Browsing Workshops 2008 by MSC "91"

Now showing items 1-2 of 2

    • 0807b - Mini-Workshop: Mathematics of Solvency 

      [OWR-2008-7] Workshop Report 2008,7 (2008) - (10 Feb - 16 Feb 2008)
      The discussion on solvency regulation for financial institutions, in particular the demand for appropriate risk measures, led to an axiomatic approach (coherent risk measures, Artzner et a. (2004)) which is now generally ...

    • 0805 - Stochastic Analysis in Finance and Insurance 

      [OWR-2008-4] Workshop Report 2008,4 (2008) - (27 Jan - 02 Feb 2008)
      This workshop brought together, from all over the world, leading experts and a large number of younger researchers in stochastic analysis and mathematical finance. During a very intense week, participants exchanged many ...