Events

Thursday, January 28, 2016 — 4:00 PM EST

CANCELLED

Tuesday, January 26, 2016 — 4:00 PM EST

Supervised Learning Incorporating Graphical Structure among Predictors

Thursday, January 21, 2016 — 4:00 PM EST

Arbitrage and hedging with American options

We consider a financial market in discrete time where stocks are available for dynamic trading, and liquid American options are available for static trading. We assume that the American options are infinitely divisible, and can only be bought but not sold. We establish the fundamental theorem of asset pricing and the dualities for the hedging prices of European and American options, for both the case without model ambiguity and the case with non-dominated model uncertainty.

Wednesday, January 20, 2016 — 4:00 PM EST

A Marked Cox Model for IBNR Claims: Theory and Application

Incurred but not reported (IBNR) loss reserving is a very important issue for Property & Casualty (P&C) insurers. To calculate IBNR reserve, one needs to model claim arrivals and then predict IBNR claims. However, factors such as temporal dependence among claim arrivals and exposure fluctuation are often not incorporated in most of the current loss reserving models, which greatly affect the accuracy of IBNR predictions.

Thursday, January 14, 2016 — 4:00 PM EST

A Different Perspective on Statistical Invariance

Wednesday, January 13, 2016 — 4:00 PM EST

A continuous-time model for the mortality surface of multiple populations

Tuesday, January 12, 2016 — 4:00 PM EST

Personalizing Medicine: New Ideas for Dynamic Treatment Regimes

Thursday, January 7, 2016 — 4:00 PM EST

Optimal Estimation and Goodness-of-Fit Test of Coarse Structural Nested Mean Models, with Application to the Effect of one-year of HAART in HIV-Positive Patients

Wednesday, January 6, 2016 — 4:00 PM EST

Green Simulation: Reusing the Output of Simulation Experiment

Tuesday, January 5, 2016 — 4:00 PM EST

S M T W T F S
27
28
29
30
31
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
1
2
3
4
5
6
  1. 2017 (50)
    1. December (1)
    2. November (8)
    3. October (5)
    4. September (7)
    5. August (1)
    6. July (1)
    7. June (2)
    8. May (4)
    9. April (2)
    10. March (3)
    11. February (4)
    12. January (12)
  2. 2016 (44)
    1. December (2)
    2. November (4)
    3. October (4)
    4. September (5)
    5. August (2)
    6. June (5)
    7. May (3)
    8. April (1)
    9. March (5)
    10. February (3)
    11. January (10)
  3. 2015 (38)
  4. 2014 (44)
  5. 2013 (46)
  6. 2012 (44)