Stochastic processes in finance and beyond
Date: No date given
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
Attendance is free and open to all, whether fellows of the RSS or not, but pre-registration is required.
Venue: The Royal Statistical Society
City: London
Country: United Kingdom
Postcode: EC1Y 8LX
Organizer: Royal Statistical Society
Event types:
- Workshops and courses
Activity log
