KTH Matematik

Seminarier 2013 - Seminars 2013 19 december Björn Löfdahl Grelsson Licentiat seminarium: Stochastic modelling in disability insurance 18 december Johan Wahlström Operational Risk Modeling: Theory and Practice 18 december Yuya Suzuki Rare-event simulation with Markov Chain Monte Carlo 17 december Thorbjörn Gudmundsson Licentiat seminarium: Markov chain Monte Carlo for rare-event simulation in heavy-tailed settings 9 december Thomas Onskog Existence of pathwise unique Langevin processes on polytopes with perfect reflection at the boundary 29 november Maxim Malgrat Pricing of a “worst of” option using a Copula method 28 november Rasmus Hansén Allocation of Risk Capital to Contracts in Catastrophe Reinsurance 28 november Amarjit Budhiraja Large Deviations Results for Infinite Dimensional Small Noise Systems 25 november Thorbjörn Hovmark Portföljteori i praktiken 25 november Kristoffer Stenberg och Henrik Wikerman Evaluating Regime Switching in Dynamic Conditional Correlation 18 november Tomas Björk A Pedestrian's Guide to Local Time 11 november Anders Forsgren Optimization methods and applications 4 november Harald Lang Problem med och alternativ till Wilcoxon's rangsumme-test 28 oktober Hanspeter Schmidli Optimal Dividends and Capital Injection Problems in Non-Life Insurance 25 oktober Ilya Schmulevich Integrative Analysis and Interactive Exploration of Data from The Cancer Genome Atlas 22 oktober Ina Lundström Finding Risk Factors for Long-Term Sickness Absence Using Classification Trees 17 oktober Alvaro Moraes Hybrid Chernoff Tau-Leap 11 oktober Goran Kap och Dana Ali Statistical analysis of computer network security 30 september Junichi Imai Integrated quasi-Monte Carlo methods with dimension reduction and discontinuity realignment 27 september Takeo Murase Interest rate risk - using benchmark shifts in a multi-hierarchy paradigm 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 Till Matematisk Statistik To Mathematical Statistics

Sidansvarig: Gunnar Englund Uppdaterad: 20-02-2007