AMS Sectional Meeting Program by Special Session

Current as of Tuesday, April 12, 2005 15:09:47

Associate secretaries:
Robert J Daverman, AMS daverman@math.utk.edu

Friday March 20, 1998, 8:30 a.m.-11:00 a.m.
Special Session on Applied Probability and Actuarial Science, I
Room 14, Founder's Union Building
Organizers:
Grzegorz Rempala, University of Louisville garemp01@homer.louisville.edu
Krzysztof Ostraszewski, University of Louisville kmosta01@homer.louisville.edu
Ewa M. Kubicka, University of Louisville
Bogdan Gapinski, University of Louisville
- 8:30 a.m.
  Evaluating the Optimal Solution of Investment/Consumption Models in the Presence of Transaction Costs.
  Richard H Stockbridge*, Department of Statistics,University of Kentucky. Lexington, KY 40506--0027
  (931-60-74)
- 9:10 a.m.
  Actuarial aspects of the pension system reform in Poland.
  Leslaw Gajek*, Technical University of {\L}\'od\'z
  (931-60-76)
- 9:50 a.m.
  Stochastic Simulation Model for Social Security.
  Michael Sze*, Hewitt Associates (retired)
  (931-60-77)
- 10:30 a.m.
  Generalized CIR model. Martingale Approach.
  Wojciech Szatzschneider*, School of Actuarial Sciences An\'ahuac University. M\'exico
  Jose Garrido, Concordia University
  (931-60-78)

Friday March 20, 1998, 2:45 p.m.-4:35 p.m.
Special Session on Applied Probability and Actuarial Science, II
Room 14, Founder's Union Building
Organizers:
Grzegorz Rempala, University of Louisville garemp01@homer.louisville.edu
Krzysztof Ostraszewski, University of Louisville kmosta01@homer.louisville.edu
Ewa M. Kubicka, University of Louisville
Bogdan Gapinski, University of Louisville
- 2:45 p.m.
  Random Walks on special graphs and Cryptography.
  Vasiliy A Ustimenko*, University of Kyiv-Mohyla Academy, Kyiv 254070, Ukraine and Delaware University, Newark, DE 19716
  (931-60-79)
- 3:25 p.m.
  N person sequential selection of optimal contract.
  Krzysztof Szajowski*, Institute of Mathematics, Wroclaw University of Technology
  (931-90-99)
- 4:05 p.m.
  Probability of Ruin with Variable Premium Rate in a Markovian Environment.
  Helena Jasiulewicz*, Institute of Mathematics, Wroc{\l}aw University of Technology
  (931-90-93)

Saturday March 21, 1998, 8:30 a.m.-11:00 a.m.
Special Session on Applied Probability and Actuarial Science, III
Room 14, Founder's Union Building
Organizers:
Grzegorz Rempala, University of Louisville garemp01@homer.louisville.edu
Krzysztof Ostraszewski, University of Louisville kmosta01@homer.louisville.edu
Ewa M. Kubicka, University of Louisville
Bogdan Gapinski, University of Louisville
- 8:30 a.m.
  Nonparametric test of assets performances .
  Grzegorz A Rempala*, University of Louisville
  Krzysztof M Ostaszewski, University of Louisville
  (931-62-289)
- 9:10 a.m.
  A Statistical Analysis of Tidal Data.
  Michael Sherman*, Texas A&M University
  (931-60-155)
- 9:50 a.m.
  Estimation under asymmetric loss functions.
  Michael I Baron*, Math Dept, University of Texas at Dallas
  (931-60-80)
- 10:30 a.m.
  Matrix means and permanents.
  Gabor Szekely*, Eotvos L. University, Budapest, and Bowling Green State University
  (931-60-75)

Inquiries: meet@ams.org