Activities per year
Activities
- 16 results
Search results
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Ruin probabilities driven by a Markovian Hawkes process
Simon Pojer (Speaker)
10 Mar 2023Activity: Talk or presentation › Talk at conference or symposium › Science to science
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Exact asymptotics of ruin probabilities with linear Hawkes arrivals
Simon Pojer (Speaker)
19 Sept 2023Activity: Talk or presentation › Talk at conference or symposium › Science to science
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Numerical methods for PDMP risk models
Lea Maria Enzi (Speaker)
2 Feb 2023Activity: Talk or presentation › Talk at conference or symposium › Science to science
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Practical Aspects of a Mean-Field LMM
Stefan Michael Thonhauser (Speaker)
4 Jul 2023 → 7 Jul 2023Activity: Talk or presentation › Talk at conference or symposium › Science to science
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Computational methods for PDMP type risk models
Lea Maria Enzi (Speaker)
5 Jul 2023Activity: Talk or presentation › Talk at conference or symposium › Science to science
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Asymptotic behaviour of ruin probabilities driven by a Markovian Hawkes process
Simon Pojer (Speaker)
1 Feb 2023Activity: Talk or presentation › Talk at conference or symposium › Science to science
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The Markovian Hawkes model: ruin probabilities and their asymptotic behaviour
Simon Pojer (Speaker)
5 Jul 2023Activity: Talk or presentation › Talk at conference or symposium › Science to science
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Numerical Approximations of Gerber-Shiu Functions in a Markovian Shot-Noise Environment
Simon Pojer (Speaker)
25 May 2022Activity: Talk or presentation › Talk at conference or symposium › Science to science
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Option pricing and regularity of payoffs
Stefan Michael Thonhauser (Speaker)
21 Jul 2022Activity: Talk or presentation › Talk at conference or symposium › Science to science
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Numerical methods for risk functionals
Lea Maria Enzi (Speaker)
21 Jul 2022Activity: Talk or presentation › Talk at conference or symposium › Science to science
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Risk models driven by marked Hawkes processes
Simon Pojer (Speaker)
9 Sept 2022Activity: Talk or presentation › Talk at conference or symposium › Science to science
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Numerical Approximation of Gerber-Shiu Functions in a Markovian Shot-Noise Model
Simon Pojer (Speaker)
18 Mar 2022Activity: Talk or presentation › Talk at conference or symposium › Science to science
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Ruin Probabilities in a Markovian Shot-Noise Environment
Simon Pojer (Speaker)
5 Jul 2021Activity: Talk or presentation › Talk at conference or symposium › Science to science
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Mean field extension of LIBOR market model
Stefan Michael Thonhauser (Speaker)
7 Jul 2021Activity: Talk or presentation › Talk at conference or symposium › Science to science
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Ruin Probabilities in a Markovian Shot-Noise Environment
Simon Pojer (Speaker)
29 Sept 2021Activity: Talk or presentation › Talk at conference or symposium › Science to science
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PDMPs in risk theory and QMC integration I, II & III
Stefan Michael Thonhauser (Speaker)
2 Nov 2020 → 6 Nov 2020Activity: Talk or presentation › Talk at conference or symposium › Science to science