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Plus d'information
9 mai 2014 Dividend maximization under incomplete information and associated SDEs
Michaela Szölgyenyi (Universität Linz, Austria)
14:00-15:00, salle Extranef 126

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Plus d'information
28 avril 2014 Risk Measures within a Credibility Framework
Georgios Pitselis (University of Piraeus, Greece and K.U. Leuven, Belgium)
11:00-12:00, salle Extranef 125

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Plus d'information
4 avril 2014 Extreme value statistics for truncated Pareto type distributions
Jan Beirlant (K.U. Leuven, Belgium)
14:00-15:00, salle Internef 123

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Plus d'information
24 janvier 2014 A multivariate counting process with simultaneous jumps and its application to insurance modeling
Daniela Selch (TU Munich)
14:45-15:30, salle Extranef 125

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Plus d'information
24 janvier 2014 Dynamic factor-copula models
Matthias Scherer (TU Munich)
14:00-14:45, salle Extranef 125

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Plus d'information
13 janvier 2014 From osteoporosis to q-algebraic equations
Philippe Barbe (CNRS)
14:00-15:00, salle Extranef 109

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Plus d'information
6 décembre 2013 Extremogram and Ex-Periodogram for heavy-tailed time series
Thomas Mikosch (University of Copenhagen, Denmark)
14:00-15:00, salle Extranef 118

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Plus d'information
21 octobre 2013 Parameter estimation in the models with long-range dependence
Yulyia Mishura (Taras Shevchenko National University of Kyiv, Ukraine)
11:00-12:00, salle Exranef 125

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Plus d'information
4 octobre 2013 Optimal switching for the survival probability and for the optimal dividend payment
Nora Muler (University Torcuato Di Tella, Buenos Aires)
14:00-15:00, salle Extranef 118

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Plus d'information
26 septembre 2013 Asymptotically Stable Dynamic Risk Assessments
Karl-Theodor Eisele (IRMA and Université Louis Pasteur de Strasbourg)
11:00-12:00, salle Anthropole 2106

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Plus d'information
21 juin 2013 How to best approximate the distribution of aggregated heavy tailed risks?
Marie Kratz (ESSEC Business School, Cergy-Pontoise, France)
13:30-15:00, salle Internef 233

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Plus d'information
21 juin 2013 Minimization of ruin probabilities by optimal investment under transaction costs
Stefan Thonhauser (Université de Lausanne)
10:00-11:30, salle Internef 233

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Plus d'information
20 juin 2013 Computations of the risk measures of variable annuity guaranteed benefits
Runhuan Feng (University of Illinois)
15:00-16:00, salle Extranef 126

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Plus d'information
18 juin 2013 Behavioral Optimal Insurance and its Resolution of a Socioeconomic Enigma
Phillip Yam (Chinese University of Hong Kong)
14:00-15:30, salle Internef 233

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Plus d'information
18 juin 2013 Deterministic optimal consumption and investment in a stochastic model with applications in insurance
Marcus C. Christiansen (University of Ulm)
10:30-12:00, salle Internef 233

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Plus d'information
17 juin 2013 On subexponential tails for the suprema of negatively driven Levy process
Dmitry Korshunov (Sobolev Institute of Mathematics, Novosibirsk, Russia)
9:15-10:15, salle Extranef 109

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Plus d'information
17 juin 2013 A Proposal on How the Regulator Should Set Minimum Interest Rate Guarantees in Participating Life Insurance Contracts
Joël Wagner (Universität St.Gallen)
14:00-15:30, salle Internef 233

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Plus d'information
17 juin 2013 The Natural Banach Space for Version Independent Risk Functionals
Alois Pichler (University of Vienna, Austria)
10:30-12:00, salle Internef 233

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Plus d'information
17 mai 2013 Aging Process and Stochastic Mortality Modelling
Xiaoming Liu (University of Western Ontario)
14:00-15:00, salle Extranef 125

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Plus d'information
26 avril 2013 Filtering: Numerical solutions and applications in finance
Thorsten Schmidt (TU Chemnitz)
14:00-15:00, salle Extranef 109

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Plus d'information
26 mars 2013 On clusters of high exceedances and excursions of Gaussian processes
Jürg Hüsler (University of Bern)
14:00-15:00, salle Extranef 125

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Plus d'information
15 mars 2013 A partial internal model for longevity risk
Thomas Moller (PFA Pension and University of Copenhagen )
14:00-15:00, salle Extranef 126

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Plus d'information
8 mars 2013 Dividend barrier strategies in a renewal risk model with generalized Erlang interarrival times
Yulyia Mishura (Taras Shevchenko National University of Kyiv, Ukraine)
11:00-12:00, salle Extranef 125

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Plus d'information
18 janvier 2013 Capped American Lookback
Andreas Kyprianou (University of Bath)
14:00-15:00, salle Extranef 126

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Plus d'information
16 janvier 2013 Unifying standard multivariate copulas families (with tail dependence properties)
Arthur Charpentier (Université Rennes 1)
10:00-11:00, salle Extranef 118

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Plus d'information
4 décembre 2012 On the distribution of infimum of reflected processes: Gaussian and Lévy case
Krzysztof Debicki (University of Wrocław, Poland)
14:00-15:00, salle Extranef 118

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Plus d'information
23 novembre 2012 Optimal Allocation of Diversification Benefits
Michiel Janssen (University of Amsterdam)
14:00-15:00, salle Internef 233

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Plus d'information
16 novembre 2012 Asymptotic Optimal Investment under Interest Rate for a Class of Subexponential Distributions
Julia Eisenberg (Vienna University of Technology, Austria)
14:00-15:00, salle Internef 233

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Plus d'information
2 novembre 2012 Regime switching and portfolio optimization in continuous time
Jörn Sass (University of Kaiserslautern, Germany)
14:00-15:00, salle Internef 233

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Plus d'information
29 octobre 2012 Monte Carlo methods and financial applications
Markus Hofer (Graz University of Technology, Austria)
11:00-12:00, salle Anthropole 4030

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Plus d'information
26 septembre 2012 Large deviation for fractional Poisson processes
Claudio Macci (Università di Roma Tor Vergata)
10:00-11:00, salle Extranef 125

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Plus d'information
20 juin 2012 On the Excursion Probabilities of Gaussian Random Fields
Yimin Xiao (Michigan State University, USA)
11:00-12:00, salle Extranef 118

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Plus d'information
19 juin 2012 Pauline Barrieu (LSE)
12:00-13:00, salle Amphimax 263

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29 mai 2012 On moments based matrix-exponential approximations of the Pollaczek-Khinchine formula
Florin Avram (Départment de Mathematiques, Université de Pau, France)
14:00-15:00, salle Extranef 118

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Plus d'information
25 mai 2012 The Risk of Model Misspecification and its Impact on Solvency Measurement in the Insurance Sector
Hato Schmeiser (University of St. Gallen)
14:00-15:00, salle Extranef 125

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Plus d'information
18 mai 2012 Decision Principles in Insurance based on Risk Measures
Marc Goovaerts (K.U. Leuven, Belgium)
11:00-12:00, salle Extranef 125

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Plus d'information
20 avril 2012 Financial risks of variable annuities from a banking perspective
Philipp Mayer (ING, Brussels)
14:00-15:00, salle Extranef 125

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Plus d'information
3 avril 2012 Useful martingales for stochastic storage processes with Lévy-type input and decomposition results
Offer Kella (The Hebrew University, Jerusalem)
14:00-15:00, salle Extranef 109

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Plus d'information
29 mars 2012 Two-dimensional workload processes and two-dimensional insurance processes
Onno Boxma (Eindhoven University of Technology, The Netherlands)
11:00-12:00, salle Extranef 109

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Plus d'information
9 février 2012 Multivariate Piecewise Linear Interpolation of a Random Field
Oleg Seleznjev (University of Umea)
Host(s): François Dufresne
14:00-15:00, salle Extranef 126

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Plus d'information
9 décembre 2011 Variable Annuities as Life Insurance Packages: A Unifying Approach to the Valuation of Guarantees
Annamaria Olivieri (University of Parma)
14:00-15:00, salle 118

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Plus d'information
11 novembre 2011 Modeling hierarchical dependencies with nested Archimedean copulas
Marius Hofert (ETH Zürich)
14:00-14:45, salle Internef 252

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Plus d'information
9 novembre 2011 Runs Associated with Spacings
Alexei Stepanov (Izmir University of Economics, Turkey)
11:00-12:00, salle Extranef 110

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Plus d'information
2 novembre 2011 Risk margin for a non-life insurance run-off
Mario Wüthrich (ETH Zürich)
15:00-15:45, salle Extranef 109

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Plus d'information
28 octobre 2011 Optimal Risk Transfer with Multiple Reinsurers
Alexandru V. Asimit (Cass Business School, City University London)
14:00-15:00, salle Internef 121

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Plus d'information
17 octobre 2011 Markov bridges, bisection and variance reduction
Søren Asmussen (Aarhus University, Denmark)
10:00-11:00, salle Extranef 125

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Plus d'information
14 octobre 2011 Abel, Tauber, Mercer, Karamata and Subexponential Distributions
Paul Embrechts (ETH Zürich)
14:00-15:00, salle Internef 121

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Plus d'information
14 octobre 2011 Stochastic and geometric representations
Wolf-Dieter Richter (Universität Rostock)
11:00-12:00, salle Internef 143

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Plus d'information
7 octobre 2011 The occupation times for the Levy risk model
Xiaowen Zhou (Concordia University, Montreal)
14:00-15:00, salle Internef 121

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Plus d'information
30 septembre 2011 Interval Estimation for Risk Measure and Copulas
Liang Peng (Georgia Institute of Technology)
14:00-15:00, salle Internef 121

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Plus d'information
23 septembre 2011 Statistical Aspects of Log-Concave Distributions
Lutz Dümbgen (University of Bern)
14:00-15:00, salle Internef 121

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Plus d'information
6 septembre 2011 Group Self-annuitisation Schemes and Systematic Mortality Risk
Michael Sherris (Australian School of Business)
14:00-15:00, salle Extranef 125

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Plus d'information
5 août 2011 Solving optimal stopping problems for Lévy processes by fluctuation theory
Erik Baurdoux (London School of Economics)
14:00-15:00, salle Extranef 125

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8 juillet 2011 Asymptotics for Risk Capital Allocations based on Conditional Tail Expectation
Qihe Tang (The University of Iowa)
14:00-15:00, salle Extranef 118

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Plus d'information
5 juillet 2011 Tail Probabilities of Randomly Weighted Sums
Rajat Subhra Hazra (Indian Statistical Institute, Calcutta)
9:15-10:15 , salle Extranef 125

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27 mai 2011 Dividend optimization in de Finetti's model with ruin constrain
Christian Hipp (Karlsruhe Institute of Technology)
14:00-15:00, salle Internef 237

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Plus d'information
26 mai 2011 An approach to calculating asymptotic variance of Bayesian estimators
Alex Novikov (University of Technology, Sydney)
12:15-13:15, salle Internef 237

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Plus d'information
20 mai 2011 On Gerber-Shiu functions and optimal dividend distribution for a Levy risk-process in the presence of a penalty function
Florin Avram (Université de Pau)
14:00-15:00, salle Extranef 109

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Plus d'information
18 mai 2011 (Elementary) Renewal Theorem for Dependent Interarrival Times
Oleg Klesov (National Technical University of Ukraine)
11:00-12:00, salle Extranef 118

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Plus d'information
13 mai 2011 Large deviation principles for telegraph processes and random flights
Claudio Macci (University of Rome)
14:00-15:00, salle Internef 252

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Plus d'information
6 mai 2011 What Symbolic Computation can offer risk theory and why you cannot find it in Maple or Mathematica
Markus Rosenkranz (University of Kent)
14:00-15:00, salle Extranef 109

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Plus d'information
8 avril 2011 Multivariate option pricing models: some extensions of the alpha-VG model
Florence Guillaume (EURANDOM, Eindhoven, Netherlands)
14:00-15:00, salle Internef 145

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Plus d'information
18 mars 2011 Ruin probabilities for a regenerative Poisson gap generated risk process
Romain Biard (Université de Lyon 1 and UNIL)
14:00-15:00, salle Internef 237

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Plus d'information
11 mars 2011 Partially identified models and random sets
Ilya Molchanov (University of Bern)
14:00-15:00, salle Internef 252

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Plus d'information
18 février 2011 Electronic Stock Exchanges: Price Dynamics and Automated Trading Strategies
Rudolf Riedi (Ecole d'ingénieurs et d'architectes de Fribourg)
14:00-15:00, salle Extranef 109

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Plus d'information
11 février 2011 Change Point Analysis of Extreme Values
Jozef L. Teugels (Katholieke Universiteit Leuven & EURANDOM)
14:15-15:00, salle Extranef 126

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Plus d'information
28 janvier 2011 The Distribution of the Inhomogeneous Discounted Compound Poisson Process
Riccardo Gatto (University of Bern)
14:00-15:00, salle Extranef 118

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Plus d'information
17 décembre 2010 Exploratory Plots in the Analysis of Extremes
Bikramjit Das (ETH, Zürich)
14:00-15:00, salle Internef 252

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Plus d'information
26 novembre 2010 Teaching Actuarial Mathematics: Hints from Life Annuities
Ermanno Pitacco (University of Trieste)
14:00-15:00, salle Internef 233

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Plus d'information
25 novembre 2010 Dynamics of dependence properties for random times
Rachele Foschi (Universita degli Studi di Roma La Sapienza, Department of Mathematics)
14:30-15:30, salle Extranef 118

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Plus d'information
25 novembre 2010 Improving Longevity and Mortality Risk Models using Common Stochastic Long-Run Trends
Séverine Gaille (Université de Lausanne)
11:30-12:30, salle Internef 232

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Plus d'information
25 novembre 2010 An alternative Bayesian modeling for dependent mortality
Pasquale Cirillo (University of Bern)
10:00-11:00, salle Internef 232

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Plus d'information
12 novembre 2010 Discrete Term Structure Modeling using the Span Deflator and the Ehrenfest Urn
Hans Bühlmann (ETH, Zürich)
14:00-15:00, salle Internef 232

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Plus d'information
10 novembre 2010 Control improvement for jump-diffusion processes with applications
Nicole Bäuerle (University of Karlsruhe, Germany)
11:00-12:00, salle Extranef 118

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Plus d'information
3 novembre 2010 Multivariate Extremal Density Expansions and Residual Tail Dependence Structures
Melanie Frick (University of Siegen, Germany)
11:00-12:00, salle Internef 233

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Plus d'information
8 octobre 2010 European integration of financial markets
Catalin Starica (University of Neuchatel)
14:00-15:00, salle Extranef 118

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Plus d'information
21 mai 2010 From Climate Variability to Weather Risk: The Case of Winter Tourism in Austria
Christoph Toeglhofer (Joanneum Research Graz)
14:00-15:00, salle Extranef 109

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Plus d'information
19 février 2010 Optimal Consumption in a Brownian Model with absorption and a finite time horizon
Peter Grandits (Vienna University of Technology)
14:00-15:00, salle Extranef 126

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Plus d'information
18 décembre 2009 On a method to calculate the Vega matrix
Philipp Mayer (Graz University of Technology, Austria)
14:00-15:00, salle Internef 252

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Plus d'information
11 septembre 2009 On extensions of the delayed renewal risk model
Jae-Kyung Woo (University of Waterloo, Canada)
14:00-15:00, salle Extranef 126

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Plus d'information
4 septembre 2009 On a Gerber-Shiu type function in dual Sparre Andersen risk models and its applications
Eric Cheung (University of Waterloo, Canada)
14:00-15:00, salle Extranef 126

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Plus d'information
4 septembre 2009 Large deviation for fractional Poisson processes
Claudio Macci (Università di Roma Tor Vergata)
10:00-11:00, salle Extranef 125

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