Numerical Analysis

Dividend payment schemes for insurance portfolios

Speaker: 

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

Date: 

Thursday, 7 September, 2006 - 09:30

Venue: 

Anfiteatro 0:31, Departamento de Matemática Aplicada, FCUP

A classical problem in collective risk theory is how to incorporate dividend payments to shareholders out of the free surplus of an insurance company. In this seminar we will give an overview of the field, describe recent developments on an intuitive level and will address the questions which...

Connection coefficients for general orthogonal polynomials

Speaker: 

Zélia da Rocha Centro de Matemática da Universidade do Porto Departamento de Matemática Aplicada Faculdade de Ciências, Universidade do Porto, Portugal email:mrdioh@fc.up.pt

Date: 

Wednesday, 28 June, 2006 - 13:30

Venue: 

Anfiteatro 0:31, Departamento de Matemática Aplicada FCUP

The connection coefficients allow to express one sequence of polynomials in terms of other one. Given any two general orthogonal polynomial sequences through of their recurrence coefficients, we present a general recursive method to compute the connection coefficients, using formal manipulation...

Quadratic decomposition of the almost symmetric orthogonal sequences

Speaker: 

Pascal Maroni Centre National de Recherche Scientifique Laboratoire Jacques-Louis Lions Université Pierre Marie Curie, Paris, France email:maroni@ann.jussieu.fr

Date: 

Wednesday, 28 June, 2006 - 11:00

Venue: 

Anfiteatro 0:31, Departamento de Matemática Aplicada FCUP

Turning over some orthogonal polynomials sets which occur in the quadratic decompositions of almost symmetric orthogonal sequences. A characterization of such sequences is given.

A Superconvergent Projection Method for Solutions of Compact Operator Equations

Speaker: 

Rekha P. Kulkarni Indian Institute of Technology, Bombaim

Date: 

Thursday, 8 June, 2006 - 10:00

Venue: 

Anfiteatro 0:30, Departamento de Matemática Aplicada FCUP

Over the last 20 years, since the publication of Sloan’s paper, various approaches have been proposed for post-processing the Galerkin solution of multi-dimensional second kind Fredholm Integral equation. These methods include the iterated Galerkin method proposed by Sloan, the Kantorovich method...

Singularity Subtraction for Spectral Computations with Weakly Singular Integral Operators

Speaker: 

Mario AHUES Laboratoire de Mathematiques, Universite de Saint-Etienne, France

Date: 

Friday, 5 May, 2006 - 10:30

Venue: 

sala ma 0:31

In this conference we shall discuss the use of the singularity subtraction technique as a method to approximate eigenvectors and eigenvalues of compact integral operators defined through a weakly singular convolution kernel. We shall give a precise definition of weak singularity and explain why...

Pages

Subscribe to RSS - Numerical Analysis