Anfiteatro 0:31, Departamento de Matemática Aplicada, FCUP

Monday, 4 September, 2006

Mini-curso:

In this seminar we will illustrate how problems occurring in the analysis of individual and collective risks in insurance can be formalized for specific stochastic models and subsequently solved using classical mathematical techniques, utilizing tools from probability theory, real and complex analysis as well as algebra. This includes for instance the solution of (partial) integro-differential equations, functional equations, recurrence equations and the theory of regular variation.

Sessão 1: 5 Setembro, 10h30-12h30

Sessão 2: 5 Setembro, 15h-17h

## Speaker:

Hansjoerg Albrecher Graz University of Technology & RICAM, Austrian Academy of Sciences, Linz, Austria