KTH Matematik

Seminarier - Seminars 28 oktober Hanspeter Schmidli Optimal Dividends and Capital Injection Problems in Non-Life Insurance 30 september Junichi Imai TBA 16 september Christophe Pouet Varying mixing weights model 25 juni Laura Kremer Assessment of a credit Value-at-Risk for corporate credits 14 juni Daniel Krebs Pricing a basket option when volatility is capped using affine jump-diffusion models 27 maj Heloise de Sauvage Analysis and comparison of capital allocation techniques in an insurance context 27 maj Fredrik Dacke Non-local means denoising of projection images in cone beam computed tomography 17 maj Ali Hamdi Some aspects of optimal switching and pricing Bermudan options. (Doctoral thesis) 16 maj Lasse Leskelä Hard-core thinnings of germ–grain models with power-law grain sizes 16 maj Luis H. R. Alvarez Esteban Investment and Liquidity under Uncertainty 13 maj André Eriksson Anomaly Detection in Machine Generated Data: A Structured Approach 25 april Serik Sagitov Phylogenetic confidence intervals for the optimal trait value 18 mars Vassili Kolokoltsov Stochastic monotonicity and duality 12 mars Noah Clason Forecasting Euro Area Inflation By Aggregating Sub-components 25 februari Pierre Nyquist Large deviations for weighted empirical measures and processes arising in importance sampling. (Licentiate thesis) 22 februari Benjamin Dastmard A Statistical analysis of the connection between test results and field claims for ECUs in vehicles 20 februari kl. 16:15 rum 3733 Renée Blomberg Who is granted disability benefit in Sweden? 12 februari Karl Birkholz Annuity Divisor - comparison between different computational methods 11 februari Stig Larsson Numerical approximation of stochastic evolution PDEs 4 februari Peter Helgesson The War of Attrition in the Limit of Infinitely Many Players 14 januari Kristoffer Lindensjö Derivative pricing when assets and forward interest rates are driven by jump-diffusions 10 januari Björn Torell Name concentration risk and pillar 2 compliance - the granularity adjustment Seminarier under 2012 Seminarier under 2011 Seminarier under 2010 Seminarier under 2009 Seminarier under 2008 Seminarier under 2007 Seminarier under 2006 Seminarier under 2005 Seminarier under 2004 Seminarier under 2003 Seminarier under 2002 Seminarier under 2001 Seminarier under 2000 Seminarier under 1999 Seminarier under 1998 Seminarier under 1997 Seminarier under 1996 Till Matematisk Statistik To Mathematical Statistics

Sidansvarig: Filip Lindskog Uppdaterad: 12/01-2008