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Event(s) on May 2006


  • Tuesday, 2nd May, 2006

    Title: Ruin Probability in Personal Finance
    Speaker: Prof. Huaxiong Huang, Department of Mathematics and Statistics, York University, Canada
    Time/Place: 11:30  -  12:30
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    Abstract: In this talk we discuss ruin probability in retirement planning. Using a PDE based approach, we show how the runied probability can be computed efficiently using numerical methods. In the second half of the talk, we will focus on the effect of stochastic inflation rate on the retirement planning as more and more companies started to offer inflation-linked funds. In particular, we discuss the optimal asset allocation strategy between a CPI-linked bond fund and an equity-based fund for a retiree facing a stochastic consumption liability stream. We focus financial attention on the demand for CPI-linked bonds as a hedge against retiree's personal inflation rate. Our results confirm some of the strategies in practice but also reveal some highly non-intuitive strategies.


  • Tuesday, 23rd May, 2006

    Title: On Dispersal and Population Growth for Multistate Matrix Models
    Speaker: Prof. Chi-Kwong Li, Department of Mathematics, The College of William and Mary, USA
    Time/Place: 11:30  -  12:30
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    Abstract: To describe the dynamics of stage-structured populations with m stages living in n patches, we consider matrix models of the form S, D where S is a block diagonal matrix with n-by-n column substochastic matrices S_1,...,S_m along the diagonal and D is a block matrix whose blocks are n-by-n nonnegative diagonal matrices. The matrix S describes movement between patches and the matrix D describes growth and reproduction within the patches. Consider the multiple arc directed graph G consisting of the directed graphs corresponding to the matrices S_1,...,S_m where each directed graph is drawn in a different color. We say G has a polychromatic cycle if G has a directed cycle that includes arcs of more than one color. We prove that the spectral radius of SD is not larger than that of D for all block matrices D with nonnegative diagonal blocks if and only if G has no polychromatic cycle. Applications to ecological models are presented. [This is joint work with Sebastian J. Schreiber (William and Mary).


  • Friday, 26th May, 2006

    Title: SRCC - Dimension Reduction: Data Analysis and Current Fronties
    Speaker: Prof. Bing Li, Department of Statistics, The Pennsylvania State University, USA
    Time/Place: 11:30  -  12:30
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    Abstract: The recent computing revolution has produced an unprecedented capacity for data processing and storage, motivated and followed by advances in a number of research fields. Dimension reduction is a powerful means to eliminate redundancy and identify informational cores in complex and often overwhelmingly large data sets. As such its research has gained tremendous momentum since its introduction in the early 90s. In this talk I will give a general introduction and overview of the current research in dimension reduction: its motivations, its basic principles, its important results, and its main areas of applications. As much as possible I will illustrate the key issues by data analysis.