Second Brazilian Conference on Statistical Modelling in Insurance and
    Finance
         

Maresias, August 28 - September 3, 2005



ABSTRACT SUBMISSION

An extended abstract of 4 pages should be submitted by e-mailing a PDF-file to ubatuba@ime.usp.br. Please use the following LaTeX format for the final version. The accepted papers will be published in Conference Proceedings.

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
  • Stochastic Processes in Finance and Insurance

Some selected papers will be invited for publication in special issue of the journals Economic Quality Control and Brazilian Journal of Probability and Statistics.

Important Dates:

  • Submission deadline: May 13, 2005
  • Notification to authors: June 20, 2005
  • Final LaTeX version due: July 19, 2005