| Date |
Speaker(s) |
Title |
Place |
| Oct. 9, 2010 |
Prof. Dr. Uwe Schmock |
Presentation of the Christian Doppler Laboratory
for Portfolio Risk Management: Overview of its Activities and Outlook |
Five-Year Evaluation of PRisMa Lab, TU Vienna, Austria |
| Oct. 9, 2010 |
Prof. Dr. Uwe Schmock |
On
the Asymptotic Variance of the Estimator of Kendall's Tau |
Five-Year Evaluation of PRisMa Lab, TU Vienna, Austria |
| Sept. 11, 2010 |
Prof. Dr. Uwe Schmock |
Modelling and Estimation of Stochastic Dependence |
101. Annual Meeting of the Swiss Association of Actuaries, St. Gallen, Switzerland |
| June 17, 2010 |
Prof. Dr. Uwe Schmock |
On
the Asymptotic Variance of the Estimator of Kendall's Tau |
14th International
Congress on Insurance: Mathematics and Economics, Toronto, Canada |
| June 10, 2010 |
Prof. Dr. Uwe Schmock |
Report on Education and
Continuing Professional Development |
General Assembly 2010 of the AVÖ,
Hotel Modul, Vienna, Austria |
| May 5, 2010 |
Prof. Dr. Uwe Schmock |
On
the Asymptotic Variance of the Estimator of Kendall's Tau |
Fifth General
Conference on Advanced Mathematical Methods in Finance, Bled, Slovenia |
| March 15, 2010 |
Prof. Dr. Uwe Schmock |
Generalization of
the Dybvig-Ingersoll-Ross Theorem and Asymptotic Minimality |
MathFinance Conference, Frankfurt, Germany |
| Oct. 1, 2009 |
Prof. Dr. Uwe Schmock |
Numerisch
stabile Verallgemeinerung der Panjer-Rekursion und Anwendung auf abhängige Kreditrisiken |
Studierendenkonferenz 2009 der DMV,
University of Bochum, Germany |
| July 24, 2009 |
Prof. Dr. Uwe Schmock |
Mit welcher Strategie hast Du am Glücksrad Erfolg? |
Workshop, Kinder-Uni Wien,
TU Vienna, Vienna, Austria |
| July 22, 2009 |
Prof. Dr. Uwe Schmock |
Mit welcher Strategie hast Du am Glücksrad Erfolg? |
Workshop, Kinder-Uni Wien,
TU Vienna, Vienna, Austria |
| May 28, 2009 |
Prof. Dr. Uwe Schmock |
Mathematik und Kreditrisiken |
WWTF Mathematik und ... Tag 2009,
Urania Dachsaal, Vienna, Austria |
| May 19, 2009 |
Prof. Dr. Uwe Schmock
(with Prof. Dr. Franz X. Hof
and Prof. Dr. Josef Teichmann) |
Anmerkungen
zum finanziellen Risikomanagement |
TU-Forum,
TU Vienna, Vienna, Austria |
| May 8, 2009 |
Prof. Dr. Uwe Schmock |
Generalization of
the Dybvig-Ingersoll-Ross Theorem and Asymptotic Minimality |
4th General Conference
on Advanced Mathematical Methods for Finance (AMaMeF),
Rica Parken Hotel,
Ålesund, Norway |
| Jan. 27, 2009 |
Prof. Dr. Uwe Schmock |
Investitionsstrategien
für das virtuelle Glücksrad |
FIT Wien,
TU Vienna, Austria |
| Dec. 17, 2008 |
Prof. Dr. Uwe Schmock |
Generalization of
the Dybvig-Ingersoll-Ross Theorem and Asymptotic Minimality |
Quantitative Methods in Finance Conference (QMF) 2008,
Amora Hotel, Sydney, Australia |
| Dec. 15/16, 2008 |
Prof. Dr. Uwe Schmock |
Modelling
and Numerical Aggregation of Risks (with Applications to Credit and Operational Risks) |
Two-Day Practitioner Workshop at QMF 2008,
Amora Hotel, Sydney, Australia |
| Dec. 3, 2008 |
Prof. Dr. Uwe Schmock |
Generalization of
the Dybvig-Ingersoll-Ross Theorem and Asymptotic Minimality |
Special
Semester on Stochastics with Emphasis on Finance,
Concluding Workshop,
RICAM, Linz, Austria |
| June 25, 2008 |
Prof. Dr. Uwe Schmock |
A Generalization of Panjer's Recursion and Numerically Stable Risk Aggregation |
International
Workshop on Credit Risk,
Université d'Evry Val d'Essonne, France |
| May 5, 2008 |
Prof. Dr. Uwe Schmock |
A
Generalization of Panjer's Recursion and Numerically Stable Risk Aggregation |
Third
General AMaMeF Conference,
University of Piteṣti, Romania |
| May 3, 2008 |
Prof. Dr. Uwe Schmock |
Introduction to Model and Credit Risk (3h course) |
Executive
MBA Mergers & Acquisitions,
TU Vienna, Austria |
| Jan. 23, 2008 |
Prof. Dr. Uwe Schmock |
Risk
Aggregation, Numerical Stability and a Variation of Panjer's Recursion |
Winter
School on Mathematical Finance,
CongresHotel De Werelt, Lunteren,
The Netherlands |
| Nov. 12, 2007 |
Prof. Dr. Uwe Schmock |
Aggregation
von Risiken und eine Modifikation der Panjer-Rekursion |
Versicherungsmathematisches
Kolloquium,
Mathematical Institute of the
University of Cologne, Germany |
| Sept. 28, 2007 |
Prof. Dr. Uwe Schmock |
Dependence
Properties of Dynamic Credit Risk Models |
Workshop:
Models of Credit and Operational Risks in the Financial Sector,
Free University of Bozen - Bolzano, Italy |
| Sept. 24, 2007 |
Prof. Dr. Uwe Schmock |
Presentation of the Christian Doppler Laboratory
for Portfolio Risk Management and its Activities |
TU Vienna, Austria |
| July 23, 2007 |
Prof. Dr. Uwe Schmock |
Dependence
Properties of Dynamic Credit Risk Models |
5th
Conference on Extreme Value Analysis,
University of Bern, Switzerland |
| May 17, 2007 |
Prof. Dr. Uwe Schmock |
Introduction to Model and Credit Risk (3h course) |
Executive
MBA Mergers & Acquisitions,
TU Vienna, Austria |
| May 10, 2007 |
Prof. Dr. Uwe Schmock |
Dependence
Properties of Dynamic Credit Risk Models |
Joint Seminar on
Financial and Actuarial Mathematics,
LMU
and TU Munich, Germany |
| May 3, 2007 |
Prof. Dr. Uwe Schmock |
Dependence
Properties of Dynamic Credit Risk Models |
Advances in Mathematics of Finance,
Second General AMaMeF Conference,
Stefan Banach
International Mathematical Center,
Bedlewo, near Poznan, Poland |
| March 23, 2007 |
Prof. Dr. Uwe Schmock |
Efficient
and Numerically Stable Aggregation of Dependent Risks |
Bank Austria Creditanstalt, Vienna, Austria |
| Feb. 19, 2007 |
Prof. Dr. Uwe Schmock |
Efficient
and Numerically Stable Aggregation of Dependent Risks |
Recent Developments
in Financial and Insurance Mathematics and the Interplay with the Industry,
Mathematisches Forschungsinstitut Oberwolfach, Germany |
| Jan. 30, 2007 |
Prof. Dr. Uwe Schmock |
Investitionsstrategien
für das virtuelle Glücksrad |
FIT Wien,
TU Vienna, Austria |
| Jan. 16, 2007 |
Prof. Dr. Uwe Schmock |
Large and Moderate Deviations of U-Empirical Measures:
The Quest for the Best Topology |
University of Karlsruhe, Germany |
| Nov. 9, 2006 |
Prof. Dr. Uwe Schmock |
Modelling
and Aggregation of Dependent Credit or Operational Risks |
TU Berlin, Germany |
| Oct. 20, 2006 |
Prof. Dr. Uwe Schmock |
Modelling
and Aggregation of Dependent Credit or Operational Risks |
Risk Day 2006,
ETH Zürich, Switzerland |
| Oct. 3, 2006 |
Prof. Dr. Uwe Schmock |
Forschungsprojekte
im Bereich des finanziellen Risikomanagements |
Informationsveranstaltung
Unternehmensweites Risikomanagement des Außeninstituts
der TU Wien in der
Wirtschaftkammer Wien, Austria |
| Sept. 25, 2006 |
Prof. Dr. Uwe Schmock |
Modelling
and Aggregation of Dependent Credit or Operational Risks |
Financial Engineering
& Risk Management 2006,
University of Vienna, Austria |
| April 23-25, 2006 |
Prof. Dr. Uwe Schmock,
DI Richard Warnung
|
Modelling
Dependent Credit Risks with Extensions of CreditRisk+
and Application to Operational Risk
(8-hour course) |
Preconference
Workshop on Risk Analysis
and Management,
Side Resort Hotel,
Side, Antalya, Turkey |
| Feb. 28, 2006 |
Prof. Dr. Uwe Schmock |
Studying
Financial and Actuarial Mathematics at the University of Technology Vienna |
Workshop on Actuarial Education in Austria,
TU Wien, Austria |
| Oct. 7, 2005 |
Prof. Dr. Uwe Schmock |
Presentation of the Proposed Christian Doppler
Laboratory for Portfolio Risk Management |
Christian Doppler Research Association,
Weyringergasse 33/3, 1040 Vienna, Austria |
| June 25, 2005 |
Prof. Dr. Uwe Schmock |
Die
neue Rentenversicherungssterbetafel AVÖ 2005R |
DGVFM Workshop,
Mathematisches Forschungsinstitut Oberwolfach,
Deutschland |
| June 8, 2005 |
Prof. Dr. Uwe Schmock |
Models for Dependent Credit Risks and Their Calibration |
Weierstrass Institute for Applied Analysis
and Stochastics,
Berlin, Deutschland |
| Feb. 26, 2005 |
Prof. Dr. Uwe Schmock |
Models for Dependent Credit Risks and Their Calibration |
Cherry Bud Workshop 2005,
Keio University,
Yagami campus, Japan |
| Jan. 11, 2005 |
Prof. Dr. Uwe Schmock |
Studying
Actuarial Mathematics at the Vienna University of Technology |
Evaluation of the Department of Mathematics,
Vienna University of Technology, Austria |
| Oct. 28/29, 2004 |
Prof. Dr. Uwe Schmock |
Dependent Credit Risk Models and their Calibration |
Workshop
on Advanced Mathematical Methods for Finance,
Munich University of Technology, Germany |
| Sept. 23, 2004 |
Prof. Dr. Uwe Schmock |
An
Introduction to Risk Measures and Capital Allocation Principles |
Workshop on Asset Liability Management
in Insurance,
TU Wien, Austria |
| Aug. 31, 2004 |
Prof. Dr. Uwe Schmock |
Einführung in die Kreditrisikomodellierung |
Workshop of the
German Actuarial Academy,
Schloss Reisensburg,
Günzburg, Germany |
| July 12, 2004 |
Prof. Dr. Uwe Schmock,
Severin Resch |
Numerically Stable Computation of the Credit Loss Distribution in CreditRisk+ |
Half-day workshop at the
Österreichische Nationalbank, Austria |
| July 8-9, 2004 |
Prof. Dr. Uwe Schmock,
Prof. Dr. J. Teichmann
|
Grundzüge der modernen Finanzmathematik |
Two-day workshop of the
ÖFdV,
Hotel Modul, Vienna, Austria |
| June 7, 2004 |
Prof. Dr. Uwe Schmock |
Introduction to Credit Risk Modelling |
Departamento de Matemática,
Universidade Nova de Lisboa, Portugal |
| April 19, 2004 |
Prof. Dr. Uwe Schmock |
Einführung in die Kreditrisikomodellierung |
Wissenswertes
aus der Mathematik,
Vienna University of Technology, Austria |
| March 26, 2004 |
Prof. Dr. Uwe Schmock |
Introduction to CreditRisk+ |
Half-day workshop at the
Österreichische Nationalbank, Austria |
| March 19, 2004 |
Prof. Dr. Uwe Schmock |
Bernoulli and Poisson Mixture Models |
Half-day workshop at the
Österreichische Nationalbank, Austria |
| Nov. 26, 2003 |
Prof. Dr. Uwe Schmock |
Modelling Dependent Credit Risks with Mixture Models |
Research Seminar
of the Institute for Econometics, Operations Research and System Theory,
Vienna University of Technology, Austria |
| Nov. 10, 2003 |
Prof. Dr. Uwe Schmock |
Fixed Income Securities, Yield Curves and Stochastic Interest Rate Models |
Workshop on the Modelling of Stock Markets,
organised by the
Actuarial Association of Austria,
Hotel Modul, Vienna,
Austria |
| Oct. 13, 2003 |
Prof. Dr. Uwe Schmock |
Fixed Income Securities, Yield Curves and Stochastic Interest Rate Models |
Workshop on the Modelling of Stock Markets,
organised by the
Actuarial Association of Austria,
Hotel Modul, Vienna,
Austria |
| Oct. 9, 2003 |
Prof. Dr. Uwe Schmock |
Modelling Dependent Credit Risks with Mixture Models |
Wirtschaftstheoretisches
Forschungsseminar,
University of Vienna, Austria |
| Oct. 2, 2003 |
Prof. Dr. Uwe Schmock |
Modelling Dependent Credit Risks |
Workshop on Financial
and Actuarial Mathematics,
Department of Mathematics,
Graz University of Technology, Austria |
| Sept. 22-26, 2003 |
Prof. Dr. Uwe Schmock |
Modelling Frequency and Severity of Rare Events |
Six-hour presentation at the
Summer School
on Stochastic Finance for Insurance,
Dimitsana, Arcadia, Greece
(pictures) |
| Modelling Dependent Credit Risks |
| July 16-18, 2003 |
Prof. Dr. Uwe Schmock |
Workshop on Practical Techniques and Strategies for Managing Model Risk |
Three-Day Single-Speaker Workshop, Brit Training,
Leriba Lodge, Centurion, South Africa |
| June 12, 2003 |
Prof. Dr. Uwe Schmock |
Financial Sciences in Zürich
and the Master of Advanced Studies in Finance |
Evaluation of the
Strategic Excellence Projects
by the ETH Board,
University of Zürich,
Switzerland |
| June 2, 2003 |
Prof. Dr. Uwe Schmock |
Presentation as New Professor at the Vienna University of Technology |
Reception of the Rector
of the Vienna University of Technology,
Austria |
| Feb. 6, 2003 |
PD Dr. Uwe Schmock |
Modelling Credit Risks with Mixture Models |
Séminaire du Laboratoire de Finance-Assurance,
Malakoff, Paris, France |
| Feb. 5, 2003 |
PD Dr. Uwe Schmock |
Optional Courses and Areas of Specialization within the
Master of Advanced Studies in Finance |
ETH Zürich,
Switzerland |
| Jan. 16, 2003 |
PD Dr. Uwe Schmock |
Mixture Models for Dependent Credit Risks |
Z-Quants Workshop VII, Credit Risk,
Zürcher Kantonalbank, Stettbach,
Switzerland |
| Nov. 15, 2002 |
PD Dr. Uwe Schmock |
Modelling Dependent Credit Risks with Mixture Models |
University of Bochum, Germany |
| Nov. 8, 2002 |
PD Dr. Uwe Schmock |
Studiengang Master of Advanced Studies in Finance |
Workshop Wirtschaftsmathematik,
organized by TU Darmstadt at
EUMETSAT, Darmstadt |
| Oct. 18, 2002 |
PD Dr. Uwe Schmock |
Presentation of the New Master of Advanced Studies in Finance |
Risk Day 2002,
ETH Zürich |
| Oct. 18, 2002 |
PD Dr. Uwe Schmock |
How an Insurance Company Loses Its Capital Given Ruin Occures |
Risk Day 2002,
ETH Zürich |
| Aug. 5, 2002 |
PD Dr. Uwe Schmock |
Modelling Dependent Credit Risks within Homogeneous Groups |
Istituto Nazianale di Alta Matematica (INdAM),
Summer Meeting of the Junior Scholars,
Università di Perugia, Italy |
| June 10, 2002 |
Dr. Uwe Schmock |
Practical Techniques and Strategies for Managing Model Risk
(half-day pre-congress seminar) |
Risk 2002 USA,
Boston, USA |
| May 23, 2002 |
Dr. Uwe Schmock |
Dealing with Dangerous Digitals |
4.
Minisymposium on Stochastic Methods in Financial Models,
Centro Stefano Franscini,
Monte Verità, Ascona |
| May 1, 2002 |
Dr. Uwe Schmock |
Modelling Dependent Credit Risks with Mixture Models |
XXX Euro Working Group
for Financial Modeling Meeting, Capri, Italy |
| April 24, 2002 |
Dr. Uwe Schmock |
Valuation of Exotic Options
under Shortselling Constraints |
Invited talk,
First Scientific
Conference on Insurance and Finance, Weimar |
| April 4, 2002 |
Dr. Uwe Schmock |
Term Structure Models for Credit Risks |
Frankfurt
MathFinance Workshop |
| March 15, 2002 |
Dr. Uwe Schmock |
Modellierung abhängiger
Kreditrisiken |
Seminar on
Financial and Actuarial Mathematics,
TU Vienna |
| March 14, 2002 |
Dr. Uwe Schmock |
Modelling Dependent Credit Risks |
8. Ökonometrie
Workshop,
Universität Karlsruhe |
| Dec. 14, 2001 |
Dr. Uwe Schmock |
Modelling Dependent Credit Risks
with Mixture Models |
Universität Zürich |
| Dec. 10, 2001 |
Dr. Uwe Schmock |
Term Structure Models for Credit Risks |
ETH Zürich |
| Oct. 11, 2001 |
Dr. Uwe Schmock |
Modelling Dependent Credit Risks |
SVOR/ASRO/RiskLab Tutorial, Thun, Switzerland |
| Sep. 20, 2001 |
Dr. Uwe Schmock |
Mathematical Models for Operational Risk
(contribution to panel discussion) |
Seminar Operational Risk,
Zürcher Kantonalbank,
Hauptsitz ZKB |
| Aug. 7, 2001 |
Dr. Uwe Schmock |
Integrated Risk Management (one-day course) |
FAME
Certificate, Lausanne |
| July 18, 2001 |
Dr. Uwe Schmock |
Modelling Dependent Credit Risks |
Actuarial Seminar, Zurich Re,
Switzerland |
| July 10, 2001 |
Dr. Uwe Schmock |
Mischmodelle für abhängige Kreditrisiken |
Universität
Ulm, Germany |
| June 29, 2001 |
Dr. Uwe Schmock |
Rangabhängige
moderate Abweichungen für U-empirische Maße in starken
Topologien |
Mathematisches Institut,
Universität zu Köln,
Germany |
| June 22, 2001 |
Dr. Uwe Schmock |
Stochastische Modelle in der Finanzwelt |
Eröffnungsfeier IDP,
Zürcher Hochschule Winterthur,
Switzerland |
| June 12, 2001 |
Dr. Uwe Schmock |
Analysing the Practical Applications of Extreme Value Theory
for Risk Management |
RISK
2001 USA, Boston |
| May 9, 2001 |
Dr. Uwe Schmock |
Bewertung
exotischer Optionen bei Leerverkaufsbeschränkungen |
Universität
Hamburg, Germany |
| May 8, 2001 |
Dr. Uwe Schmock |
Mean-Variance
Portfolio Theory |
ETH Zürich |
| April 26, 2001 |
Dr. Uwe Schmock |
Modelling Dependent Credit Risks |
Frankfurter
MathFinance-Kolloquium,
Goethe Universität |
| April 12, 2001 |
Dr. Uwe Schmock |
A
Case Study in Financial Engineering: Securitization of Insurance Risk |
Rechnergestützte Wissenschaften,
ETH Zürich |
| April 10, 2001 |
Dr. Uwe Schmock |
Fixed-Income
Securities |
ETH Zürich |
| Mar. 12, 2001 |
Dr. Uwe Schmock |
Securitization and Model Risk
(an intensive one-day course) |
Fac. de Sciences
Economiques et de Gestion, Strasbourg, Frankreich |
| Feb. 8 - 9, 2001 |
Prof. Rüdiger
Frey,
Dr. Alexander McNeil,
Dr. Uwe Schmock |
Théorie
des valeurs extrêmes (TVE) et ses applications
à la gestion des risques (two-day workshop) |
AXA
Corporate Solutions
4, rue Jules Lefevre,
75009 Paris, France |
| Jan. 18, 2001 |
Dr. Uwe Schmock |
Bewertung
exotischer Optionen bei Leerverkaufsbeschränkungen |
Fachgebiet
Mathematik und Informatik,
Universität
Gießen, Germany |
| Dec. 18, 2000 |
Dr. Uwe Schmock |
Kapitalzuteilung und risikoberichtigter Ertrag für ein
Versicherungsmodell |
Institut
für Versicherungswissenschaft,
Universität zu Köln,
Germany |
| Dec. 5, 2000 |
Dr. Uwe Schmock |
Valuation of Exotic Options
under Shortselling Constraints |
Quantitative
Methods in Finance & Bernoulli Society 2000 Conference,
Manly, Sydney, Australia |
| Dec. 4, 2000 |
Prof. Rüdiger
Frey,
Dr. Alexander McNeil,
Dr. Uwe Schmock |
Workshop
on Extreme Value Theory with Applications to Risk
Management (one-day workshop) |
Manly
Pacific Parkroyal Hotel, Manly, Sydney, Australia |
| Nov. 12, 2000 |
Dr. Uwe Schmock |
Model
Risk and Securitization Problems in Insurance |
2000 Annual meeting
of the American Actuarial Society,
JW Marriott Hotel,
Washington, D.C. |
| Oct. 20, 2000 |
Dr. Uwe Schmock |
Modelling Dependent Credit Risks with Beta Mixture Models |
Risk
Day 2000, Zürich |
| Sept. 22, 2000 |
Dr. Uwe Schmock |
Valuation of Exotic Options
under Shortselling Constraints |
INRIA
Sophia-Antipolis, France |
| Sept. 11, 2000 |
Dr. Uwe Schmock |
Allocation of Risk Capital and Expected Risk-Adjusted Return |
Zurich International Actuarial Conference, Arosa |
| July 4, 2000 |
Dr. Uwe Schmock |
Kapitalzuteilung und risikoberichtigter Ertrag |
Technische Universität München |
| June 20, 2000 |
Dr. Uwe Schmock |
Allocation of Risk Capital and Expected Risk-Adjusted Return |
Conference of "New Developments in Market and Credit Risk
Measurement Methods", Monte Verita, Ascona |
| May 19, 2000 |
Dr. Uwe Schmock |
Valuation of Exotic Options
under Shortselling Constraints |
USI Finance Seminar,
Lugano |
| April 19, 2000 |
Dr. Uwe Schmock |
Rank-Dependent
Moderate Deviations of U-Empirical Measures |
Seminar on
Stochastic Processes, Universität Zürich |
Feb. 17, 18;
March 13, 14, 2000 |
Dr. Uwe Schmock |
Interest Rate Models
(a 16-hour course) |
Fac. de Sciences
Economiques et de Gestion, Strasbourg, Frankreich |
| Feb. 10, 2000 |
Dr. Uwe Schmock |
Bewertung exotischer
Optionen bei Leerverkaufsbeschränkungen |
Technische Universität München |
| Jan. 13, 2000 |
Dr. Uwe Schmock |
Bewertung exotischer
Optionen bei Leerverkaufsbeschränkungen |
Universität Freiburg, Deutschland |
| Dec. 3, 1999 |
Dr. Uwe Schmock |
Model
Risk |
USI Finance Seminar,
Lugano |
| Nov. 24, 1999 |
Dr. Uwe Schmock |
Valuation of Exotic Options
under Shortselling Constraints |
Swiss
Probability Seminar, Universität Bern |
| Nov. 15, 1999 |
Dr. Uwe Schmock |
Bewertung exotischer
Optionen bei Leerverkaufsbeschränkungen |
Universität Linz, Austria |
| Nov. 4, 1999 |
Dr. Uwe Schmock |
Modellrisiken |
Ecofin, Zürich |
| Oct. 22, 1999 |
Dr. Uwe Schmock |
Allocation of Risk Capital and Performance Measurement |
Risk
Day 1999, Zürich |
Oct. 7, 8, 20;
Nov. 8, 1999 |
Dr. Uwe Schmock |
Securitization and Model Risk
(a 16-hour course) |
Fac. de Sciences
Economiques et de Gestion, Strasbourg, Frankreich |
| Sep. 7, 1999 |
Dr. Uwe Schmock |
Allocation of Risk Capital |
Conference on Risk Theory,
Oberwolfach, Germany |
| July 17, 1999 |
Dr. Uwe Schmock |
Allocation of Risk Capital |
Conference on Quantitative Methods in Finance 1999,
Sydney, Australia |
| June 24, 1999 |
Dr. Uwe Schmock |
Das Modellrisiko bei der Verbriefung von Versicherungsrisiken |
Kolloquium des
Mathematischen Instituts der
Universität Basel |
| June 23, 1999 |
Dr. Uwe Schmock |
Perspektiven für das Finanz-Kompetenzzentrum RiskLab |
Credit Suisse,
Nüschelerstr. 1, Zürich |
| April 16, 1999 |
Dr. Uwe Schmock |
Rankabhängige
moderate Abweichungen für U-empirische Maße in starken Topologien |
Kolloquium für Statistik, Universität Bern |
| Dec. 11, 1998 |
Dr. Uwe Schmock |
Modellwahl
bei der Verbriefung von Versicherungsrisiken |
Olsen & Associates,
Zürich,
Switzerland |
| Dec. 3, 1998 |
Dr. Uwe Schmock |
Modellwahl
bei der Verbriefung von Versicherungsrisiken |
Zürcher Kolloquium über anwendungsorientierte Statistik,
Universität und ETH Zürich,
Switzerland |
| Sept. 25, 1998 |
Dr. Uwe Schmock |
Model Risk
and Securitization Problems in Insurance |
ETH Risk-Day,
ETH Zürich,
Switzerland |
| Sept. 9, 1998 |
Dr. Uwe Schmock |
Finanz- und Versicherungsmathematik |
ETH Besuchstage für MittelschülerInnen,
ETH Zürich,
Switzerland |
| Sept. 8, 1998 |
Dr. Uwe Schmock |
Finanz- und Versicherungsmathematik |
ETH Besuchstage für MittelschülerInnen,
ETH Zürich,
Switzerland |
| July 10, 1998 |
Dr. Uwe Schmock |
Verbriefung von
Katastrophenrisiken am Beispiel der WinCat-Wandelanleihe der Winterthur-Versicherung |
Fachbereich Mathematik,
Universität Kaiserslautern,
Germany |
| July 10, 1998 |
Dr. Uwe Schmock |
Verbriefung von
Katastrophenrisiken am Beispiel der WinCat-Wandelanleihe der Winterthur-Versicherung |
Fachbereich Mathematik,
Universität Kaiserslautern,
Germany |
| Oct. 10, 1997 |
Dr. Uwe Schmock |
Estimating the Value of the WinCat Coupons
of the Winterthur Insurance Convertible Bond |
4th Workshop on Probability Theory
and its Applications,
University of Bielefeld, Germany |
| Sep. 17, 1997 |
Dr. Uwe Schmock |
Estimating the Value of the WinCat Coupons
of the Winterthur Insurance Convertible Bond |
Stochastic
Analysis in Finance and Insurance,
Mathematisches Forschungsinstitut Oberwolfach,
Germany |
| Sep. 9, 1997 |
Dr. Uwe Schmock |
Moderate
Deviations for U-Empirical Measures in Strong Topologies |
Stochastic Modelling of Physical Systems,
Statistical Laboratory,
University of Cambridge, England, UK |
| Aug. 13, 1997 |
Dr. Uwe Schmock |
Estimating the Value of the WinCat Coupons
of the Winterthur Insurance Convertible Bond |
Joint
28th International ASTIN Colloquium and 7th International AFIR Colloquium,
Cairns International Hotel,
North Queensland, Australia |
| Oct. 11, 1996 |
Dr. Uwe Schmock |
Large and Moderate Deviations for Products of Empirical Measures and U-Empirical
Measures in Strong Topologies |
Workshop on Probability Theory and its Applications,
University of Bielefeld, Germany |
| Aug. 26-31, 1996 |
Dr. Uwe Schmock |
Large and Moderate Deviations of Products of Empirical Measures
and U-Empirical Measures in Strong Topologies |
4th World Congress of the Bernoulli Society,
Vienna University
of Economics and Business Administration, Austria |
| Oct. 21, 1995 |
Dr. Uwe Schmock |
Strong Topology Large Deviations Principle for Products of Empirical Measures
of Processes |
Workshop on Probability Theory and its Applications,
University of Bielefeld, Germany |
| Sept. 17-23, 1995 |
Dr. Uwe Schmock |
Self-Attracting Random Walks in Arbitrary Dimensions |
Jahrestagung
der Deutschen Mathematiker-Vereinigung,
Universität Ulm, Germany |
| Oct. 21, 1994 |
Dr. Uwe Schmock |
Selbstanziehende Irrfahrten auf Zd |
Workshop on Probability Theory and its Applications,
University of Bielefeld, Germany |
| Sept. 13-19, 1992 |
Dr. Uwe Schmock |
Konvergenz von Sprungprozessen mit Polaron-artiger Wechselwirkung |
Jahrestagung
der Deutschen Mathematiker-Vereinigung,
Berlin, Germany |
| Nov. 29 - Dez. 5, 1992 |
Dr. Uwe Schmock |
Maximum Entropy Principle for Uniformly Ergodic Markov Chains |
Large Deviations and Applications,
Mathematisches Forschungsinstitut Oberwolfach, Germany |
| Sept. 7, 1990 |
Dr. Uwe Schmock |
Convergence of Path Measures in a Gaussian Model for the Corresponding Polaron Problem |
19. Conference on Stochastic Processes and Their Applications,
Wilhelmsthal near Eisenach, East Germany |
| July 9, 1990 |
Uwe Schmock |
On the Maximum Entropy Principle for Markov Chains and Processes |
Ph.D. Defence,
Technical University of Berlin, Germany |
| July 31 - Aug. 6, 1988 |
Uwe Schmock |
Convergence
of the Normalized One-Dimensional Wiener Sausage Path
Measures to a Mixture of Brownian Taboo Processes |
Theory of Large Deviations,
Mathematisches Forschungsinstitut Oberwolfach, Germany |