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

F. Hubalek;
Opponent at PhD-Defense of Eija Laukkarinen, December 14, 2012, Universitaet Jyvaeskylae, Finland;
Scientific Cooperation with Stefan Geiss, Universitaet Jyvaeskylae, Finland;
Stochastics Seminar, Department of Mathematics and Statistics, Universitaet Jyvaeskylae, Finland;
Research visit: December 12-14, 2012;
Invited talk: "On the asymptotic analysis of the martingale estimating function approach", December 13, 2012.

P. Porkert;
FAM-Seminar, TU Wien, Austria;
Talk: "Multi-level Wiener-Hopf Monte-Carlo simulation for Lévy processes", November 13, 2012.

I. C. Gülüm;
Stochastic Analysis with Applications in Biology, Finance and Physics, Festkolloqium in honour of Hans Föllmer and Opening meeting of the DFG Research and Training Group 1845, November 16-17, 2012, HU Berlin, Germany;
Research visit: November 15-19, 2012;

R. Kainhofer;
TU Graz, Austria;
Research visit: November 9/10/23/24/30, December 1, 2012;
Lecture: "Finanz- und Versicherungsmathematik", November 9 - December 1, 2012.

J. Hirz;
7. Palais Coburg Finanzsymposium: "Die fatalen Folgen der Schulden- und Niedrigzinspolitik", November 8-9, 2012, Vienna, Austria;
Research visit: November 8-9, 2012.

J. Hirz;
4th Berlin Workshop on Mathematical Finance for Young Researchers, October 11-13, 2012, HU Berlin, Germany;
Research visit: October 10-13, 2012.

R. Okhrati;
One-Day Workshop on Portfolio Risk Management (PRisMa Day 2012), Vienna University of Technology, Austria;
Talk: "Integration Measures for Fixed Income Markets: Application in Credit Risk Spread", October 5, 2012.

S. Altay;
One-Day Workshop on Portfolio Risk Management (PRisMa Day 2012), Vienna University of Technology, Austria;
Talk: "Digital Double Barrier Options: Several Barrier Periods and Structure Floors", October 5, 2012.

C. Rudolph;
One-Day Workshop on Portfolio Risk Management (PRisMa Day 2012), Vienna University of Technology, Austria;
Talk: "An Approximation via Iterated Panjer's Recursion for Poisson-Mixture Models", October 5, 2012.

F. Hubalek;
Conference in Honour of Professor Freddy Delbaen - Perspectives in Analysis and Probability, September 24-28, 2012, ETH Zurich, Switzerland;
Research visit: September 25-28, 2012.

U. Schmock;
Conference in Honour of Professor Freddy Delbaen - Perspectives in Analysis and Probability, September 24-28, 2012, ETH Zurich, Switzerland;
Research visit: September 24-26, 2012.

F. Hubalek;
1st Austrian Stochastics Days, September 24-25, 2012, Johannes Kepler University Linz, Austria;
Research visit: September 24-25, 2012.

T. Blümmel;
Conference in Honour of Professor Freddy Delbaen - Perspectives in Analysis and Probability, September 24-28, 2012, ETH Zurich, Switzerland;
Research visit: September 23-29, 2012.

C. Rudolph; Workshop der Deutschen Aktuar-Akademie für junge Mathematiker/Mathematikerinnen, September 20-22, 2012, Reisensburg bei Ulm, Germany;
Research visit: September 20-22, 2012.

U. Schmock;
ETH Risk Day 2012 - Mini-Conference on Risk Management in Finance and Insurance, September 14, 2012, ETH Zurich, Switzerland;
Research visit: September 14, 2012.

U. Schmock;
FMA-Aufsichtskonferenz 2012 "Regulierung im Wandel: Von der quantitativen zur qualitativen Aufsicht - Erfahrungen und Herausforderungen", September 12-13, 2012, Messe Wien, Vienna, Austria;
Research visit: September 12-13, 2012.

C. Gülüm;
Endowment and Asset Management Conference, June 27-29, 2012, WU Vienna, Austria;
Research visit: June 27-29, 2012.

K. Hirhager;
International Congress on Insurance Mathematics and Economics (IME), June 28-30, University of Hongkong, Hongkong;
7th World Congress of the Bachelier Finance Society, June 19-22, Sydney, Australia;
Research visit: June 17 - July 2, 2012;
Talk at IME: "Adapted Dependence for Pricing Unit-linked Life Insurances", June 28, 2012;
Talk at BFS: "Adapted Dependence in Discrete Time", June 20, 2012.

C. Rudolph;
International Congress on Insurance Mathematics and Economics (IME), June 28-30, University of Hongkong, Hongkong;
7th World Congress of the Bachelier Finance Society, June 19-22, Sydney, Australia;
Research visit: June 17 - July 2, 2012;
Talk at IME: "An Approximation via Panjer's Recursion for Poisson-Mixture Models", June 28, 2012;
Talk at BFS: "An Approximation via iterated Panjer's Recursion for Poisson-Mixture Models", June 19, 2012.

U. Schmock;
Quantitative Methods in Finance Conference (QMF 2012), June 26-30, 2012, Cairns, Australia;
7th World Congress of the Bachelier Finance Society, June 19-22, Sydney, Australia;
Research visit: June 17 - July 1, 2012;
Plenary talk at QMF: "Approximation and Aggregation of Risks by Variants of Panjer's Recursion", June 29, 2012;
Talk at BFS: "Adapted Dependence in Continuous Time", June 22, 2012.

J. Hirz;
Quantitative Methods in Finance Conference (QMF 2012), June 26-30, 2012, Cairns, Australia;
7th World Congress of the Bachelier Finance Society, June 19-22, Sydney, Australia;
Research visit: June 16 - July 3, 2012;
Talk at BFS: "Design of Optimal Cost-Efficient Payoffs and Corresponding Investment Strategies", June 20, 2012.

U. Schmock;
10th German Probability and Statistics Days 2012 - Stochastik-Tage Mainz, March 6-9, 2012, University of Mainz, Mainz, Germany;
Research visit: March 6-9, 2012;
Talk: "On the Asymptotic Variance of the Estimator of Kendall's Tau", March 8, 2012.

F. Hubalek;
XIII Workshop on Quantitative Finance, January 25-27, 2012, University of L'Aquila, Italy;
Research visit: January 25-27, 2012.

T. Blümmel;
Mini-course on "Fourier methods in mathematical finance with applications to Energy and Commodity markets", January 16-17, 2012, Wolfgang Pauli Institute (WPI), Vienna, Austria;
Research visit : January 16-17, 2012.

S. Altay;
Mini-course on "Fourier methods in mathematical finance with applications to Energy and Commodity markets", January 16-17, 2012, Wolfgang Pauli Institute (WPI), Vienna, Austria;
Research visit : January 16, 2012.

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