Recent developments in financial and insurance mathematics and the interplay with the industry. Abstracts from the workshop held February 18--24, 2007.
DOI10.4171/OWR/2007/10zbMath1177.91007OpenAlexW2002209854MaRDI QIDQ1046978
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Publication date: 3 January 2010
Published in: Oberwolfach Reports (Search for Journal in Brave)
Full work available at URL: http://www.ems-ph.org/journals/show_abstract.php?issn=1660-8933&vol=4&iss=1&rank=10
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Applications of stochastic analysis (to PDEs, etc.) (60H30) Collections of abstracts of lectures (00B05) Actuarial science and mathematical finance (91Gxx)
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