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“Multidimensional Queues, Risk, and Finance”

Oct 1 - Oct 3

Summary

The aim of the “Multidimensional Queues, Risk, and Finance” workshop is to bring together researchers from several fields within applied probability theory. The overarching theme is multidimensional stochastic analysis, including topics in queueing networks, limit order books and (re)insurance. A wide range of methods and techniques will be presented: exact, approximate, asymptotic and simulation.

Organizers

Onno Boxma TU Eindhoven
Stella Kapodistria TU Eindhoven
David Koops University of Amsterdam

Speakers

Keynotes

Hansjörg Albrecher Université de Lausanne
Søren Asmussen Aarhus University
Frank Kelly University of Cambridge
Costis Maglaras Columbia University
Zbigniew Palmowski Wroclaw University of Science and Technology
Jamol Pender Cornell University
Ioane Muni Toke Centrale Supélec

Invited (confirmed)

Richard Boucherie University of Twente
Xinyun Chen Wuhan University
Corina Constantinescu University of Liverpool
Esther Frostig University of Haifa
Jevgenijs Ivanovs Aarhus University
Roger Laeven University of Amsterdam
M. Mayank TU Eindhoven
Joshua Reed New York University
Seva Shneer Heriot-Watt University
Erik Tornij NN Group (Insurance)
Erik Winands University of Amsterdam & Rabobank

Programme

Tentative programme

Abstracts

t.b.a.

Registration

Link to online registration form: REGISTRATION

Practical Information

Information on travel, location etc. : INFORMATION

Details

Start:
Oct 1
End:
Oct 3
Event Category:

Venue

Eurandom
Metaforum
Eindhoven, Netherlands
+ Google Map
Website:
https://www.tue.nl/en/university/departments/mathematics-and-computer-science/