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Dr Susan Pitts | Statistical Laboratory
https://www.statslab.cam.ac.uk/person/smp2716 Jul 2024: E Frostig, SM Pitts, K Politis. – Insurance Mathematics and Economics. ... SM Pitts, K Politis. – Insurance: Mathematics and Economics. (2008). 42,. -
Talks
https://www.statslab.cam.ac.uk/~frank/TALKS/4 Jul 2024: Mathematics and Economics of Energy Markets, Wokingham, January 2017. ... Reflected Brownian Motions, Stochastic Networks, and their Applications,. Institute for Mathematics and its Applications, Minnesota, June 2015. -
Home Articles Slides Images CV Jason P. Miller University ...
https://www.statslab.cam.ac.uk/~jpm205/cv.html24 Feb 2023: Stanford University (September 2006 - June 2011) PhD in Mathematics. University of Michigan, Ann Arbor (2002-2006) Bachelors in Mathematics, Computer Science, and Economics (highest distinction, summa cum laude, GPA ... University of Geneva Physical -
Publications | Statistical Laboratory
https://www.statslab.cam.ac.uk/publications?page=5716 Jul 2024: SM Pitts, K Politis. – Insurance: Mathematics and Economics. (2008). 42,. ... 668. (doi:Bacon sandwiches and middle - Class drinkers: The risk of communicating risk. -
Professor Chris Rogers | Statistical Laboratory
https://www.statslab.cam.ac.uk/person/lcgr116 Jul 2024: LCG Rogers. – Decisions in Economics and Finance. (2018). 41,. 447. ... 2018). 51,. 898. (doi: 10.1239/jap/1421763316). Combining different models. LCG Rogers. – Mathematics and Financial Economics. -
Mathematical Models in Finance
https://www.statslab.cam.ac.uk/~frank/finance.html15 Aug 2012: fertile interaction between economics and mathematics centred around martingale representations. ... Robert C. Merton. Applied Mathematics and Finance,. S. D. Howison. Stock Price Fluctuation as a Diffusion in a Random Environment,. -
References for Ingenia article
https://www.statslab.cam.ac.uk/~frank/PAPERS/ingenia_refs.html4 Sep 2008: Vickrey's first degree was in Mathematics and Electrical Engineering from Yale, and he shared the Nobel Prize for Economics in 1996. ... In his ideal world, engineering economics would occupy a position of prominence and efficient pricing would be a -
Publications | Statistical Laboratory
https://www.statslab.cam.ac.uk/publications?page=5316 Jul 2024: Evaluating medical expert systems: what to test and how? J Wyatt, D Spiegelhalter. – ... Optimal and robust contracts for a risk-constrained principal. LCG Rogers. – Mathematics and Financial Economics. -
Publications | Statistical Laboratory
https://www.statslab.cam.ac.uk/publications?page=5816 Jul 2024: Lancet (London, England). (2008). 371,. 41. (doi:Optimal and robust contracts for a risk-constrained principal. ... LCG Rogers. – Mathematics and Financial Economics. (2008). 2,. 1071. Idnetifying optimal sequential decisions. -
Publications | Statistical Laboratory
https://www.statslab.cam.ac.uk/publications?page=4716 Jul 2024: 58,. 670. (doi: 10.1002/nav.20475). Fear and numbers in Fukushima. D Spiegelhalter. – ... K Nishide, LCG Rogers. – Mathematics and Financial Economics. (2011). 5,. -
Publications | Statistical Laboratory
https://www.statslab.cam.ac.uk/publications?page=2616 Jul 2024: Is equal to. Is not earlier than. Is between. And. Combining different models. ... LCG Rogers. – Mathematics and Financial Economics. (2018). 12,. 97. (doi: 10.1007/s11579-017-0198-8). -
Publications | Statistical Laboratory
https://www.statslab.cam.ac.uk/publications?page=7416 Jul 2024: LCG Rogers, W Stummer. – Insurance: Mathematics and Economics. (2000). 27,. ... 2000). 209,. 407–435. WinBUGS - A Bayesian modelling framework: Concepts, structure, and extensibility. -
Publications | Statistical Laboratory
https://www.statslab.cam.ac.uk/publications?page=2516 Jul 2024: L Boczkowski, Y Peres, P Sousi. – SIAM Journal on Discrete Mathematics. ... ARTN 66. (doi: 10.1214/18-ejp161). Combining different models. LCG Rogers. – Mathematics and Financial Economics. -
Publications | Statistical Laboratory
https://www.statslab.cam.ac.uk/publications?page=4416 Jul 2024: Is equal to. Is not earlier than. Is between. And. The authors’ reply. ... E Frostig, SM Pitts, K Politis. – Insurance Mathematics and Economics. -
Draft Memorial Tribute for the National Academy of Engineering ...
https://www.statslab.cam.ac.uk/~frank/PW/whittle_nae.pdf18 Aug 2021: in mathematics and. physics in 1947, first across NZ in the exams for these subjects, and a M.Sc. ... realignment of mathematics, with statistics, optimization and machine learning permeating. applied mathematics and leading to remarkable advances across -
Peter Whittle, 1927-2021 (Peter Whittle in 1985, by Peter ...
https://www.statslab.cam.ac.uk/~frank/PW/whittle_rss.pdf6 Sep 2021: of New Zealand with a B.Sc. in mathematics and physics in 1947, first across NZ in the exams. ... realignment of mathematics, with statistics, optimization and machine learning permeating. applied mathematics and leading to remarkable advances across -
visa06f-courcoubetis.dvi
https://www.statslab.cam.ac.uk/~rrw1/publications/Courcoubetis%20-%20Weber%202009%20Economic%20issues%20in%20shared%20infrastructures.pdf15 Sep 2011: Economic Issues in Shared Infrastructures. Costas Courcoubetis. Department of Computer ScienceAthens University of Economics and Business. ... Athens 11362, GREECEcourcou@aueb.gr. Richard R. WeberDepartment of Pure Mathematics and. Mathematical -
Road pricing
https://www.statslab.cam.ac.uk/~frank/PAPERS/herstmonceux.pdf26 Dec 2008: 3 Vickrey's first degree was in Mathematics and Electrical Engineering from Yale, and he shared the Nobel Prize for Economics in 1996. ... Biography – Professor Frank Kelly Frank Kelly FRS has held positions in the Engineering and Mathematics Faculties -
Correlation scenarios and correlation stress testing
https://www.statslab.cam.ac.uk/~mike/QF2023/Packham.pdf14 Apr 2023: Correlation scenarios and. correlation stress testing. Natalie Packham. joint work with Fabian Woebbeking. ... Natalie Packham. Professor of Mathematics and Statistics. Berlin School of Economics and Law. -
John Hammersley
https://www.statslab.cam.ac.uk/~grg/papers/ham1-ph.html14 May 2004: He spent some years commuting to Harwell before returning in 1959 as a Senior Research Officer in the Institute of Economics and Statistics. ... Mathematics and its Applications, 1968), is now regarded as a force for good at a crossroads of mathematics -
Optimal Call Routing in VoIPCostas Courcoubetis Department of…
https://www.statslab.cam.ac.uk/~rrw1/publications/Courcoubetis%20-%20Kalogiros%20-%202009%20Weber%20Optimal%20call%20routing%20in%20VoIP.pdf15 Sep 2011: Athens Universityof Economics and Business. 47A Evelpidon StrAthens 11363, GR. Email: ckalog@aueb.gr. ... Richard WeberDepartment of Pure Mathematics. and Mathematical StatisticsUniversity of Cambridge. Wilberforce RoadCambridge, CB3 0WB, UK. -
visa06f-courcoubetis.dvi
https://www.statslab.cam.ac.uk/~rrw1/research/visa09.pdf20 Jan 2011: Economic Issues in Shared Infrastructures. Costas Courcoubetis. Department of Computer ScienceAthens University of Economics and Business. ... Athens 11362, GREECEcourcou@aueb.gr. Richard R. WeberDepartment of Pure Mathematics and. Mathematical -
AN EQUILIBRIUM MODEL OF MARKET EFFICIENCY WITHBAYESIAN LEARNING:…
https://www.statslab.cam.ac.uk/~mike/papers/learning-submitted.pdf18 Feb 2015: Cambridge Series in Statistical and Probabilistic Mathematics.Cambridge University Press. 15. [5] Chevillon, G. & ... Journal of Financial Economics 76, 271-292. [7] Çinlar, E. (2011) Probability and Stochastics. -
MAHD-CV-26.3.2018 (002)
https://www.statslab.cam.ac.uk/~mike/QF2023/MAHD-CV-26.3.2018.pdf4 Jul 2023: 1969 Organizer, Institute of Mathematics and Its Applications Conference on Mathematics in Economics, London School of Economics. ... 1970-71 Visiting Senior Fellow, Manchester Business School. 1970 Visiting Professor of Mathematics and Economics, -
jmh_obit3.dvi
https://www.statslab.cam.ac.uk/~grg/papers/jmh_obit3.pdf14 May 2004: He spent some years commuting to Harwell before returning in 1959 as aSenior Research Officer in the Institute of Economics and Statistics. ... Mathematics and its Applications,1968), is now regarded as a force for good at a crossroads of mathematics
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