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English Intern
    Lehrstuhl für Mathematik VIII - Statistik

    Prof. Dr. Tom Fischer

    Presentations


    • Valuation in the structural model of financial networks
      • Research Seminar of the Oesterreichische Nationalbank (OeNB), May 8, 2015, pdf
      • Frankfurt MathFinance Colloquium -- Frankfurt MathFinance Institute, November 27, 2014, pdf, photo (foreground: Christoph Kühn; background: Tom Fischer; photographer: Dirk Müller)
        Original title: Valuation in the structural model of systemic interconnectedness
    • No-arbitrage pricing under systemic risk: accounting for cross-ownership
      • 10th German Probability and Statistics Days 2012 - Stochastik-Tage Mainz (link), Mainz, March 6-9, 2012, pdf
      • Scientific Conference (link) of the German Association for Actuarial and Financial Mathematics (DGVFM), Bremen, April 30, 2010, (abstract) pdf
    • Finanz- und Versicherungsmathematik: Einblicke & Beispiele
      • Mathematiker besuchen Ihre Schule, Bayernkolleg Schweinfurt, Schweinfurt, May 22, 2012, pdf
      • Tag der Mathematik, University of Wuerzburg, Wuerzburg, November 6, 2010, pdf
    • From fair risk contributions to fair premiums
      • First Buea Conference on the Mathematical Sciences, Buea (Cameroon), May 14, 2009, pdf
      • Students' Actuarial Society Conference, Edinburgh, February 25, 2009, pdf
    • Consumption processes and positively homogeneous projection properties
      • Cass Business School (City University), London, March 12, 2008, pdf
      • Bachelier Finance Society, Fourth World Congress (link), Tokyo, August 17-20, 2006, pdf
      • Frankfurter Stochastik-Tage 2006 (link), Goethe-Universität, Frankfurt am Main, March 14-17, 2006
    • Alternative Consumption Strategies and Their Actuarial Applications
      • Presentation at the Workshop for Young Mathematicians by the Deutsche Aktuar-Akademie, Reisensburg, September 21-22, 2007, pdf
    • Project Presentation: Consumption Processes with Local Properties
      • Faculty and Institute of Actuaries, Staple Inn, London, March 19, 2007, pdf
    • Differentiability of Risk Measures: Applications, Problems, Remedies
      • Workshop "Risk Measures & Risk Management General Aspects" (link), EURANDOM, Eindhoven, May 9-11 2005, pdf
    • On the decomposition of risk in life insurance
      • Workshop on the Interface between Quantitative Finance and Insurance (link), ICMS, Edinburgh, 4-8 April 2005, pdf (116K)
      • 8th International Congress on Insurance: Mathematics and Economics (link), University Luiss Guido Carli, Rome, June 14-16, 2004
    • Risk and performance optimization for portfolios of bonds and stocks
      • Karlsruher Stochastik-Tage 2004, Karlsruhe University, March 23-26, 2004, pdf (132K)
      • Presentation at the European Central Bank (ECB), Frankfurt, February 13, 2004, pdf (216K)
    • An axiomatic approach to valuation in life insurance
      • Vienna University of Technology, Financial and Actuarial Mathematics Group (link), November 28, 2003, ps.gz (336K)
      • London School of Economics, Department of Statistics (link), October 17, 2003
      • 7th International Congress on Insurance: Mathematics and Economics (link) hosted by I.S.F.A. in Lyon, June 25-27, 2003, pdf (224K)
    • Risk Capital Allocation by Coherent Risk Measures Based on One-Sided Moments
      • 6th Conference of the Swiss Society for Financial Market Research (link), Zürich / Rüschlikon, SwissRe Centre for Global Dialogue, April 4, 2003, pdf (572K)
      • 6th International Congress on Insurance: Mathematics and Economics (link) hosted by CEMAPRE, ISEG, in Lisbon, July 15-17, 2002
    • Kohärente Risikomaße und ihre Anwendung in Versicherungsunternehmen
      • 47. Tagung der ASTIN-Gruppe der Deutschen Aktuarvereinigung e.V. (DAV), Hamburg, 15. November 2002, pdf (215K)
    • Simulation of the Yield Curve: Checking a Cox-Ingersoll-Ross Model
      • BMBF-Workshop "Energie- und Finanzwirtschaft", ZIB,04.-05.03. 2002
      • Joint seminar "Mathematical Finance" of the University of Bonn and the research center "caesar", Bonn, February 21, 2002
    • Examples of Coherent Risk Measures Depending on One-Sided Moments
      • Ph.D.-student workshop "Financial Mathematics and Statistics" at "caesar", Bonn, November 29-30, 2001
    • Differentiability of coherent risk measures
      • Lunchtime Seminar on Financial and Insurance Mathematics (link) at ETH Zürich, July 4, 2001
    • Eine Methode zur Modellierung stochastischer Abhängigkeit von Ausfallereignissen in Kreditportfolios
      • Doktorandenseminar des Alfred-Weber-Instituts, Universität Heidelberg, 8. Mai 2001

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    Kontakt

    Lehrstuhl für Mathematik VIII (Statistik)
    Emil-Fischer-Straße 30
    Campus Hubland Nord
    97074 Würzburg

    Tel.: +49 931 31-84938
    E-Mail

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    Hubland Nord, Geb. 30
    Hubland Nord, Geb. 30