Invited speakers
Session 1: Modeling Catastrophic Risks in Insurance and Finance, Philippe Soulier -
Extremal properties of the long memory stochastic volatility process
Session 2: Risk Measures in Non-Life Insurance and Portfolio Management,
Paul Embrechts
- Swiss Federal Institute of Technology, Zurich
Multivariate Extremes and Geometry
Session 3: Risk and Stochastic Control,
Peter W. Glynn
- Stanford University
Recent Results in Heavy-tailed and Long-range Dependent Risk Theory
Session 4: Life, Health, and Pension Insurance,
Erhan Bayraktar
- University of Michigan
The Duality Relationship between Minimizing the Probability of Ruin and Controller Stopper Games
Session 5: Modelling Dependence in Multivariate Risk,
Henrik Hult
- University of Copenhagen
Efficient calculation of risk measures by importance sampling - the heavy tailed case
Presentation
Location
Invited speakers
Conference program
Abstracts
Short courses
Abstract Submission
Paper Submission
Deadline and fees
Registration
Previous conferences
Accommodation
Practical information
Contact information
Photos
PROCEEDINGS
6th Conference in Actuarial Science & Finance on Samos
June 3 - 6, 2010
