Stochastic processes in finance and beyond

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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. 


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 





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