Tuesday, November 24, 2015 — 4:00 PM EST

An Overview of Variable Annuities: From Market Practice to Mathematical Fun

Over the past decade, the insurance industry in North America has gradually laid out new standards on the stochastic modeling, risk management and financial reporting of equity-linking insurance products. However, it has been widely known that the current market practice of risk assessment based on Monte Carlo simulations can be very time-consuming and costly. Many emerging problems naturally call for new solutions from both practitioners and academics.

Thursday, November 19, 2015 — 4:00 PM EST

Mixing Time of a Kinetically Constrained Process in High Dimensions at Low Density

Thursday, November 12, 2015 — 4:00 PM EST

Markov bases -- how to use them and how to compute them

To run Fisher's exact test for independence, we have to find all integer tables with prescribed row sums and column sums.  More generally, to run Fisher's exact test for graphical models, we have to find all n-way tables with prescribed marginals.  Often, it is impossible to list all such tables explicitly, but for statistical purposes it suffices to sample from this set, for example by running an MCMC algorithm using a fixed (finite) set of moves to jump from one table to the next.

Thursday, November 5, 2015 — 4:00 PM EST

Big Data, Official Statistics and Survey Science

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