Conferences/Workshops
- 1996
- Satellite Meeting to the 4th World Congress of the Bernoulli Society on “Stable Processes and Other Heavy-Tailed Models for Highly Volatile Phenomena”, Wrocław, Lamperti transformation for self-similar processes.
- 1999
- 10th INFORMS Applied Probability Conference, Ulm (Germany), Self-similar processes with stationary increments as weak approximations of the risk process.
- 2002
- Stochastic Modelling of Highly Volatile Phenomena, Wrocław, Spectral representation of stable self-similar processes.
- VII Konferencja z Probabilistyki, Będlewo (Poland), Klasyfikacja samopodobnych procesów stabilnych.
- 1st International Conference Mathematics in Finance, Berg-en-Dal (South Africa), Calibration of the CAT bond pricing model.
- 2003
- Banach Center Workshop, Analysis of random markets: products and prices, Warszawa, Pricing CAT financial instruments.
- 2004
- International Conference on Computational Science 2004 (ICCS 2004), Kraków, Modeling the risk process in the XploRe computing environment.
- 2005
- Statystyka aktuarialna – stan i perspektywy rozwoju w Polsce, Wrocław, Składka kwantylowa w modelu ryzyka kolektywnego a dane szkodowe z obcięciem dolnym (joint talk with J. Nowicka-Zagrajek).
- 2nd International Conference Mathematics in Finance, Berg-en-Dal (South Africa), Pricing catastrophe bonds in a compound non-homogeneous Poisson model with left-truncated loss distributions.
- 2007
- Research Seminar "Mathematical Statistics", The Weierstrass Institute (Berlin), Pricing of catastrophe bonds.
- Statystyka aktuarialna - teoria i praktyka, Wrocław, Numeryczne aproksymacje prawdopodobienstwa ruiny (joint talk with A. Weron).
- 2008
- 3rd International Conference on Performance Evaluation Methodologies and Tools, Athens, From Solar Flare Time Series to Fractional Dynamics (joint talk with K. Weron).
- 21st Marian Smoluchowski Symposium on Statistical Physics, Zakopane (Poland), Statistical Modeling of Solar Flare Activity from Empirical Time Series of Soft X-ray Solar Emission.
- 2009
- Workshop on Anomalous Diffusion. Theory and Applications, Wrocław, Statistical analysis of subdiffusive data.
- 2011
- Hugo Steinhaus Symposium, Wrocław, Identification and validation of anomalous diffusion dynamics.
- 2012
- 3rd Workshop on Anomalous Diffusion, Wrocław, FARIMA process as a unified model for subdiffusive dynamics in experimental data.
- 2013
- 5. Forum Matematyków Polskich, Rzeszów, FARIMA jako uniwersalny model dla ułamkowych systemów dynamicznych.
- 2014
- 5th International Conference Mathematics in Finance, Skukuza (South Africa), Estimation of the memory parameter in the context of financial data.
- 27th Marian Smoluchowski Symposium on Statistical Physics, Zakopane (Poland), ARFIMA as a universal model for subdiffusion in living cells.
- 2015
- Stochastic Modeling of Anomalous Dynamics in Complex Physical and Biological Systems, Wrocław, Estimating the anomalous diffusion exponent for single particle tracking data with measurement errors. An alternative approach.
- ISSI International Team on Superdiffusive Transport, Bern, ARFIMA process as a universal model for fractional dynamics. Discriminating between light- and heavy-tailed distributions, invited speaker.
- KIAS Workshop on Anomalous Dynamics in Biological Systems, Seoul, Estimating the anomalous diffusion exponent for single particle tracking data with measurement errors. FIMA approach, invited speaker.
- 28th Marian Smoluchowski Symposium on Statistical Physics, Kraków, ARFIMA modeling for single particle tracking data (joint talk with A. Weron), invited speaker.
- 5th Workshop on Anomalous Diffusion, Wrocław, ARFIMA processes for modelling of anomalous diffusion.
- 2016
- ICFO - The Institute of Photonic Sciences, Barcelona, Algorithms for testing of fractional dynamics: a practical guide for stochastic modeling of SPT data, invited speaker.
- Wrocław-Potsdam meeting on dynamics, Potsdam, Universal procedure to extract anomalous diffusion exponent and measurement error via stochastic modelling, invited speaker.
- XXIXth Marian Smoluchowski Symposium on Statistical Physics, Zakopane (Poland), Algorithms for testing of fractional dynamics: a practical guide for stochastic modeling of SPT data, invited speaker.
- 2017
- International Conference on Stochastic dynamics: models and applications, Buenos Aires, Testing of fractional dynamics: ARFIMA modelling, invited speaker.
- 6th International Conference Mathematics in Finance, Skukuza (South Africa), De Vylder approximation of the ruin probability of a two-dimensional risk process.
- 2018
- Joint meeting of the Italian Mathematical Union, the Italian Society of Industrial and Applied Mathematics and the Polish Mathematical Society (Joint Meeting of UMI-SIMAI-PTM), Wrocław, Analysis of receptor–G protein interactions at cell surface hot spots, speaker and session organiser.
- 20th European Conference on Mathematics for Industry, Budapest, Weak Approximation of Index-Linked Catastrophe Bond Prices.
- Ogólnopolska Matematyczna Konferencja Studentów OMatKo!, Wrocław, Modelowanie anomalnej dyfuzji w świecie komórek biologicznych, invited speaker.
- 2019
- Jubileuszowy Zjazd Matematyków Polskich, Kraków, Wycena warunkowo zamiennych obligacji katastroficznych.
- 2021
- 21st ECMI Conference on Industrial and Applied Mathematics, Wuppertal (Germany), Testing of Multifractional Brownian Motion, session organiser.
- 2022
- Meeting of PL Maths In community, Będlewo (Poland), Securitization of natural catastrophe risk.
- 32nd EURO Conference, Espoo (Finland), Insurance-linked securities as novel natural catastrophe risk management instruments, keynote speaker.
- XLVIII Conference Mathematical Statistics, Będlewo (Poland), Tempered fractionally integrated process with stable noise.
- 50. Ogólnopolska Konferencja Naukowo-Szkoleniowa Zastosowań Matematyki, Zakopane (Poland), Sekurytyzacja ryzyka katastrof naturalnych.
- 15th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2022), London, Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model.
- 2023
- 2023 Joint Mathematics Meetings, Boston, SIAM Minisymposium on Fractional Dynamics, coorganiser of the minisymposium.
- 22nd ECMI Conference on Industrial and Applied Mathematics, Wrocław, Mathematical and physical modeling of single particle tracking experiments, coorganiser of the minisymposium.
- 22nd ECMI Conference on Industrial and Applied Mathematics, Wrocław, Stochastic modelling in insurance and reinsurance, coorganiser of the minisymposium.
- 7th International Conference Mathematics in Finance 2023, Berg-en-Dal (South Africa), Pricing of Insurance-linked Securities: A Multi-peril Approach.
- 20th Summer School in Risk, Finance & Stochastics, Athens, Construction and pricing of insurance-linked securities tied to natural disasters, invited speaker.
