Risk and Statistics - 2nd ISM-UUlm Joint Workshop

Speakers of the 2nd ISM-UUlm Joint Workshop.

List of Speakers

"Particle-based estimation of McKean-Vlasov diffusion"

Faculty of Mathematics, Applied Probability

Duisburg-Essen University

Mail

Website

Denis Belomestny

"Innovative retirement plans"

Head of the Institute of Insurance Science

Ulm University

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Website

 

An Chen

"Preservation of strong mixing and weak dependence under renewal sampling"

Postdoc

Ulm University

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Website

Imma Curato

"Computation of clinch and elimination numbers in league sports based on integer programming"

Research Organization of Information and Systems

Institute of Statistical Mathematics

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Website

"Convergence analysis of adaptive Bayesian quadrature"

Max Planck Institute for Intelligent Systems - Probabilistic Numerics

Tübingen University

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Website

Motonobu Kanagawa

"Applications of bivariate Generalized Pareto distribution and the threshold choice"

Nagayo Institute of Technology

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"Perturbation of the expected Minkowski functional and its applications"

Research Organization of Information and Systems

Institute of Statistical Mathematics

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Website

Satoshi Kuriki

"Sampling, embedding and inference for CARMA processes"

Head of the Institute of Mathematical Finance

Ulm University

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Website

Alexander Lindner

"Change-point methods for anomaly detection in fibrous media"

Postdoc

Ulm University

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Website

Vitalii Makogin

"Bivariate CARMA models"

Faculty of Economics

Tohoku University

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Website

"Cluster-based discrimination of foreshocks for earthquake prediction"

Research Organization of Information and Systems

Institute of Statistical Mathematics

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Website

"Local asymptotic mixed normality for multi-dimensional integrated diffusion processes"

Research Organization of Information and Systems

Institute of Statistical Mathematics

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Website

Teppei Ogihara

"Optimal estimation of certain random quantities"

Department of Mathematics

Aarhus University

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Mark Podolskij

"Return smoothing and risk sharing elements in life insurance from a client perspective"

Postdoc

Ulm University

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Website

Stefan Schelling

"New Coupling Results for Lévy- and Lévy-type Processes"

TU Dresden

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Rene Schilling

"Probabilistic prediction of solar power supply to distribution networks, using global radiation forecasts"

Institute of Stochastics

Ulm University

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Volker Schmidt

"Subexponential densities of infinitely divisible distributions"

Research Organization of Information and Systems

Institute of Statistical Mathematics

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Website

"Long range dependence for heavy-tailed random fields"

Head of the Institute of Stochastics

Ulm University

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Website

Evgeny Spodarev

"On dynamic deviation measures and continuous-time portfolio optimisation"

Institute of Insurance Science

Ulm University

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Website

"Weak dependence of (renewal sampled) mixed moving average processes and applications"

Head of the Institute of Mathematical Finance

Ulm University

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Website

Robert Stelzer

"Bootstrap method for continuous time models"

Research Organization of Information and Systems

Institute of Statistical Mathematics

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Website

"Inference for periodic Ornstein-Uhlenbeck processes driven by fractional Brownian motion"

Fakultät für Mathematik

TU Dortmund

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Website