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A General Multitype Branching Process with Age, Memory and Population Dependence Christine Jacob

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A general multitype branching process with age, memory and population dependence Christine Jacob To cite this version: Christine Jacob. A general multitype branching process with age, memory and population dependence. IWAP 2010 V-th. International Workshop on Applied Probability, Jul 2010, Madrid, Spain. hal- 02755517 HAL Id: hal-02755517 https://hal.inrae.fr/hal-02755517 Submitted on 3 Jun 2020 HAL is a multi-disciplinary open access L’archive ouverte pluridisciplinaire HAL, est archive for the deposit and dissemination of sci- destinée au dépôt et à la diffusion de documents entific research documents, whether they are pub- scientifiques de niveau recherche, publiés ou non, lished or not. The documents may come from émanant des établissements d’enseignement et de teaching and research institutions in France or recherche français ou étrangers, des laboratoires abroad, or from public or private research centers. publics ou privés. IWAP 2010 5th International Workshop on Applied Probability BOOK OF ABSTRACTS AND DETAILED PROGRAMME 5-8 July, 2010 Colmenarejo, Madrid, Spain Universidad Carlos III de Madrid, Spain Preface The 5th International Workshop in Applied Probability, IWAP 2010, held in Colmenarejo, Madrid, Spain, has been built on the success of previous meetings. These meetings took place at Sim´onBol´ıvar Univer- sity (Venezuela, 2002), University of Piraeus (Greece, 2004), University of Connecticut (USA, 2006) and University of Technology of Compi`egne(France, 2008). Over 300 researchers in applied probability from all over the world are attending this workshop, making IWAP 2010 one of the largest IWAPs. Currently, IWAP is one of the major international meetings for researchers in Applied Probability. IWAP 2010 covers a wide range of research areas in stochastic processes, statistic and probability; featuring seven invited plenary lectures presented by leading specialists, a large variety of invited sessions, oral contribu- tions, and posters. The conference is co-sponsored by Bernoulli Society and Institute of Mathematical Statistics and supported by Universidad Carlos III de Madrid. The aim of this workshop is to bring together and foster collaboration among scientists engaged in the field, which is becoming more and more important in many real life problems. Many papers presented at the IWAP 2010 concern important topics, having applications in different areas of science and technology. The current volume is divided in two main parts: 1. Detailed programme 2. Book of abstracts We hope you enjoy this information and this meeting. Joseph Glaz and Juan Romo iii Sponsors • Bernoulli - Society for Mathematical Statistics and Probability • Institute of Mathematical Statistics • Universidad Carlos III de Madrid iv Workshop Chairs: Joseph Glaz, University of Connecticut, USA. Juerg Huesler, University of Bern, Switzerland. Markos Koutras, University of Piraeus, Greece. Nikolaos Limnios, Universite Technologie de Compiegne, France. Jose Louis Palacios, Universidad Sim´onBol´ıvar, Venezuela. Juan Romo, Universidad Carlos III de Madrid, Spain. Organizing Committee: Andr´esAlonso Ana Arribas H´ector Ca~nada Ignacio Cascos Mar´ıaDurb´an Alba Franco Raul Jim´enez Rosa Lillo Elisa Molanes Rosario Romera Juan Romo (Chair) Nuria Torrado Universidad Carlos III de Madrid, Spain. Scientific Committee: Vladimir Anisimov, GlaxoSmithKline, Essex, UK. Kostya Borovkov, University of Melbourne, Australia. Ghislaine Gayraud, University of Technology of Compiegne, France. Vladimir Koroliuk, Ukrainian National Academy of Science, Ukraine. Dirk Kroese, University of Queensland, Australia. Claude Lefevre, Universit´eLibre de Bruxelles, Belgium. Nancy Lopes Garc´ıa, University of Campinas, Brazil. G´abor Lugosi, Universidad Pompeu Fabra, Spain. Hosam Mahmoud, George Washington University, USA. Raimondo Manca, University of Rome La Sapienza, Italy. David Perry, University of Haifa, Israel. Marco Scarsini, LUISS, Italy. Moshe Shaked, University of Arizona, USA. Christos H. Skiadas, Technical University of Crete, Greece. Dmitrii Silvestrov, Stockholm University, Sweden. Philippe Vieu, Institut de Math´ematiquesde Toulouse, France. Joseph E. Yukich, Lehigh University, USA. v Contents Programme Table . 1 Detailed Programme . 3 Monday.............................................. 3 Tuesday . 12 Wednesday . 17 Thursday . 25 Abstracts . 29 Plenary Talks . 31 Invited Talks . 35 Contributed Talks . 97 Posters . 137 Authors Index . 143 vii Programme Table Monday Tuesday Wednesday Thursday 09:15 - 09:30 Opening 09:30 - 10:15 Plenary I Plenary III Plenary V Plenary VII 10:15 - 10:45 Long coffee break Long coffee break Long coffee break Long coffee break 10:45 - 12:15 Invited Sessions I Invited Sessions III Invited Sessions V Invited Sessions VII 12:15 - 12:30 Break Break Break Break 12:30 - 14:00 Invited Sessions II Invited Sessions IV Invited Sessions VI Invited Sessions VIII 14:00 - 15:15 Lunch Lunch Lunch Lunch Contributed Contributed 15:15 - 16:15 Plenary IV Sessions I & announcements Sessions III 16:15 - 16:30 Coffee break Visit to San Coffee break Lorenzo del Escorial and Contributed Contributed 16:30 - 17:30 Cocktail Sessions II Sessions IV 17:30 - 17:45 Break Break 17:45 - 18:30 Plenary II Plenary VI Special Poster 18:45 - 19:30 Session Schedule Poster Session according to (cont.) and Tapas Gala Dinner the actiivity table 1 Detailed Programme Monday, July 5th, 2010 9:15 - 9:30 Opening Auditorio Daniel Pe~na- President of Universidad Carlos III de Madrid 9:30 - 10:15 Plenary Talk: Paul Embrechts Auditorio Model uncertainty in financial risk management 10:15 - 10:45 Long coffee break 10:45 - 12:15 Invited Session I-I: Statistical Model-Testing Room 1.0.B02 Organizers: Jos´eR. Berrendero & Javier C´arcamo 10:45 - 11:15 Trimming methods in model validation Pedro C´esar Alvarez´ Esteban 11:15 - 11:45 Multivariate uniformity tests for the case of unknown support Jos´eR. Berrendero 11:45 - 12:15 Linear discrimination under heteroscedasticity Javier C´arcamo .................................................................................................. 10:45 - 12:15 Invited Session I-II: Semi-Markov Chains and Hidden Models Room 1.0.B03 Organizers: Vlad Barbu & Nikolaos Limnios 10:45 - 11:15 Large deviations and their applications to the problem of exit from a domain Adina Oprisan 11:15 - 11:45 Testing hypotheses for semi-Markov processes Vlad Barbu 11:45 - 12:15 A hidden seasonal switching model for high resolution breakpoint rainfall data Peter Thomson .................................................................................................. 10:45 - 12:15 Invited Session I-III: Stochastic Geometry and Stereology Room 1.0.B04 Organizer: Viktor Benes 10:45 - 11:15 Flowers and wedges as new tools for the stereology of particles Luis Cruz-Orive 11:15 - 11:45 CLTs for Poisson hyperplane processes and extremal problems for convex bodies Lothar Heinrich 3 11:45 - 12:15 Moment estimation for inhomogeneous spatial Cox processes Michaela Prokesova .................................................................................................. 10:45 - 12:15 Invited Session I-IV: Issues in Actuarial Sciences and Risk Theory Room 1.0.B05 Organizer: Esther Frostig 10:45 - 11:15 Optimal insurance with counterparty default risk Enrico Biffis 11:15 - 11:45 Finite time ruin probabilities for phase-type claims Konstadinos Politis 11:45 - 12:15 Asymptotic analysis of a risk process with high dividend barrier Esther Frostig .................................................................................................. 10:45 - 12:15 Invited Session I-V: Particle Systems Room 1.0.B06 Organizer: Pablo Ferrari 10:45 - 11:15 A stochastic model of evolution F´abio Machado 11:15 - 11:45 The crossover to the KPZ equation Ana Patricia Gon¸calves 11:45 - 12:15 Kinetically constrained models: non-equilibrium coarsening dynamics Cristina Toninelli .................................................................................................. 10:45 - 12:15 Invited Session I-VI: Spatial Models Room 1.0.B07 Organizer: Wenceslao Gonz´alezManteiga 10:45 - 11:15 Bivariate splines for spatial functional regression and forecasting Serge Guillas 11:15 - 11:45 A coherence-based measure for spatial classification Jorge Mateu 11:45 - 12:15 Cross-covariance functions for multivariate random fields based on latent dimensions Marc Genton .................................................................................................. 10:45 - 12:15 Invited Session I-VII: Application of Stochastic Control Room 1.0.B08 Organizer: Wolfgang J. Runggaldier 10:45 - 11:15 Controlled diffusion processes and full cooperation in environmental topics Wojciech Szatzschneider 11:15 - 11:45 Stochastic iterative dynamic programming applied to optimal control problems H´ector Ca~nada-Jaime 11:45 - 12:15 On optimal investment in a reinsurance context with a point process market model Wolfgang Runggaldier .................................................................................................. 10:45 - 12:15 Invited Session I-VIII: Sequential Analysis Editor's Session Room 1.0.B09 Organizer: Nitis Mukhopadhyay 4 10:45 - 11:00 Announcement of the winner(s) of Abraham Wald Prize in Sequential Anal- ysis 11:00 - 11:30 Two-stage inference methods for \large p, small n" scenarios: Part I Kazuyoshi Yata 11:30 - 12:00 Two-stage inference methods for \large p, small n" scenarios: Part II Makoto Aoshima 12:00 - 12:15 Q & A 12:15 - 12:30 Break 12:30 - 14:00 Invited Session II-I: Model Assessment Room 1.0.B02
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