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Past events 2007-08

Statistics Seminars

The Department of Statistics hosts seminars throughout the year. Seminars take place on Friday afternoons at 2pm in the Leverhulme Library (B617). All are very welcome to attend and refreshments are provided.

2 November Christian Hafner (Institute of Statistics, Catholic University of Louvain, Belgium)
On asymptotic theory of multivariate GARCH processes|
9 November David Stanford (University of Western Ontario)
Erlangization for perturbed risk models|
23 November Hai Liang Du (LSE)
Parameter estimation using forecast skill|
Adrian Gfeller (LSE)
Equity options in Levy models: pricing, sensitivity analysis, and existence proofs|
7 December Alex Lipton (Managing Director, Merrill Lynch)
Current status of credit modelling|
25 January Liudas Giraitis (Queen Mary University of London)
Approximations and limit theory for quadratic forms of linear processes (Abstract| PDF)
15 February Richard Samworth (University of Cambridge)
Computing the maximum likelihood estimator of a multidimensional log-concave density|
29 February Neil Shephard (Oxford-Man Institute, Oxford University)
Fitting and testing vast dimensional time-varying covariance models|



Risk and Stochastics Seminars

Please contact the seminar administrator, Natalie Dawkins| , for further information about any of these seminars. All are very welcome to attend.

18 October

Xunyu Zhou (Mathematical Institute, University of Oxford)
Behavioural Portfolio Choice and the Equity Premium Puzzle|

15 November Jérôme Barbarin (Institute of Actuarial Sciences, Catholic University of Louvain, Belgium)
Risk-Minimizing Strategies for Life Insurance Contracts with Mortality Risk|
22 November Torsten Kleinow (Department of Actuarial Mathematics and Statistics, Heriot-Watt University, Edinburgh)
Valuation and Hedging of Participating Life-Insurance Policies under Management Discretion|
29 November Andreas Milidonis (University of Manchester)
Tax Costs of Equity Capital and Social Welfare Implications for Catastrophe Insurance Reserves|
8 May Michael Monoyios (Oxford University)
Optimal hedging of basis risk under partial information|