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Past events 2005-06

Joint Econometrics and Statistics Workshops

Please click here| to find details of the Joint Econometrics and Statistics Workshops


Statistics Seminars

The Department of Statistics hosted seminars throughout 2005-6. Seminars took place on Friday afternoons at 2pm in the Leverhulme Library (B617). All were very welcome to attend and many did!

21 October
Chris Rogers (University of Cambridge)
Deterministic stochastic optimal control|
2 December Anders Skrondal (LSE)
Multilevel and latent variable modelling of discrete choices and rankings|
3 February Professor Phil Dawid (UCL)
Representing and solving complex DNA identification cases using Bayesian networks|
3 March Professor Volodia Spokoiny (Weierstrass Inst)
Adaptive volatility estimation by local change point analysis|
10 March Dr Piotr Fryzlewicz (Bristol University)
HAAR-FISZ Technique for locally stationary volatility estimation|
17 March Professor Andrew Harvey (University of Cambridge)
Time-Varying Quantiles|

Risk and Stochastics Seminars

Please contact the seminar administrator, Natalie Dawkins|, for further information about any of these seminars.

10 November Mogens Steffensen (University of Copenhagen)
How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach|
24 November Henri Louberge (Geneve)
Optimal risk-sharing and catastrophe insurance|
1 December Ragnar Norberg (LSE)
Managing Environmental Risk in Life Insurance and Pensions|
8 December Thorsten Rheinlander (LSE)
Hedging of Claims -- an Entropy Approach|
9 February Luciano Campi (CEREMADE, Universite Paris Dauphine)
A super-replication theorem in Kabanov's model of transaction costs|
23 February Martin Schweizer (ETH Zurich)
Some Hilbert space ideas for actuaries of the third kind|
4 May Ruediger Frey (Leipzig)
Pricing and Hedging of Credit Derivatives in Models with Interacting Default Intensities|
11 May Stephane Loisel (Lyon)
Sensitivity analysis of the finite-time ruin probability and of some other risk measures|
18 May Thomas Moeller (PFA Pension, Copenhagen)
On market-valuation methods in life insurance: From theory to practice|
15 June Pavel Grigoriev (TU Wien)
Coherent and convex risk measures on atomless probability spaces|
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