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:
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
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