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Winter Term 2012/13

Der Inhalt dieser Seite ist aktuell nur auf Englisch verfügbar.

You are cordially invited to attend the talks in the seminar room of our institute, UZA II, Level 4, 2H415, on Fridays at 9:15am.

September 7

Rob J Hyndman (Department of Econometrics and Business Statistics, Monash University, Australia):


Demographic forecasting using functional data analysis


> Abstract    


> Talk
October 19

Ludger Rüschendorf (Abteilung für Mathematische Stochastik, Albert-Ludwigs-Universität Freiburg):


Risk bounds, worst case dependence and optimal claims and contracts


> Abstract


November 16


Wolfgang Härdle (C.A.S.E. Center for Applied Statistics and Economics, School of Business and Economics, Humboldt-Universität zu Berlin):


Risk Patterns and Correlated Brain Activities. Multidimensional statistical analysis of fMRI data with application to risk patterns


> Abstract    


> Talk
November 23


Andrea Riebler (Institut für Sozial- und Präventivmedizin, Abteilung Biostatistik, Universität Zürich):


Estimation and extrapolation of time trends in multivariate registry data using Bayesian age-period-cohort models


> Abstract


> Talk
December 7


Ralf Wunderlich (Mathematisches Institut, Brandenburgische Technische Universität Cottbus):


Optimal portfolio strategies under partial information with expert opinions


> Abstract
> Talk
December 14 - TWO TALKS


9:15am - Karl Bang Christensen (Department of Biostatistics, University of Copenhagen):


Item response theory models for measuring level and change in latent variables


> Abstract
> Talk



10:30am

 - Wolfgang Runggaldier (Department of Pure and Applied Mathematics, University of Padua):


Variance reduction by conditioning in the pricing problem where the underlying is a continuous-time finite state Markov process


> Abstract    
> Talk
January 18

Norman Verhelst (Eurometrics, Tiel, The Netherlands):


Profile Analysis: A generalization of DIF analysis


> Abstract