Modelling Uncertainty of Dependence in Risk Aggregation
Ruodu Wang, University of Waterloo
Wednesday, May 1, 2013 10:30 a.m.  12:00 p.m. Lind Hall 305
The model risk is the risk of inappropriate modelling and misused quantitative methods in financial risk management. One of the most challenging model risk lies in modelling the dependence between individual risks. In this talk I will give a general introduction to this challenge. To give a proper mathematical framework to study the model risk in dependence, I will introduce the admissible risk class as the set of all possible risk aggregation when the marginal distributions of individual risks are given but the dependence structure among them is unspecified. The concept provides flexibility to analyze model risk of dependence. I will also discuss some theoretical results on convex ordering bounds of this class, which can be used to identify extreme scenarios for risk aggregation and calculate bounds on convex risk measures and other quantities of interest.
Special PDE Seminar: Euler's equation as a limit of the general geodesic equation 'EPDiff' used in image analysis
David Mumford, Brown University
Thursday, February 28, 2013 11:15 a.m. Lind Hall 305
NSF Division of Mathematical Sciences Programs
Sastry Pantula, National Science Foundation
Monday, July 9, 2012 2:30  3:30 p.m. Lind Hall 305
Dr. Pantula is the Director of the Division of Mathematical Sciences at the
The National Science Foundation and will give a presentation about the Programs in the Division of Mathematical Sciences.
Bernardo Cockburn Topics at the IMA
MATH 8994
Discontinuous Galerkin Methods: An Introduction

Screening of "Top Secret Rosies:
The Female Computers of WWII"

Douglas N. Arnold 2010 Special
Course

Clint Dawson Tutorial
Lectures: Modeling Hurricane Storm
Surges

Ronald H.W. Hoppe
(University of Houston), An
Introduction to the A Posteriori
Error Analysis
of Elliptic Optimal Control Problems, 2:003:30pm, Lind
Hall 305, November 15 and 17, 2010
Slides: Hoppe_IMA1.pdf Hoppe_IMA2.pdf Paper: HHH_MFO_Adaptive.pdf

Uday Banerjee
(Syracuse University),
Short Course:
The
Generalized Finite Element Method (GFEM), 11:15am, Lind
Hall 305, November 10 and 12, 2010
Slides:
IMAGFEM1and2.handout.pdf

Tutorial: Guido Kanschat
(Texas A&M University),
Deal.
II Finite Element Library, 2:00pm5:00pm,
Lind Hall 305, October 11 and 13,
2010 Poster

Clawpack
Tutorial,
Randall J. LeVeque
(University of Washington), October 46, 2010

Working seminar:
Probabilistic methods in
bioinformatics 
AEM 8551  Theory of the Structure of Viruses 
School
of Mathematics, Applied Mathematics Seminar 
School
of Mathematics, Partial Differential
Equations Seminar 
Variational/PDE based Image Reconstruction and
Processing Seminar 
Image
Processing and Analysis Working Seminar (IPAWS) 