SAMOS 2014 ***8th Conference in Actuarial Science & Finance on Samos ***

8th Conference in Actuarial Science & Finance on Samos

May 29 - June 1, 2014

Invited Speakers

Conference program

Abstracts

Short course

Abstract Submission

Paper Submission

Previous conferences

Practical information

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Invited Speakers

Session 1: Risk Management,
Global sensitivity analysis and quantification of uncertainty.
by Veronique MaumeDeschamps - University Lyon1, France

Session 2: Stochastic Models in Non-Life Insurance:
Optimal Reinsurance with Regulatory Initial Capital and Default Risk
by Jun Cai - University of Waterloo, Canada

Session 3: Life, Health and Pension Insurance:
Dynamic Hybrid Products in Life Insurance: Assessing the Policyholders' Viewpoint
by Nadine Gatzert - Erlangen-Nuernberg University, Germany

Session 4: Risk and Stochastic Control:
Modeling Trades in the Life Market as Nash Bargaining Problems: Methodology and Insights
by Ken Seng Tan - University of Waterloo, Canada

Session 5: Statistical and Computational Methods:
Tail dependence and extreme quantile estimation
by Liang Peng - Georgia Institute of Technology, USA

Session 6: Financial Theory and Practice:
Joint calibration of SPX and VIX option surfaces: With applications to pricing and hedging equity and volatility linked hybrid notes.
by Dilip Madan - University of Maryland, USA

Closing Ceremony:
Extremes and sums.
by Michel Broniatowski - University Pierre et Marie Curie, France