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Conference Programme (Tuesday, September 2nd)
| 8:30-10:10 |
"GUARANI" Hall Invited Talks Session: Nikolai Kolev (Chairman) |
| 8:30-9:20 |
Roger Nelsen: Properties and Applications of
Copulas: a Brief Survey |
| 9:20-10:10 |
Magdalena Niewiadomska-Bugaj: Statistical Analysis
Related to Gini Mean Difference |
| 10:10-10:30 |
Coffee Break |
| 10:30-11:40 |
"GUARANI" Hall Risk Models Session: Maria de Lourdes Centeno (Chairman) |
| 10:30-10:50 |
E. Kolkovska: On the Occupation Measure and
Local Time of a Risk Process |
| 10:55-11:15 |
K. Beltr Mortality Rates in the Brazilian Insurance
Market- a Comparison |
| 11:20-11:40 |
N. Muler: Optimal Reinsurance and Dividend
Distribution Policies in the Cram Model: a Viscosity Solution Approach |
| 10:30-11:40 |
"MESTIÇA" Hall Finance Session: Georgios Pitselis (Chairman) |
| 10:30-10:50 |
P. Morettin: Estimation of Intensities and
Applications in Finance |
| 10:55-11:15 |
W. Szatzschneider: Environment Financial Markets |
| 11:20-11:40 |
C. Valle: Bayesian Modelling of Financial Returns:
a Relationship Between Volatility and Trading Volume (*) |
| 11:45-13:00 |
"MESTIÇA" Hall Pension Funds and Health Insurance Round Table: Kaiz Beltr ao (Chairman) |
| 13:00-14:30 |
Lunch |
| 15:30-19:30 |
"GUARANI" Hall: Short Courses X and Z |
| 15:30 -17:00 |
Course X: Extreme Values and Applications.
Jan Beirlant |
| 17:05-17:50 |
Course X: Extreme Values and Applications.
Jan Beirlant |
| 17:50-18:00 |
Coffee Break |
| 18:00 -19:30 |
Course Z: Elliptical Distributions and Applications.
Jan Dhaene |
| 19:30-21:00 |
Dinner |
| 21:00-22:15 |
"MESTIÇA" Hall First Poster Session: Claudia Peixoto (Chairman) |