The Department of Statistics & Actuarial Science, of the University of the Aegean, is pleased to host the
3rd Conference in Actuarial Science and Finance, to be held in Samos, on September 2-5, 2004.
This event is jointly organized with the Katholieke Universiteit Leuven (Department of Applied Economics and Department of Mathematics), the Université Catholique de Louvain (Institute of Statistics and Institute of Actuarial Science) and the University of Copenhagen (Laboratory of Actuarial Mathematics).
The Conference allows the presentation of the latest works in the area of actuarial science and finance. It is open to all persons interested in actuarial science and finance, be they from universities, insurance companies, banks, consulting firms or regulatory authorities. The conference aims to facilitate the contact and the communication between the practicians and the researchers.
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| Topics : |
- Extremes and Large Deviations in Actuarial Science (chairman H. Drees)
- Non-life Insurance (chairman R. Verrall)
- Advances in Incomplete Markets (chairman Th. Zariphopoulou)
- Modelling Dependence in Actuarial Science (chairman C. Klüppelberg)
- Risk and Control (chairman S. Asmussen)
- Life, Pension and Health Insurance (chairman H. Gerber)
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There will be four short courses. Two before the conference from 30th of August - 1st of September, 2004 :
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- Stochastic Claims Reserving, by R.J. Verrall.
- Stochastic Control Applied to Actuarial Problems, by H. Schmidli.
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and the other two after the conference, from 6th of September - 8th of September 2004 :
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- Risk Measures and Optimal Portfolio Selection (with applications to elliptical distributions),
by J. Dhaene and E. Valdez.
- Advanced Statistical Methods for Insurance, by M. Denuit and A. Charpentier.
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Postgraduate students and young reseachers are specially welcome.
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| Scientific Committee : |
- Asmussen Sören - University of Lund, Sweden
- Denuit Michel - Université Catholique de Louvain, Belgium
- Foss Serguei - Heriot-Watt University, United Kingdom
- Frangos Nicolaos - Athens University of Economics and Business, Greece
- Gerber Hans - University of Lausanne, Switzerland
- Goovaerts Marc - Katholieke Universiteit Leuven, Belgium, and
University of Amsterdam, The Netherlands
- Guillen Montserrat - University of Barcelona, Spain
- Konstantinides Dimitrios - University of the Aegean, Greece
- Makov Udi - University of Haifa, Israel
- Marceau Etienne - Université Laval, Canada
- Mikosch Thomas - University of Copenhagen, Denmark
- Morettin Pedro - University of Sao Paolo, Brazil
- Ng Kai Wang - University of Hong Kong, Hong Kong
- Papaioanou Takis (chairman) - University of Piraeus, Greece
- Tessaromatis Nikolaos - Athens Laboratory of Business Administration, Greece
- Teugels Jef - Katholieke Universiteit Leuven, Belgium
- Verrall Richard - City University, United Kingdom
- Willder Mark - Heriot-Watt University, United Kingdom
- Zariphopoulou Thaleia - University of Texas, United States
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| Organizing Committee : |
- Dhaene Jan - Katholieke Universiteit Leuven, Belgium
- Frangos Nicolaos (chairman) - Athens University of Economics and Business, Greece
- Konstantinides Dimitrios - University of the Aegean, Greece
- Mikosch Thomas - University of Copenhagen, Denmark
- Purcaru Oana - Université Catholique de Louvain, Belgium
- Schmidli Hanspeter - University of Copenhagen, Denmark
- Teugels Jef - Katholieke Universiteit Leuven, Belgium
- Walhin Jean-François - Secura Belgian Re, Belgium
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| Local Organizing Committee : |
- Chatzispyros Spyridon - University of the Aegean, Greece
- Chalidias Nikolaos - University of the Aegean, Greece
- Katsis Athanasios - University of the Aegean, Greece
- Konstantinides Dimitrios (chairman) - University of the Aegean, Greece
- Milionis Alexandros - University of the Aegean, Greece
- Nakas Christos - University of the Aegean, Greece
- Poufinas Thomas - University of the Aegean, Greece
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