Stochastic processes in finance and beyond

 
Share Download as iCal file
Click the icons above to Share, Tweet or add this event to your calendar (iCal)
 
RSS sections/special interest groups, Applied Probability Section

Thursday 23 May 2019, 02:00pm - 06:00pm

 
Location ICMS, The Bayes Centre, 47 Potterrow, Edinburgh EH8 9BT

About the Event:

This workshop will be part of a 5 days course based on parts of Søren Asmussen forthcoming book ‘Risk and Insurance: A Graduate Text’, co-authored with Mogens Steffensen, University of Copenhagen. 

 
Agenda:

2.00-2.45: Ronnie Loeffen (University of Manchester) - Surplus processes with tax 
2.45-3.30: Burak Buke (University of Edinburgh) - Many server queueing systems with random service rates

3.30-4.00: tea/coffee break 

4.00-4.45: A. Ganesh (University of Bristol) -  Large deviations for Cox processes and infinite server queues, with a biological application 
4.45-5.30: Soren Asmussen (Aarhus University) - Some applications of phase-type distributions to life insurance 

Download PDFs: Buke; Ganesh; Loeffen

      
Attendance is free and open to all, whether fellows of the RSS or not, but pre-registration is required.

 

 

Organiser Name Fraser Daly

Email Address This email address is being protected from spambots. You need JavaScript enabled to view it.

Organising Group(s) RSS Applied Probability Section 

 

 

 

 

Join the RSS

Join the RSS

Become part of an organisation which works to advance statistics and support statisticians

Copyright 2019 Royal Statistical Society. All Rights Reserved.
12 Errol Street, London, EC1Y 8LX. UK registered charity in England and Wales. No.306096

Twitter Facebook YouTube RSS feed RSS feed RSS newsletter

We use cookies to understand how you use our site and to improve your experience. By continuing to use our site, you accept our use of cookies and Terms of Use.