Berlin 2008 –
scientific programme
AKSOE 13: Poster Session (posters on display 10:00-19:00)
Wednesday, February 27, 2008, 17:30–19:00, Poster G
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17:30 |
AKSOE 13.1 |
Phase transitions in operational risk — •Kartik Anand
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17:30 |
AKSOE 13.2 |
Learning, evolution and population dynamics — Juergen Jost and •Wei Li
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17:30 |
AKSOE 13.3 |
Complex Correlations in High Frequency Asset Returns — •Tobias Preis, Wolfgang Paul, and Johannes J. Schneider
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17:30 |
AKSOE 13.4 |
Parameter Estimation for a stochastic claim reserving model — •Magda Schiegl
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17:30 |
AKSOE 13.5 |
Socio-Economic Influences of Population Density — •Yuri Yegorov
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17:30 |
AKSOE 13.6 |
Long-term memory effects in volatility first-passage time — •Josep Perelló and Jaume Masoliver
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17:30 |
AKSOE 13.7 |
Some remarks on suitable risk measures for Basel II and Solvency II — •Uli Spreitzer and Vladimir Reznik
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17:30 |
AKSOE 13.8 |
Seeking for criteria to define optimality in economic and social systems — Elena Ramírez Barrios and •Juan G. Díaz Ochoa
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17:30 |
AKSOE 13.9 |
Renewal equations for option pricing — •Miquel Montero
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17:30 |
AKSOE 13.10 |
Kauffman Boolean model in undirected scale free networks — Piotr Fronczak, Agata Fronczak, and •Janusz Holyst
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17:30 |
AKSOE 13.11 |
Modeling of financial markets by the Poissonian-like multifractal point processes — •Bronislovas Kaulakys, Vygintas Gontis, Miglius Alaburda, and Julius Ruseckas
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17:30 |
AKSOE 13.12 |
Realized Volatility and Realized Covariance in Heavy-Tailed Financial Data — •Oliver Grothe and Christoph Müller
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17:30 |
AKSOE 13.13 |
A Chaotic-Dynamic View of Investment Risk in Emerging Economies — •Edgardo Jovero
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17:30 |
AKSOE 13.14 |
Optimization of portfolios with longer investment period — •Uli Spreitzer and Vladimir Reznik
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17:30 |
AKSOE 13.15 |
On the problem of a suitable distribution of students to universities — •Christian Hirtreiter, Johannes Josef Schneider, and Ingo Morgenstern
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17:30 |
AKSOE 13.16 |
Correlation problem in economic capital issues of operatioal risk — •Chitro Majumdar
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17:30 |
AKSOE 13.17 |
Mutations in the Three-Species Cyclic Lotka-Volterra Model on a Lattice — •Anton Winkler, Tobias Reichenbach, and Erwin Frey
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