First Brazilian Conference on Statistical Modelling in Insurance and Finance

Objectives


The Institute of Mathematics and Statistics of the University of São Paulo is organizing the First Brazilian Conference on Statistical Modelling in Insurance and Finance, to be held September 1-6, 2003, at the Hotel "Recanto das Toninhas" in "Praia das Toninhas" (Toninhas' Beach), Ubatuba, São Paulo.

The conference aims at providing a forum for the presentation of state-of-the art research in the development, implementation, and real-world applications of statistical models in actuarial sciences and finance, as well as for the discussion of problems of current national and international interest in the professional arena. It is open to both academic and non-academic communities from universities, insurance companies, banks, consulting firms and governmental agencies, and is specifically designed to contribute to fostering the cooperation between practitioners and theoreticians in the field.

The conference program promotes discussion and interchange between junior and senior scientists. Several short courses, round tables, open problems and software sessions are being organized. Students also are encouraged to attend the conference. A special prize for the best student presentation will be awarded. English will be the official language within the event.

The conference encourages the submission of original research papers, work-in-progress reports, future research proposals and students papers. Topics of interest include, but are not limited to:
  • Collective Risk Models and Ruin Theory
  • Elliptical Distributions and Applications
  • Extreme Value Theory and Applications
  • Insurance (Life, Non-life, Pension and Health) and Reinsurance
  • Risk Measures and Portfolio Selection
  • Statistical Analysis of Insurance and Finance Data
An extended abstract of approximately 3 pages should be submitted by e-mailing a PDF-file to ubatuba@ime.usp.br. It is expected that accepted papers will be presented at the conference and will have the opportunity to be considered for publication in special issues of the journals Applied Stochastic Models in Business and Industry and Brazilian Journal of Probability and Statistics. Simultaneous submission to other conferences with published proceedings is not allowed.


Important Dates:
  • Submission deadline: May 26, 2003
  • Notification to authors: June 27, 2003
  • Final version due: July 11, 2003
  • On-line registration deadline: July 11, 2003
  • Arriving date: August 31, 2003
  • Conference: September 1-6, 2003
  • Departure date: September 6, 2003