FAM-ily  

Financial and Actuarial Mathematics  
at Vienna University of Technology, Austria  

 

Research Visits and Talks of PRisMa Lab Members

2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006

T. Blümmel;
Workshop on Interest Rates and Credit Risk 2011, November 23-25, 2011, Chemnitz, Germany;
Research visit: November 22-26, 2011

U. Schmock;
Festveranstaltung zu 40 Jahre AVÖ, "Zukünftige Anforderungen an Aktuare", Österreichische Förderungsgesellschaft der Versicherungsmathematik, Vienna;
Talk: "Aktuarielle Ausbildung für die Zukunft", November 17, 2011

C. Rudolph;
Autumn School 2011 - Mathematical Methods in Finance and Insurance, October 27-28, 2011, Ludwig-Maximilians-Universität, Munich, Germany;
Research visit: October 26-30, 2011

K. Hirhager;
One-Day Workshop on Portfolio Risk Management (PRisMa Day 2011), Vienna University of Technology, Austria;
Talk: "Adapted Dependence ", October 14, 2011

J. Hirz;
One-Day Workshop on Portfolio Risk Management (PRisMa Day 2011), Vienna University of Technology, Austria;
Talk: "Design of Optimal Cost-Efficient Payoffs and Corresponding Investment Contracts ", October 14, 2011

T. Blümmel;
One-Day Workshop on Portfolio Risk Management (PRisMa Day 2011), Vienna University of Technology, Austria;
Talk: "Brownian Moving Averages and Applications Towards Interest Rate Modelling ", October 14, 2011

F. Hubalek;
Workshop on Stochastic Analysis, Lévy Processes and (B)SDEs, October 3-7, 2011, Innsbruck, Austria;
Research visit: October 3-7, 2011

U. Schmock;
ETH Risk Day 2011, September 9, 2011, ETH Zurich, Switzerland;
Research visit: September 9-11, 2011

P. Porkert;
Fourth European Summer School in Financial Mathematics, September 5-9, 2011, Zurich, Switzerland;
Research visit: September 4-9, 2011

F. Hubalek;
University of Oslo, Norway;
Research visit: June 23-25, 2011

K. Hirhager;
International Congress on Insurance: Mathematics and Economics (IME 2011), June 14-17, 2011, Trieste, Italy;
Research visit: June 14-17, 2011

C. Rudolph;
International Congress on Insurance: Mathematics and Economics (IME 2011), June 14-17, 2011, Trieste, Italy;
Research visit: June 14-17, 2011

U. Schmock;
International Congress on Insurance: Mathematics and Economics (IME 2011), June 14-17, 2011, Trieste, Italy;
Research visit: June 14-17, 2011;
Talk: "Modeling and estimation of dependent credit rating transitions", June 16, 2011

U. Schmock;
Kolloquium Finanz- und Versicherungsmathematik 2011, June 6, 2011, Technische Universität Graz, Österreich;
Research visit: June 6, 2011;
Invited Talk: "Modellierung und Schätzung stochastischer Abhängigkeiten", June 6, 2011

U. Schmock;
Seventh Seminar on Stochastic Analysis, Random Fields and Applications, May 23-27, 2011, Centro Stefano Franscini, Ascona, Switzerland;
Research visit: May 22-30, 2011;
Invited talk: "Modeling and estimation of dependent credit rating transitions", May 23, 2011

K. Hirhager;
Workshop on Optimal Stopping, Sequential Methods and Related Topics (OSSMaRT), April 28-29, 2011, Freiburg;
Research visit: April 27 - Mai 1, 2011

J. Hirz;
FAM-Seminar, TU Wien, Austria;
Talk: "Optimizing Investment Strategies under a General Approach to Cost-Efficiency", April 12, 2011

P. Porkert;
FAM-Seminar, Vienna University of Technology, Austria;
Talk: "On Weak Solutions to Stochastic Differential Equations in Finite and Infinite Dimensions", March 15, 2011

B. Blum;
TU Vienna, Austria;
Talk: "Superreplication and Arbitrage in Multiasset Models under Proportional Transaction Costs", January 14, 2011

2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006