## Séminaires DSA

### Liste des séances précédentes

12 mai 2017 |
A family of premium principles based on mixtures of TVaRsMiguel Angel Sordo Diaz (Universidad de Cadiz, Spain)
14:00-15:00, salle Extranef 118.1 click here [↓] to go to the attached pdf 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 click here [↓] to go to the attached pdf Plus d'information |

3 mai 2017 |
Dividends with Tax and Capital Injection in a Spectrally Negative Lévy Risk ModelHanspeter Schmidli (University of Cologne, Germany)
11:00-12:00, salle Extranef 110 click here [↓] to go to the attached pdf Plus d'information |

10 avril 2017 |
Another Look at Risk Measures in a Credibility FrameworkGeorgios Pitselis (University of Piraeus, Greece)
14:00-15:00, salle Extranef 109 click here [↓] to go to the attached pdf Plus d'information |

4 avril 2017 |
Discretization error for the maximum of a Gaussian fieldJean-Marc Azaïs (Université de Toulouse, France)
14:00-15:00, salle Extranef 109 click here [↓] to go to the attached pdf Plus d'information |

7 mars 2017 |
The distribution of the supremum for spectrally asymmetric Lévy processesZbigniew Michna (University of Wrocław, Poland)
11:00-12:00, salle Extranef 118.1 click here [↓] to go to the attached pdf 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 click here [↓] to go to the attached pdf Plus d'information |

28 février 2017 |
Bridging Asymptotic Independence and Dependence in Spatial Extremes Using Gaussian Scale MixturesThomas Opitz (Biostatistics and Spatial Processes, INRA, Avignon, France)
11:00-12:00, salle Extranef 109 click here [↓] to go to the attached pdf Plus d'information |

17 janvier 2017 |
Pricing Pension Buy-outsAyse Arik (Hacettepe University, Ankara, Turkey)
14:00-15:00, salle Extranef 126 click here [↓] to go to the attached pdf Plus d'information |

16 décembre 2016 |
Variable annuities with high water mark withdrawal benefitPatrick Cheridito (ETH Zurich)
14:00-15:00, salle Internef 121 click here [↓] to go to the attached pdf Plus d'information |

11 novembre 2016 |
The Chain Ladder Reserve Uncertainties RevisitedAlois Gisler (ETH Zurich)
11:00-12:00, salle Anthropole 2013 click here [↓] to go to the attached pdf Plus d'information |

2 novembre 2016 |
A new perspective on multiple curve modelsThorsten Schmidt (University of Freiburg, Germany)
14:00-15:00, salle Anthropole 2055 click here [↓] to go to the attached pdf Plus d'information |

6 juillet 2016 |
On a risk model with periodic capital injections at Erlang intervalsEric C.K. Cheung (The University of Hong Kong)
15:00-16:00, salle Extranef 126 click here [↓] to go to the attached pdf Plus d'information |

6 juillet 2016 |
Periodic capital injections based on the claim frequencyJK Woo (The University of Hong Kong)
14:00-15:00, salle Extranef 126 click here [↓] to go to the attached pdf Plus d'information |

4 juillet 2016 |
Optimal Dividend pay-out with Risk Sensitive PreferencesNicole Baeuerle (Karlsruhe Institute of Technology, Germany)
14:00-15:00, salle Extranef 126 click here [↓] to go to the attached pdf Plus d'information |

21 juin 2016 |
Joint with EPFL: Asymmetric Information in Automobile Insurance: Evidence from Driving BehaviorAlexander Mürmann (Vienna University of Economics and Business)
12:00-13:00, salle Extranef 126 click here [↓] to go to the attached pdf Plus d'information |

10 juin 2016 |
Estimation of the expected shortfall given an extreme component under conditional extreme value modelRafal Kulik (University of Ottawa, Canada)
11:00-12:00, salle Extranef 110 click here [↓] to go to the attached pdf Plus d'information |

30 mai 2016 |
CTE-based capital allocation for some multivariate modelsRaluca Vernic (Ovidius University, Constanta, Romania)
11:00-12:00, salle Extranef 126 click here [↓] to go to the attached pdf Plus d'information |

20 mai 2016 |
Stochastic Control Methods for Optimal Government Debt ManagementAbel Cadenillas (University of Alberta, Canada)
14:00-15:00, salle Extranef 126 click here [↓] to go to the attached pdf Plus d'information |

18 mai 2016 |
Tomasz Rolski (The University of Wroclaw, Poland)11:00-12:00, salle Extranef 110 click here [↓] to go to the attached pdf |

4 avril 2016 |
Market consistent valuations in imperfect marketsHirbod Assa (University of Liverpool)
11:00-12:00, salle Extranef 126 click here [↓] to go to the attached pdf Plus d'information |

18 mars 2016 |
A reinsurance risk model with state dependent coverageEsther Frostig (University of Haifa, Israel)
14:00-15:00, salle Extranef 118.1 click here [↓] to go to the attached pdf Plus d'information |

14 mars 2016 |
Valuing equity-linked death benefits in jump-diffusion modelsElias Shiu (The University of Iowa, Iowa City, USA)
11:00-12:00, salle Extranef 126 click here [↓] to go to the attached pdf 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 click here [↓] to go to the attached pdf Plus d'information |

17 février 2016 |
Models for extremal dependence derived from skew-symmetric familiesSimone Padoan (Bocconi University, Milan)
11:00-12:00, salle Extranef 126 click here [↓] to go to the attached pdf 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 click here [↓] to go to the attached pdf Plus d'information |

3 février 2016 |
A Marked Cox Model for IBNR Claims: Theory and ApplicationX. Sheldon Lin (University of Toronto, Canada)
15:00-16:00, salle Extranef 125 click here [↓] to go to the attached pdf Plus d'information |

27 janvier 2016 |
Extremes of Gaussian processes with a trendSinisa Stamatovic (University of Montenegro, Podgorica)
11:00-12:00, salle Extranef 126 click here [↓] to go to the attached pdf Plus d'information |

26 janvier 2016 |
Joint with EPFL: The use of proxy-models for risk measurement of life insurance portfoliosGuido Grützner (Secquaero Advisors AG, Zurich)
12:00-13:00, salle Extranef 126 click here [↓] to go to the attached pdf Plus d'information |

22 janvier 2016 |
Joint with Operations Department and EPFL: Exploring the Dependence between Mortality and Market RisksMichel Dacorogna (SCOR SE, Switzerland)
12:00-13:00, salle Extranef 126 click here [↓] to go to the attached pdf Plus d'information |

13 novembre 2015 |
Risk Management of Policyholder Behavior in Equity-Linked Life InsuranceAnne MacKay (ETH Zurich)
14:00-15:00, salle Extranef 118 click here [↓] to go to the attached pdf Plus d'information |

30 octobre 2015 |
Micro level stochastic loss reserving for general insurance: a multi-state approach with flexible payment distributionsKatrien Antonio (K.U. Leuven, Belgium)
14:00-15:00, salle Extranef 118 click here [↓] to go to the attached pdf Plus d'information |

29 octobre 2015 |
Risks Aggregation in multivariate Pareto DistributionsJose Maria Sarabia (University of Cantabria, Santander, Spain)
11:00-12:00, salle Extranef 109 click here [↓] to go to the attached pdf Plus d'information |

13 octobre 2015 |
EPFL-DSA joint brownbag seminar: Robustness of regulatory risk measures in aggregation and optimizationRuodu Wang (University of Waterloo, Ontario, Canada)
12:00-13:00, salle Extranef 126 click here [↓] to go to the attached pdf Plus d'information |

9 octobre 2015 |
Nonlinear reserving in life insurance: aggregation and mean-field approximationBoualem Djehiche (KTH Stockholm)
14:00-15:00, salle Internef 233 click here [↓] to go to the attached pdf Plus d'information |

21 août 2015 |
A continuous-time model for the mortality surface of multiple populationsPetar Jevtic (McMaster University, Hamilton, Canada)
14:00-15:00, salle Internef 122 click here [↓] to go to the attached pdf Plus d'information |

3 juillet 2015 |
Valuation of Guaranteed Minimum Maturity Benefits in variable annuities with surrender optionsJonathan Ziveyi (University of New South Wales, Sydney, Australia)
14:00-15:00, salle Extranef 126 click here [↓] to go to the attached pdf Plus d'information |

2 juillet 2015 |
Some fractional extensions of the Poisson processEnzo Orsingher (Sapienza University of Rome, Italy)
11:00-12:00, salle Extranef 110 click here [↓] to go to the attached pdf Plus d'information |

5 juin 2015 |
An Introduction to the Benchmark ApproachEckhard Platen (University of Technology, Sydney, Australia)
14:00-15:00, salle Extranef 126 click here [↓] to go to the attached pdf Plus d'information |

24 avril 2015 |
Worst Case Scenario Optimisation - A ReviewOlaf Menkens (Dublin City University, Ireland)
14:00-15:00, salle Extranef 126 click here [↓] to go to the attached pdf Plus d'information |

18 mars 2015 |
TailCoRDavid Veredas (ECARES, Solvay Brussels School of Economics and Management, Université libre de Bruxelles, Belgium)
15:00-16:00, salle Extranef 125 click here [↓] to go to the attached pdf Plus d'information |

6 mars 2015 |
The diameter of a random elliptical cloudPhilippe Soulier (Université Paris Ouest Nanterre, France)
14:00-15:00, salle Extranef 110 click here [↓] to go to the attached pdf Plus d'information |

4 mars 2015 |
Extremal negative dependence conceptsGiovanni Puccetti (University of Florence, Italy)
14:00-15:00, salle Extranef 125 click here [↓] to go to the attached pdf Plus d'information |

12 décembre 2014 |
Model Risk CulturesAndreas Tsanakas (Cass Business School, London City University)
14:00-15:00, salle Extranef 118 click here [↓] to go to the attached pdf Plus d'information |

1er décembre 2014 |
Set-valued portfolios and set-valued risksIlya Molchanov (University of Bern)
11:00-12:00, salle Extranef 125 click here [↓] to go to the attached pdf Plus d'information |

28 novembre 2014 |
Expected Shortfall revisitedPablo Koch (University of Zürich)
14:00-15:00, salle Extranef 118 click here [↓] to go to the attached pdf Plus d'information |

26 novembre 2014 |
An M-estimator of spatial tail dependenceAndrea Krajina (University of Göttingen)
14:00-15:00, salle Extranef 125 click here [↓] to go to the attached pdf 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 click here [↓] to go to the attached pdf Plus d'information |

14 novembre 2014 |
Taming Your Data: a Practitioner’s ViewpointPedro Fonseca (Systemorph AG, Zürich)
14:00-15:00, salle Internef 122 click here [↓] to go to the attached pdf 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 visionMaria Victoria Rivas Lopez (Mutua Madrileña, Spain)
11:00-12:00, salle Extranef 109 click here [↓] to go to the attached pdf Plus d'information |

4 novembre 2014 |
Timescaling results for Markov modulated infinite-server systems and OU processesMichel Mandjes (University of Amsterdam)
11:00-12:00, salle Extranef 109 click here [↓] to go to the attached pdf Plus d'information |

10 octobre 2014 |
Confidence Bands for Distribution Functions and the Law of the Iterated LogarithmLutz Dümbgen (University of Bern)
15:00-16:00, salle Internef 122 click here [↓] to go to the attached pdf Plus d'information |

3 octobre 2014 |
On Dynamic Spectral Risk-MeasuresMartijn Pistorius (Imperial College London, UK)
14:00-15:00, salle Extranef 118 click here [↓] to go to the attached pdf Plus d'information |

25 septembre 2014 |
Legal Quote and SSTEPFL-DSA joint brownbag seminar: Stéphane Moine (AXA Winterthur)
11:00-12:00, salle Extranef 125 click here [↓] to go to the attached pdf Plus d'information |

17 septembre 2014 |
Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time seriesThomas Mikosch (University of Copenhagen, Denmark)
11:00-12:00, salle Extranef 125 click here [↓] to go to the attached pdf 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 click here [↓] to go to the attached pdf Plus d'information |

4 septembre 2014 |
Exponential Stopping of Brownian Motion and Applications to Valuing Equity-linked ProductsHailiang Yang (The University of Hong Kong)
11:00-12:00, salle Extranef 109 click here [↓] to go to the attached pdf Plus d'information |

25 août 2014 |
Applications of the Likelihood Ratio IdentityBenjamin Yakir (The Hebrew University of Jerusalem, Israël)
11:00-12:00, salle Extranef 109 click here [↓] to go to the attached pdf Plus d'information |

18 août 2014 |
From Regression Models to p-Slepian ProcessesWolfgang Bischoff (Katholische Universität Eichstätt-Ingolstadt, Germany)
11:00-12:00, salle Extranef 126 click here [↓] to go to the attached pdf Plus d'information |

30 juin 2014 |
A look at perpetuities via asymptotically homogeneous in space Markov chainsDmitry Korshunov (Sobolev Institute of Mathematics, Novosibirsk and Moscow State University, Russia)
11:00-12:00, salle Extranef 126 click here [↓] to go to the attached pdf Plus d'information |

20 mai 2014 |
Statistical estimation of density functionals for stationary m-dependent sequencesOleg Seleznjev (University of Umea, Sweden)
14:00-15:00, salle Extranef 109 click here [↓] to go to the attached pdf Plus d'information |

19 mai 2014 |
Insurance Linked Securities: Introduction and OverviewAndreas Gadmer (SIGNAL IDUNA Reinsurance Ltd, Zug)
14:00-15:00, salle Extranef 109 click here [↓] to go to the attached pdf Plus d'information |

16 mai 2014 |
The role of the survivor dividend in notional defined contribution pension systemsCarmen Boado Penas (University of Liverpool)
14:00-15:00, salle Internef 123 click here [↓] to go to the attached pdf Plus d'information |

9 mai 2014 |
Dividend maximization under incomplete information and associated SDEsMichaela Szölgyenyi (Universität Linz, Austria)
14:00-15:00, salle Extranef 126 click here [↓] to go to the attached pdf Plus d'information |

28 avril 2014 |
Risk Measures within a Credibility FrameworkGeorgios Pitselis (University of Piraeus, Greece and K.U. Leuven, Belgium)
11:00-12:00, salle Extranef 125 click here [↓] to go to the attached pdf Plus d'information |

4 avril 2014 |
Extreme value statistics for truncated Pareto type distributionsJan Beirlant (K.U. Leuven, Belgium)
14:00-15:00, salle Internef 123 click here [↓] to go to the attached pdf 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 click here [↓] to go to the attached pdf Plus d'information |

24 janvier 2014 |
Dynamic factor-copula modelsMatthias Scherer (TU Munich)
14:00-14:45, salle Extranef 125 click here [↓] to go to the attached pdf Plus d'information |

13 janvier 2014 |
From osteoporosis to q-algebraic equationsPhilippe Barbe (CNRS)
14:00-15:00, salle Extranef 109 click here [↓] to go to the attached pdf Plus d'information |

6 décembre 2013 |
Extremogram and Ex-Periodogram for heavy-tailed time seriesThomas Mikosch (University of Copenhagen, Denmark)
14:00-15:00, salle Extranef 118 click here [↓] to go to the attached pdf Plus d'information |

21 octobre 2013 |
Parameter estimation in the models with long-range dependenceYulyia Mishura (Taras Shevchenko National University of Kyiv, Ukraine)
11:00-12:00, salle Exranef 125 click here [↓] to go to the attached pdf Plus d'information |

4 octobre 2013 |
Optimal switching for the survival probability and for the optimal dividend paymentNora Muler (University Torcuato Di Tella, Buenos Aires)
14:00-15:00, salle Extranef 118 click here [↓] to go to the attached pdf Plus d'information |

26 septembre 2013 |
Asymptotically Stable Dynamic Risk AssessmentsKarl-Theodor Eisele (IRMA and Université Louis Pasteur de Strasbourg)
11:00-12:00, salle Anthropole 2106 click here [↓] to go to the attached pdf 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 click here [↓] to go to the attached pdf 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 click here [↓] to go to the attached pdf Plus d'information |

20 juin 2013 |
Computations of the risk measures of variable annuity guaranteed benefitsRunhuan Feng (University of Illinois)
15:00-16:00, salle Extranef 126 click here [↓] to go to the attached pdf Plus d'information |

18 juin 2013 |
Behavioral Optimal Insurance and its Resolution of a Socioeconomic EnigmaPhillip Yam (Chinese University of Hong Kong)
14:00-15:30, salle Internef 233 click here [↓] to go to the attached pdf Plus d'information |

18 juin 2013 |
Deterministic optimal consumption and investment in a stochastic model with applications in insuranceMarcus C. Christiansen (University of Ulm)
10:30-12:00, salle Internef 233 click here [↓] to go to the attached pdf Plus d'information |

17 juin 2013 |
On subexponential tails for the suprema of negatively driven Levy processDmitry Korshunov (Sobolev Institute of Mathematics, Novosibirsk, Russia)
9:15-10:15, salle Extranef 109 click here [↓] to go to the attached pdf Plus d'information |

17 juin 2013 |
A Proposal on How the Regulator Should Set Minimum Interest Rate Guarantees in Participating Life Insurance ContractsJoël Wagner (Universität St.Gallen)
14:00-15:30, salle Internef 233 click here [↓] to go to the attached pdf Plus d'information |

17 juin 2013 |
The Natural Banach Space for Version Independent Risk FunctionalsAlois Pichler (University of Vienna, Austria)
10:30-12:00, salle Internef 233 click here [↓] to go to the attached pdf Plus d'information |

17 mai 2013 |
Aging Process and Stochastic Mortality ModellingXiaoming Liu (University of Western Ontario)
14:00-15:00, salle Extranef 125 click here [↓] to go to the attached pdf Plus d'information |

26 avril 2013 |
Filtering: Numerical solutions and applications in financeThorsten Schmidt (TU Chemnitz)
14:00-15:00, salle Extranef 109 click here [↓] to go to the attached pdf Plus d'information |

26 mars 2013 |
On clusters of high exceedances and excursions of Gaussian processesJürg Hüsler (University of Bern)
14:00-15:00, salle Extranef 125 click here [↓] to go to the attached pdf 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 click here [↓] to go to the attached pdf 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 click here [↓] to go to the attached pdf Plus d'information |

18 janvier 2013 |
Capped American LookbackAndreas Kyprianou (University of Bath)
14:00-15:00, salle Extranef 126 click here [↓] to go to the attached pdf 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 click here [↓] to go to the attached pdf Plus d'information |

4 décembre 2012 |
On the distribution of infimum of reflected processes: Gaussian and Lévy caseKrzysztof Debicki (University of Wrocław, Poland)
14:00-15:00, salle Extranef 118 click here [↓] to go to the attached pdf Plus d'information |

23 novembre 2012 |
Optimal Allocation of Diversification BenefitsMichiel Janssen (University of Amsterdam)
14:00-15:00, salle Internef 233 click here [↓] to go to the attached pdf 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 click here [↓] to go to the attached pdf Plus d'information |

2 novembre 2012 |
Regime switching and portfolio optimization in continuous timeJörn Sass (University of Kaiserslautern, Germany)
14:00-15:00, salle Internef 233 click here [↓] to go to the attached pdf Plus d'information |

29 octobre 2012 |
Monte Carlo methods and financial applicationsMarkus Hofer (Graz University of Technology, Austria)
11:00-12:00, salle Anthropole 4030 click here [↓] to go to the attached pdf Plus d'information |

26 septembre 2012 |
Large deviation for fractional Poisson processesClaudio Macci (Università di Roma Tor Vergata)
10:00-11:00, salle Extranef 125 click here [↓] to go to the attached pdf Plus d'information |

20 juin 2012 |
On the Excursion Probabilities of Gaussian Random FieldsYimin Xiao (Michigan State University, USA)
11:00-12:00, salle Extranef 118 click here [↓] to go to the attached pdf Plus d'information |

19 juin 2012 |
Pauline Barrieu (LSE)12:00-13:00, salle Amphimax 263 click here [↓] to go to the attached pdf |

29 mai 2012 |
On moments based matrix-exponential approximations of the Pollaczek-Khinchine formulaFlorin Avram (Départment de Mathematiques, Université de Pau, France)
14:00-15:00, salle Extranef 118 click here [↓] to go to the attached pdf Plus d'information |

25 mai 2012 |
The Risk of Model Misspecification and its Impact on Solvency Measurement in the Insurance SectorHato Schmeiser (University of St. Gallen)
14:00-15:00, salle Extranef 125 click here [↓] to go to the attached pdf Plus d'information |

18 mai 2012 |
Decision Principles in Insurance based on Risk MeasuresMarc Goovaerts (K.U. Leuven, Belgium)
11:00-12:00, salle Extranef 125 click here [↓] to go to the attached pdf Plus d'information |

20 avril 2012 |
Financial risks of variable annuities from a banking perspectivePhilipp Mayer (ING, Brussels)
14:00-15:00, salle Extranef 125 click here [↓] to go to the attached pdf Plus d'information |

3 avril 2012 |
Useful martingales for stochastic storage processes with Lévy-type input and decomposition resultsOffer Kella (The Hebrew University, Jerusalem)
14:00-15:00, salle Extranef 109 click here [↓] to go to the attached pdf Plus d'information |

29 mars 2012 |
Two-dimensional workload processes and two-dimensional insurance processesOnno Boxma (Eindhoven University of Technology, The Netherlands)
11:00-12:00, salle Extranef 109 click here [↓] to go to the attached pdf Plus d'information |

9 février 2012 |
Multivariate Piecewise Linear Interpolation of a Random FieldOleg Seleznjev (University of Umea)
Host(s): François Dufresne 14:00-15:00, salle Extranef 126 click here [↓] to go to the attached pdf Plus d'information |

9 décembre 2011 |
Variable Annuities as Life Insurance Packages: A Unifying Approach to the Valuation of GuaranteesAnnamaria Olivieri (University of Parma)
14:00-15:00, salle 118 click here [↓] to go to the attached pdf Plus d'information |

11 novembre 2011 |
Modeling hierarchical dependencies with nested Archimedean copulasMarius Hofert (ETH Zürich)
14:00-14:45, salle Internef 252 click here [↓] to go to the attached pdf Plus d'information |

9 novembre 2011 |
Runs Associated with SpacingsAlexei Stepanov (Izmir University of Economics, Turkey)
11:00-12:00, salle Extranef 110 click here [↓] to go to the attached pdf Plus d'information |

2 novembre 2011 |
Risk margin for a non-life insurance run-offMario Wüthrich (ETH Zürich)
15:00-15:45, salle Extranef 109 click here [↓] to go to the attached pdf Plus d'information |

28 octobre 2011 |
Optimal Risk Transfer with Multiple ReinsurersAlexandru V. Asimit (Cass Business School, City University London)
14:00-15:00, salle Internef 121 click here [↓] to go to the attached pdf Plus d'information |

17 octobre 2011 |
Markov bridges, bisection and variance reductionSøren Asmussen (Aarhus University, Denmark)
10:00-11:00, salle Extranef 125 click here [↓] to go to the attached pdf Plus d'information |

14 octobre 2011 |
Abel, Tauber, Mercer, Karamata and Subexponential DistributionsPaul Embrechts (ETH Zürich)
14:00-15:00, salle Internef 121 click here [↓] to go to the attached pdf Plus d'information |

14 octobre 2011 |
Stochastic and geometric representationsWolf-Dieter Richter (Universität Rostock)
11:00-12:00, salle Internef 143 click here [↓] to go to the attached pdf Plus d'information |

7 octobre 2011 |
The occupation times for the Levy risk modelXiaowen Zhou (Concordia University, Montreal)
14:00-15:00, salle Internef 121 click here [↓] to go to the attached pdf Plus d'information |

30 septembre 2011 |
Interval Estimation for Risk Measure and CopulasLiang Peng (Georgia Institute of Technology)
14:00-15:00, salle Internef 121 click here [↓] to go to the attached pdf Plus d'information |

23 septembre 2011 |
Statistical Aspects of Log-Concave DistributionsLutz Dümbgen (University of Bern)
14:00-15:00, salle Internef 121 click here [↓] to go to the attached pdf Plus d'information |

6 septembre 2011 |
Group Self-annuitisation Schemes and Systematic Mortality RiskMichael Sherris (Australian School of Business)
14:00-15:00, salle Extranef 125 click here [↓] to go to the attached pdf Plus d'information |

5 août 2011 |
Solving optimal stopping problems for Lévy processes by fluctuation theoryErik Baurdoux (London School of Economics)
14:00-15:00, salle Extranef 125 click here [↓] to go to the attached pdf Plus d'information |

8 juillet 2011 |
Asymptotics for Risk Capital Allocations based on Conditional Tail ExpectationQihe Tang (The University of Iowa)
14:00-15:00, salle Extranef 118 click here [↓] to go to the attached pdf Plus d'information |

5 juillet 2011 |
Tail Probabilities of Randomly Weighted SumsRajat Subhra Hazra (Indian Statistical Institute, Calcutta)
9:15-10:15 , salle Extranef 125 click here [↓] to go to the attached pdf |

27 mai 2011 |
Dividend optimization in de Finetti's model with ruin constrainChristian Hipp (Karlsruhe Institute of Technology)
14:00-15:00, salle Internef 237 click here [↓] to go to the attached pdf Plus d'information |

26 mai 2011 |
An approach to calculating asymptotic variance of Bayesian estimatorsAlex Novikov (University of Technology, Sydney)
12:15-13:15, salle Internef 237 click here [↓] to go to the attached pdf 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 functionFlorin Avram (Université de Pau)
14:00-15:00, salle Extranef 109 click here [↓] to go to the attached pdf Plus d'information |

18 mai 2011 |
(Elementary) Renewal Theorem for Dependent Interarrival TimesOleg Klesov (National Technical University of Ukraine)
11:00-12:00, salle Extranef 118 click here [↓] to go to the attached pdf Plus d'information |

13 mai 2011 |
Large deviation principles for telegraph processes and random flightsClaudio Macci (University of Rome)
14:00-15:00, salle Internef 252 click here [↓] to go to the attached pdf Plus d'information |

6 mai 2011 |
What Symbolic Computation can offer risk theory and why you cannot find it in Maple or MathematicaMarkus Rosenkranz (University of Kent)
14:00-15:00, salle Extranef 109 click here [↓] to go to the attached pdf Plus d'information |

8 avril 2011 |
Multivariate option pricing models: some extensions of the alpha-VG modelFlorence Guillaume (EURANDOM, Eindhoven, Netherlands)
14:00-15:00, salle Internef 145 click here [↓] to go to the attached pdf Plus d'information |

18 mars 2011 |
Ruin probabilities for a regenerative Poisson gap generated risk processRomain Biard (Université de Lyon 1 and UNIL)
14:00-15:00, salle Internef 237 click here [↓] to go to the attached pdf Plus d'information |

11 mars 2011 |
Partially identified models and random setsIlya Molchanov (University of Bern)
14:00-15:00, salle Internef 252 click here [↓] to go to the attached pdf Plus d'information |

18 février 2011 |
Electronic Stock Exchanges: Price Dynamics and Automated Trading StrategiesRudolf Riedi (Ecole d'ingénieurs et d'architectes de Fribourg)
14:00-15:00, salle Extranef 109 click here [↓] to go to the attached pdf Plus d'information |

11 février 2011 |
Change Point Analysis of Extreme ValuesJozef L. Teugels (Katholieke Universiteit Leuven & EURANDOM)
14:15-15:00, salle Extranef 126 click here [↓] to go to the attached pdf Plus d'information |

28 janvier 2011 |
The Distribution of the Inhomogeneous Discounted Compound Poisson ProcessRiccardo Gatto (University of Bern)
14:00-15:00, salle Extranef 118 click here [↓] to go to the attached pdf Plus d'information |

17 décembre 2010 |
Exploratory Plots in the Analysis of ExtremesBikramjit Das (ETH, Zürich)
14:00-15:00, salle Internef 252 click here [↓] to go to the attached pdf Plus d'information |

26 novembre 2010 |
Teaching Actuarial Mathematics: Hints from Life AnnuitiesErmanno Pitacco (University of Trieste)
14:00-15:00, salle Internef 233 click here [↓] to go to the attached pdf Plus d'information |

25 novembre 2010 |
Dynamics of dependence properties for random timesRachele Foschi (Universita degli Studi di Roma La Sapienza, Department of Mathematics)
14:30-15:30, salle Extranef 118 click here [↓] to go to the attached pdf Plus d'information |

25 novembre 2010 |
Improving Longevity and Mortality Risk Models using Common Stochastic Long-Run TrendsSéverine Gaille (Université de Lausanne)
11:30-12:30, salle Internef 232 click here [↓] to go to the attached pdf Plus d'information |

25 novembre 2010 |
An alternative Bayesian modeling for dependent mortalityPasquale Cirillo (University of Bern)
10:00-11:00, salle Internef 232 click here [↓] to go to the attached pdf Plus d'information |

12 novembre 2010 |
Discrete Term Structure Modeling using the Span Deflator and the Ehrenfest UrnHans Bühlmann (ETH, Zürich)
14:00-15:00, salle Internef 232 click here [↓] to go to the attached pdf Plus d'information |

10 novembre 2010 |
Control improvement for jump-diffusion processes with applicationsNicole Bäuerle (University of Karlsruhe, Germany)
11:00-12:00, salle Extranef 118 click here [↓] to go to the attached pdf Plus d'information |

3 novembre 2010 |
Multivariate Extremal Density Expansions and Residual Tail Dependence StructuresMelanie Frick (University of Siegen, Germany)
11:00-12:00, salle Internef 233 click here [↓] to go to the attached pdf Plus d'information |

8 octobre 2010 |
European integration of financial marketsCatalin Starica (University of Neuchatel)
14:00-15:00, salle Extranef 118 click here [↓] to go to the attached pdf Plus d'information |

21 mai 2010 |
From Climate Variability to Weather Risk: The Case of Winter Tourism in AustriaChristoph Toeglhofer (Joanneum Research Graz)
14:00-15:00, salle Extranef 109 click here [↓] to go to the attached pdf Plus d'information |

19 février 2010 |
Optimal Consumption in a Brownian Model with absorption and a finite time horizonPeter Grandits (Vienna University of Technology)
14:00-15:00, salle Extranef 126 click here [↓] to go to the attached pdf Plus d'information |

18 décembre 2009 |
On a method to calculate the Vega matrixPhilipp Mayer (Graz University of Technology, Austria)
14:00-15:00, salle Internef 252 click here [↓] to go to the attached pdf Plus d'information |

11 septembre 2009 |
On extensions of the delayed renewal risk modelJae-Kyung Woo (University of Waterloo, Canada)
14:00-15:00, salle Extranef 126 click here [↓] to go to the attached pdf Plus d'information |

4 septembre 2009 |
On a Gerber-Shiu type function in dual Sparre Andersen risk models and its applicationsEric Cheung (University of Waterloo, Canada)
14:00-15:00, salle Extranef 126 click here [↓] to go to the attached pdf Plus d'information |

4 septembre 2009 |
Large deviation for fractional Poisson processesClaudio Macci (Università di Roma Tor Vergata)
10:00-11:00, salle Extranef 125 click here [↓] to go to the attached pdf Plus d'information |

### Ajouter au calendrier

Affichez toutes les sessions dans votre calendrier! Ajoutez notre ICS webcal à votre agenda.

Ajouter à mon agenda