Gini Shortfall: A Coherent Risk Measure Dr. Ricardas Zitikis Western University Professor of Statistical and Actuarial Sciences “For quite some time, the value-at-risk (VaR) was an appealing risk measure, and even an industry and regulatory standard for calculating risk capital... Read More
Solvability of General Solution and a Related Exit Problem Dr. Qingshuo Song Worcester Polytechnic Institute Associate Professor “We study sufficient conditions for a Feynman-Kac functional up to an exit time to be the generalized viscosity solution of a Dirichlet problem.... Read More
An Analysis of Momentum Flux Budgets and Profiles in a Large-Eddy Model Steffan Domke University of Wisconsin-Milwaukee MS Graduate Student “Momentum fluxes and variances play an important role in the characterization and forecast of weather phenomena, but cannot be measured... Read More
Stability Analysis for the Equilibria of a Monkeypox Model Rachel Elizabeth TeWinkel University of Wisconsin-Milwaukee PhD Graduate Student - Dissertator “Monkeypox virus was first identified in 1958 and has since been an ongoing problem in Central and Western Africa. Although... Read More
Cayley Graphs of the Integers with Infinite Generating Sets Daniel Gulbrandsen University of Wisconsin-Milwaukee PhD Graduate Student - Teaching Assistant “A question of Richard Schwartz asks: Are the metric spaces (Z,d_2) and (Z,d_3), where d_g denotes the word metric associated... Read More
Borsuk-Ulam Type Theorems and Existence of Equilibria in Games with Incomplete Information Stanislaw Spiez Institute of Mathematics of the Polish Academy of Sciences “In 1968, R. Aumann, M. Mashler and R. Sterns proved that any undiscounted infinitely repeated two-person zero-sum... Read More
Robust Estimation of Parametric Models for Insurance Loss Data Chudamani Poudyal University of Wisconsin-Milwaukee PhD Graduate Student “Parametric statistical models for insurance claims severity are continuous, right-skewed, and frequently heavy-tailed. The data sets that such models are usually fitted to... Read More
Satellites, Radiosondes, and Numerical Weather Prediction: 20th Century Advances Enabling Today’s 21st Century Weather Forecasters Bart Adrian University of Wisconsin-Milwaukee Senior Lecturer “Three short narratives will be presented, chronicling the evolution of three great 20th century advances in meteorology: the... Read More
The Game of NIM and Dots and Boxes Adam Buck University of Wisconsin-Milwaukee PhD Graduate Student “We will discuss games of perfect information. I will share some trivia about popular games (Chess, Checkers, Connect Four, Mancala, and Go). We will... Read More
Calibration of a Stochastic Price Model for American Electricity Markets Oliver Meister University of Wisconsin-Milwaukee MS Graduate Student “This thesis discusses models for electricity spot prices from the Midwestern American and Manitoba market. The models are based on experiences in... Read More