Welcome to the first FINEWSTOCH Networkshop. The workshop will bring together leading researchers in stochastics and probability theory to discuss recent developments with a particular focus on finance, insurance, energy and weather.
The FINEWSTOCH Networkshop will consist of several invited talks, starting with a lunch on Tuesday October 27, 2015. We end the Networkshop with a lunch on Wednesday October 28. Participation is free of charge, but registration is mandatory.
- Francesca Biagini (Ludwig-Maximillian University of Munich, Germany)
Title of talk: The long-term swap rate and a general analysis of long-term interest
- Hans Julius Skaug (University of Bergen)
Title of talk: Parameter estimation in SDE driven state space models
- Jukka Lempa (Oslo-Akershus University College)
Title of talk: Optimal timing with a phase-type clock
- Heidar Eyjolfsson (University of Bergen)
Title of talk: Self-exciting jump processes with applications to energy markets
- Ingrid Hobæk Haff (Norwegian Computing Center/University of Oslo)
Title of talk: How well do regional climate models simulate the spatial dependence
of precipitation? An application of pair-copula constructions
- Arne Bang Huseby (University of Oslo)
Title of talk: Quantifying operational risk exposure by combining incident data and
subjective risk assessments
Please register by sending an email to Fred Espen Benth (fredb "at" math.uio.no) before October 1, 2015. Note that you must be registered to participate. A confirmation email will be sent to those registered. There is a limited number of seats. There is no registration fee.