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Spring 2008
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Xiaowen Zhou
Department of Mathematics and Statistics
Concordia University
"Spectrally Negative Levy Processes and Risk Models"
3:00 Refreshments in 241 Schaeffer Hall
3:30 Talk in 140 Schaeffer Hall
Levy processes are stochastic processes with independent and stationary increments. Spectrally negative Levy processes are Levy processes with no positive jumps. In this talk we will introduce the solutions to the exit problems for one-dimensional spectrally negative Levy processes. Some well known results in risk models can be recovered from these solutions. We will also introduce the process obtained by reflecting the spectrally negative Levy process from its running maximum. Such a process has applications in the study of risk models with dividend barriers.
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All talks are free and open to the public.
To receive colloquium reminders via email, please send a request to statistics@uiowa.edu.
Past colloquia:
Fall 2007 | Spring 2007 |
Fall 2006 | Spring 2006 |
Fall 2005 |
Spring 2005 | Fall 2004 | Spring 2004 | Fall 2003 | Spring 2003 | Fall 2002 | Spring 2002 | Fall 2001 | Spring 2001 | Fall 2000 | Spring 2000 | Fall 1999 | Spring 1999 | Fall 1998 | Spring 1998
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