SAMOS 2012 ***7th Conference in Actuarial Science & Finance on Samos ***

The Department of Statistics & Actuarial – Financial Mathematics of the University of the Aegean is pleased to host the 7th Samos Conference in Actuarial Science and Finance, to be held on Samos,on May 28 - June 3, 2012.

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.

Announcement

The 7th Conference in Actuarial Science and Finance on Samos was brought successfully to close. During the four days of the meeting thirty five contributed papers and seven invited talks were presented to an audience of about seventy attendants. In these talks the state-of-the-art in the area of Actuarial and Financial Mathematics was demonstrated..

Before the Conference a short course of nine hours on Limit Theorems for High Frequency Financial Data by Mark Podolskij was given.

During the closing ceremony three prizes, kindly provided by Springer Verlag Heidelberg, were bestowed for the following presentations:

1. Taxation and Reflection in a Levy Risk Model, by Jevgenijs Ivanovs.

2. Variance Optimal Stopping Problem on Geometric Levy Process, by Kamille S. Taagholt.

3. Optimal Portfolios under Worst Case Scenarios, by Carole Bernard.

The proceedings of the conference will be published in the website of the conference

http://www.actuar.aegean.gr/samos2012/

On behalf of the Scientific and Organizing Committee

Soeren Asmussen Dimitrios G. Konstantinides

Modeling Rare Events, Extremes and Dependence (Chair, Qihe Tang).

Stochastic Models in Non-Life Insurance (Chair, Esther Frostig).

Life, Health, and Pension Insurance (Chair, Hansjoerg Albrecher).

Risk and Stochastic Control (Chair, Claude Lefevre).

Statistical Methods in Insurance and Finance (Chair, Pedro Morettin).

Financial Theory and Practice (Chair, Martin Schweizer).

Scientific Committee:

Albrecher Hansjoerg - University of Lausanne , Switzerland
Asmussen Soeren (chair) - University of Aarhus, Denmark
Limnios Nikolaos - Université de Technologie de Compiègne, France
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
Kou Steven - Columbia University, U.S.A.
Makov Udi - University of Haifa, Israel
Mikosch Thomas - University of Copenhagen, Denmark
Morettin Pedro - University of Sao Paolo, Brazil
Ng Kai - University of Hong Kong, Hong Kong
Politis Konstadinos - 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
Karagrigoriou Alexandros - University of Cyprus
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
Schmidli Hanspeter - University of Cologne, Germany

Local Committee:

Bardoutsos Anastasios - University of the Aegean, Greece
Kapodistria Stella - Technishe Universiteit Eindhoven, The Netherlands
Karagrigoriou Alexandros - University of Cyprus
Konstantinides Dimitrios (chair) - University of the Aegean, Greece
Kountzakis Christos - University of the Aegean, Greece
Loukissas Fotis - University of the Aegean, Greece
Stamatiou Ioannis - University of the Aegean, Greece

Topics :

Samos 4^th of June 2012

The 7^th Conference in Actuarial Science and Finance on Samos was brought successfully to close. During the four days of the meeting thirty five contributed papers and seven invited talks were presented to an audience of about seventy attendants. In these talks the state-of-the-art in the area of Actuarial and Financial Mathematics was demonstrated.

Before the Conference a short course of nine hours on Limit Theorems for High Frequency Financial Data by Mark Podolskij was given.

During the closing ceremony three prizes, kindly provided by Springer Verlag Heidelberg, were bestowed for the following presentations:

Taxation and Reflection in a Levy Risk Model, by Jevgenijs Ivanovs.
Variance Optimal Stopping Problem on Geometric Levy Process, by Kamille S. Taagholt.
Optimal Portfolios under Worst Case Scenarios, by Carole Bernard.

The proceedings of the conference will be published in the website of the conference

http://www.actuar.aegean.gr/samos2012/

Many suggestions for the next Samos Meeting, planned for 5-8 of June 2014, were submitted.

On behalf of the Scientific and Organizing Committee

Soeren Asmussen Dimitrios G. Konstantinides