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Workshop CoTAppP : Contemporary Topics on Applied Probability

June 17-18, 2019, Besançon, Centre Diocésain, Espace Grammont

par Dupré Emilie - publié le , mis à jour le

 

The Contemporary Topics in Applied Probability Workshop will be held in Besançon (France), at the Centre Diocésain, Espace Grammont, 20 rue Mégevand, from Monday 17th June afternoon to Tuesday 18th June 2019.

Its aim is to bring researchers together for talks dedicated to applications of Probability to various fields (actuarial sciences, telecoms & queueing, genomics and population dynamics, etc. the list is by no means exhaustive).

 

PROGRAM

 

Monday June 17, 2019

  • 12:00 − 13:30 : Lunch
  • 13:30 − 14:10 : Pascal MOYAL (Université de Lorraine), Topics on parallel server systems
  • 14:15 − 14:55 : Koen DE TURCK (Centrale Supélec), Discrete-time mean-field limits
  • 15:00 − 15:30 : Coffee Break
  • 15:30 − 16:15 : Pierre-Olivier GOFFARD (ISFA), For a few bitcoins more
  • 16:15 − 16:55 : Areski COUSIN (Université de Strasbourg), Kriging for arbitrage-free construction of financial termstructures
  • 19:30 : Workshop Dinner

 
Tuesday June 18, 2019

  • 9:30 − 10:10 : Stefan THONHAUSER (Graz University of Technology), Dynamic reinsurance and QMC integration
  • 10:15 − 10:55 : Didier RULLIERE (ISFA), On a construction of multivariate distributions given some multidimensional marginals
  • 11:00 − 11:15 : Coffee Break
  • 11:15 − 11:55 : Sarah DENDIEVEL (University of Ghent), An algorithm for non-skip-free GI/M/1/C queueing systems
  • 12:00 − 13:30 : Lunch
  • 13:30 − 14:10 : Lothar BREUER (Independent Researcher), Moment distributions for bivariate phase-type random variables
  • 14:15 − 14:55 : Landy RABEHASAINA (Université de Franche-Comté), Infinite server queues networks and incurred but not reported claims : exact and asymptotic results
  • 15:00 : Workshop Closure - Last Coffee

 
Organizers : Romain BIARD, Landy RABEHASAINA and Bruno SAUSSEREAU
Information booklet (practical Informations, detailed program, abstracts)

 


The Workshop is part of the project "Les Conférences du LMB".