\seminar {Seminar za verjetnost, statistiko in finan�no matematiko}

Vodje seminarja so Janez Bernik, Toma� Ko�ir in Mihael Perman. 
V le\-tu 2018 se je zvrstilo 13  predavanj, na katerih je bilo v
povpre�ju 12 poslu�alcev. Informacije o seminarju so dostopne na spletnem naslovu 
\url{http://www.fmf.uni-lj.si/si/obvestila/agregator/seminar-financna-matematika/}.

\begin{seznam}
%\predavanje {AVTORJI} {NASLOV} {DEL} {DATUM} {TRAJANJE}
\predavanje {Veno Mramor}{Verjetnostne mere na kro�nicah, porojene s ce\-lo\-�te\-vil\-sko mre�o}{}{4.~1.}{}
\predavanje {Damjana Kokol Bukov�ek}{Assymetry of copulas arising from shock models}{}{8.~3.}{}
\predavanje {Martin Rai�} {Ve�razse�ni Berry-Essenov izrek - nekaj zgodovine in sodobni razvoj}{}{15.~3.} {}
\predavanje {Bla� Moj�krc} {Asymmetric linkages: maximum vs. inverse maximum copulas}{}{22.~3.} {}
\predavanje {J\'{o}szef L\H{o}rinczi} {Long and short time sample properties of a class of L\'{e}vy type processes} {} {29.~3.} {}
\predavanje {Matija Vidmar} {Ruin under stochastic dependence between premium and claim arrivals} {} {10.~5.} {}
\predavanje {Damjan �kulj} {The use of copulas for modelling dependence of random variables with imprecise distributions} {} {17.~5.} {}
\predavanje {Anna Rita Bacinello} {Variable annuities as options packages: a market-consistent valuation approach } {} {24.~5.} {}
\predavanje {Nacira Agram}{Forward/backward stochastic Volterra equation and related topics}{}{31.~5.}{}
\predavanje {Antonino Zanette} {Pricing and hedging GLWB and GMWB in the Heston and Black-Scholes model with stochastic interest rates} {} {14.~6.} {}
\predavanje {�pela Poklukar}{Kripto podatkovne zbirke}{}{30.~8.}{}
\predavanje {Milica Krkovi�} {Modeliranje verjetnosti nepla�ila v ban�nem sektorju} {} {8.~11.} {}
\predavanje {Peter Kink} {Elementarna kvantna verjetnost} {} {20.~12.} {}
\end{seznam} 
