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March, 2013
STOCHASTIC ACTIVITY MONTH
QUEUES
& RISK
Mini
courses
March 19
+20
SUMMARY
Both queueing and risk theory are active research areas
in applied probability. Although queueing and risk models are often, via a
common underlying random walk and a duality argument, related to each other,
the two fields developed to a large extent independent of each other. Partly
this is because their application areas are different and partly because
performance measures of interest in the two fields are usually different.
We offer two mini courses by Søren Asmussen
and Hansjörg Albrecher, on March 19 +20.
Earlier in the month, the
workshop on Queues and Risk has taken place
at Eurandom.
ORGANIZERS
| Serban Badila |
TU Eindhoven |
| Onno Boxma |
TU Eindhoven |
|
Martijn Pistorius |
University of Amsterdam |
|
Jacques Resing |
TU Eindhoven |
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Minicourse by S øren Asmussen (Aarhus University)
March 19 + 20, 2013
Monte Carlo
Simulation: Case studies and applications
Asmussen is one of
the leading researchers in both queueing and insurance risk; he is, among many
other things, the author of the books Applied Probability and Queues,
Stochastic Simulation (with Peter Glynn) and Ruin Probabilities (2nd ed. jointly
with Hansjörg Albrecher), and editor-in-chief of the Journal of Applied
Probability and Advances in Applied Probability.
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Minicourse by Hansjörg
Albrecher (Université de
Lausanne)
March 19 + 20,
2013
Linking Insurance Risk and Queueing: Models and Concepts
He is one of the leading researchers in risk theory and related financial
mathematics. He is co-author of the book Ruin Probabilities (with Asmussen)
and editor of Insurance Mathematics and Economics. Besides that he is
co-editor of the European Actuarial Journal and of Statistics & Risk Modeling,
and Associate Editor of Journal of Applied Probability
and Advances in Applied Probability.
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REGISTRATION
There is no deadline for registration, but the number of places is limited. For
organizational reasons registration is obligatory for all participants.
For participants:
We have a "preferred" hotel, which can be booked at a special rate, please email
Patty Koorn
for instructions on how
to make use of this special offer.
Or you may try other hotels around
Eindhoven University of Technology (please note:
prices listed are "best available").
There are more hotel options on
the webpages of the
Tourist Information Eindhoven,
Postbus 7, 5600 AA Eindhoven.
PROGRAMME
(For both days the programme is the same)
Tuesday and Wednesday, March 19-20
| 09.45 - 10.00 |
Welcome - coffee/tea |
|
| 10.00 - 10.45 |
Soren Asmussen |
Monte Carlo
Simulation: Case studies and applications (I) |
| 10.45 - 11.00 |
Break |
|
| 11.00 - 11.45 |
Soren Asmussen |
Monte Carlo
Simulation: Case studies and applications (II) |
| 11.45 - 12.15 |
Break |
|
| 12.15 - 13.00 |
Soren Asmussen |
Monte Carlo
Simulation: Case studies and applications (III) |
| 13.00 - 14.00 |
Lunch |
|
| 14.00 - 14.45 |
Hans-Joerg Albrecher |
Linking Insurance Risk and Queueing: Models and Concepts
(I) |
| 14.45 - 15.00 |
Break |
|
| 15.00 - 15.45 |
Hans-Joerg Albrecher |
Linking Insurance Risk and Queueing: Models and Concepts
(II) |
| 15.45 - 16.15 |
Break |
|
| 16.15 - 17.00 |
Hans-Joerg Albrecher |
Linking Insurance Risk and Queueing: Models and Concepts
(III) |
Practical
information
Conference Location
The workshop location is Eurandom, Den Dolech 2, 5612 AZ
Eindhoven, METAFORUM, 4th floor, MF 12.
EURANDOM is located on the campus of
Eindhoven
University of Technology, in the
new METAFORUM building (no. 44 on the map). The university is located at
10 minutes walking distance from Eindhoven railway station (take the exit
north side and walk towards the tall building on the right with the sign TU/e).
(Google
Maps)
For all information on how to come to Eindhoven, please check
http://www.eurandom.tue.nl/contact.htm
Contact
For more information please contact
Patty Koorn,
Coordinator Eurandom
Sponsored by:
Last updated
25-04-13,
by
PK
P.O. Box 513, 5600 MB Eindhoven, The Netherlands
tel. +31 40 2478100
e-mail: info@eurandom.tue.nl
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