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European Institute for Statistics, Probability, Stochastic Operations Research
and their Applications

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March, 2013

STOCHASTIC ACTIVITY MONTH

 QUEUES & RISK

 

Mini courses

March 19 +20

    

SUMMARY REGISTRATION SPEAKERS

PROGRAMME

ABSTRACTS


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 Sren Asmussen and Hansjrg 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 Sren 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 Hansj
rg Albrecher), and editor-in-chief of the Journal of Applied Probability and Advances in Applied Probability.

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Minicourse by Hansjrg Albrecher (Universit 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