Mathematical Methods in Insurance

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