Seminarer - Side 3

Dr. Nacira Agram (University of Biskra, Algeria) gives a lecture with the title: Stochastic optimal control of McKean-Vlasov equations with anticipating law.

Emanuela Rosazza Gianin (University of Milano-Bicocca) gives a lecture with the title: Time-consistency for cash-subadditive risk measures

Christian Bender (Saarland University) gives a lecture with the title: Discretizing Malliavin calculus

David Ruiz Baños (IMUB, University of Barcelona) gives a talk with the title: "On the regularity of densities of Itô-type processes via stochastic control"

Salvador Ortiz-Latorre (University of Oslo) is giving his inaugural lecture with the title: High order weak approximation of SDEs

Kostiantyn Ralchenko (Taras Shevchenko National University of Kyiv) gives a talk with the title: A generalisation of the fractional Brownian field based on non-Euclidean norms

Yuliya Mishura (Taras Shevchenko National University of Kyiv) gives a lecture with the title: What can happen between two self-similarities?

Paul Krühner (TU Wien) gives a lecture with the title: Time change equations for Lévy type processes

Torstein Kastberg Nilssen (University of Oslo) holds a lecture with the title: Rough path transport equation with discontinuous drift.

David Ruiz Baños gives a talk with the title: "Optimal bounds and Hölder continuous densities of solutions of SDEs with measurable and path-dependent drift coefficients"

Ingrid Hobæk Haff is giving her inaugural lecture with the title: Parameter estimation for pair-copula constructions.

Paul Krühner (TU Wien) holds a lecture with the title: Affine processes with compact state space and counter-examples for polynomial processes.

Andrey Pilipenko (Ukrainian National Academy of Sciences) gives a lecture with the title: Limits of Markov processes with irregular behavior at a fixed point.

Stein Andreas Bethuelsen (Universiteit Leiden) gives a lecture with the title: Random walks in (dynamic) random environment

Prof. Dr. Alois Gisler (ETH Zurich, RiskLab Switzerland) holds a seminar with the title "On the Development of the Swiss Solvency Test"

Prof. Dr. Alois Gisler (ETH Zurich, RiskLab Switzerland) holds a seminar with the title "The Reserve Risk of the Chain-Ladder Reserving Method from a New Perspective"

Professor Harry Zheng (Imperial College, London) holder et seminar med tittelen: Existence and Construction of Smooth Solutions to HJB Equations and Applications 

Professor Yaozhong Hu (University of Kansas) holder et seminar med tittelen: Density convergence for some nonlinear Gaussian stationary sequences

Paul Krühner (UiO) holder et seminar med tittelen: Optimal bounds for SDE's with measurable drift coefficient

Dr. Alexander Schnurr (TU Dortmund) holder et seminar med tittelen: A Canonical Way to Derive Properties of Lévy-Type Processes

Risk measures are set to quantify in terms of assets/money the amount of financial risk associated to a certain financial position. The purposes for such evaluations are many and interesting both from the investors perspectives and regulators. As example, these evaluations are important to quantify the amount of reserve that financial institutions, such as banks or insurance companies, have to set aside as hedging guarantee. In the recent years large attention is given towards convex and coherent risk measures.

A series of 10 lectures will be held by Prof. Giacomo Scandolo, Department of Mathematics, University of Verona (Italy), visiting scholar at our department.

The course is suggested to Master and PhD students in the area of Stochastic Analysis, Insurance, and Risk as well as practitioners in the area.

Torstein Nilssen (Universitetet i Oslo) holder et seminar med tittelen: Malliavin differentiability for a class of SDE's in Hilbert spaces.

Professor B. Rajeev (India Statistical Institute, Bangalore) holder et seminar med tittelen: The Monotonicity Inequality on Hermite-Sobolev spaces.

David Ruiz Baños (University of Oslo) holder et seminar med tittelen: On the regularity of densities of SDE's. A classical solution to the stochastic transport equation