6th Conference in Actuarial Science & Finance on Samos
June 3 - 6, 2010
Conference program
Abstracts
Paper Submission
Photos
PROCEEDINGS
Presentation
The Department of Statistics & Actuarial – Financial Mathematics of the University of the Aegean is pleased to host the 6th Samos Conference in Actuarial Science and Finance, to be held on Samos,on June 3-6, 2010.
This event, jointly organized with the Katholieke Universiteit Leuven, the Universite Catholique de Louvain and the Kobenhavns Universitet, provides a forum for state-of-the-art results and the latest advances in the area of actuarial science and finance. The meeting is open to people from Universities, Insurance Companies, Banks, Consulting Firms or Regulatory Authorities, interested in actuarial-financial mathematics.
Topics :
- Modeling Catastrophic Risks in Insurance and Finance (Chair, Holger Drees).
- Risk Measures in Non-Life Insurance and Portfolio Management (Chair, Zinovyi Landsman).
- Risk and Stochastic Control (Chair, Soeren Asmussen).
- Financial Risk Management (Chair, Thaleia Zariphopoulou).
- Modelling Dependence in Multivariate Risk (Chair, Gena Samorodnitsky).
- Life, Health, and Pension Insurance (Chair, Mogens Steffensen).
A short course will take place before the conference (31st of May – 2nd of June, 2008 ) under the title:
- Financial Modeling with Levy Processes,
by Rama Cont
Scientific Committee:
- Albrecher Hansjoerg - University of Lausanne , Switzerland
- Asmussen Soeren - University of Aarhus, Denmark
- Cheliotis Dimitris - EURANDOM, the Netherlands
- Drees Holger – University of Hamburg , Germany
- Foss Serguei - Heriot - Watt University , United Kingdom
- Gerber Hans - University of Lausanne , Switzerland
- Goovaerts Marc - Katholieke Universiteit Leuven, Belgium, and University of Amsterdam,The Netherlands
- Konstantinides Dimitrios - University of the Aegean, Greece
- Makov Udi - University of Haifa, Israel
- Marceau Etienne - University Laval, Canada
- Mikosch Thomas - University of Copenhagen, Denmark
- Morettin Pedro - University of Sao Paolo, Brazil
- Ng Kai - University of Hong Kong, Hong Kong
- Papaioannou Takis (chair) - University of Piraeus, Greece
- Samorodnitsky Gena – Cornell University, U.S.A.
- Steffensen Mogens – University of Copenhagen , Denmark
- Tang Qihe- University of Iowa, U.S.A.
- Teugels Jef - Katholieke Universiteit Leuven, Belgium
- Zariphopoulou Thaleia – University of Texas at Austin, U.S.A.
Organizing Committee :
- Dhaene Jan - Katholieke Universiteit Leuven, Belgium
- Konstantinides Dimitrios (chair) - University of the Aegean, Greece
- Kyprianou Andreas - University of Bath, United Kingdom
- Landsman Zinovyi – University of Haifa , Israel
- Lefevre Claude - Universite Libre de Bruxelles, Belgium
- Mikosch Thomas - University of Copenhagen, Denmark
- Politis Konstadinos - University of Piraeus, Greece
- Schmidli Hanspeter - University of Cologne, Germany
Local Committee :
- Bardoutsos Anastasios - University of the Aegean, Greece
- Kapodistria Stella - University of the Aegean, Greece
- Konstantinides Dimitrios (chair) - University of the Aegean, Greece
- Kountzakis Christos - University of the Aegean, Greece
- Loukissas Fotis - University of the Aegean, Greece
- Psarrakos Georgios - University of the Aegean, Greece
- Stamatiou Ioannis - University of the Aegean, Greece