7th Conference in Actuarial Science & Finance on Samos
May 28 - June 3, 2012
Presentation

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














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

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

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

  1. Risk and Stochastic Control (Chair, Claude Lefevre).

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

  1. Financial Theory and Practice (Chair, Martin Schweizer).
Scientific Committee:




Organizing Committee:


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 4th of June 2012


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/


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