Multidimensional Queues, Risk, and Finance” workshop - VVSOR - VVSOR

01 - 03 October 2018

Multidimensional Queues, Risk, and Finance” workshop

We are pleased to announce the “Multidimensional Queues, Risk, and Finance” workshop, taking place at Eurandom (Eindhoven University of Technology, Eindhoven, The Netherlands)

on October 1-3, 2018.

 

You can find all information regarding the workshop at the following website: Eurandom Workshop QRF  .

 

Description of the workshop:

The “Multidimensional Queues, Risk, and Finance” workshop is concerned with three, related, areas of applied probability: queueing theory, insurance and finance.

In all three areas, one-dimensional stochastic processes are well understood. However, the analysis of multidimensional stochastic processes is challenging and still often times elusive.

Examples of multidimensional stochastic processes appear in the area of queueing theory e.g. , in the form of a network of interconnected and interacting resources, or in the form of several classes of interacting customers. Similarly, in insurance and finance mathematics one often need s to study several, related, books of a company, or model and optimize the returns of different assets that are often linked via markets or sectors. In all aforementioned areas, the study of multidimensional stochastic processes has given rise to state of the art techniques on exact, approximate and asymptotic analysis, on simulation studies, and on the modelling and the performance analysis of particular applications (e.g., limit order books, block chains, bitcoin, etc.).

The aim of the workshop is to bring together esteemed researchers on all three fields, to bridge the corresponding scientific communities, and to identify the relevant methodological needs for the novel applications in these fields.

 

Keynote speakers:

The workshop features keynote lectures of leading experts in their respective fields, namely:

Hansjörg Albrecher

Søren Asmussen

Frank Kelly

Costis Maglaras

Zbigniew Palmowski

Jamol Pender

Ioane Muni Toke

 

Registration:

You are encouraged to register early. To register, please visit the conference website: Registration page .

For this workshop, there is no participation fee, but there is a no-show penalty of 100 Euros.

 

Programme:

The conference programme will become available on the conference website.