Workshop on Recent Developments in Finance, Risk Theory and Stochastic Analysis in honor of Ludger Rüschendorf

A workshop in honor of Ludger Rüschendorf will take place in Freiburg, starting Friday, 12.2.2016 around 14h and end Saturday, 13.2.2016 around 13h.

Confirmed invited speakers are

Thomas Bruss (Université Libre de Bruxelles)
Paul Embrechts (ETH Zürich)
Karl-Theo Sturm (Universität Bonn)
Steven Vanduffel (Vrije Universiteit Brussel)

In addition, there will be talks by Sebastian Döhler (Darmstadt), Ralph Neininger (Frankfurt) and Jeannette Woerner (Dortmund).

Friday, February 12, 2016:
14:00 Welcome
14:05 Steven Vanduffel: The Rearrangement Algorithm: Properties and Applications
15:00 Jeannette Woerner: Fractional Lévy processes: Theory, statistical inference and applications
15:45 Coffee break
16:15 Sebastian Döhler: Controlling the false discovery rate for discrete data
17:00 Karl-Theodor Sturm: Optimal Transport from Random Allocation to Ricci Flow
18:00 End

19:00 Conference Dinner  (special invitation)
 

Saturday, February 13, 2016:
  9:30 F. Thomas Bruss: Equilibrium equations in Resource Dependent Branching Processes with immigration
10:30 Ralph Neininger: Pólya Urns Via the Contraction Method
11:15 Coffee break
11:45 Paul Embrechts: Bernoulli and tail-dependence compatibility

12:45 Small Lunch

Everybody interested is welcome to participate in the workshop.

In order to register please send a short email to Monika Hattenbach (htb@stochastik.uni-freiburg.de)

The workshop is partially funded by the University of Freiburg and the SFB 823 "Statistical modelling of nonlinear dynamic processes" (pictures of the workshop).