Past events 2005-06

---

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|