OBJECTIVES
The Institute of Mathematics and Statistics of the University of São Paulo is organizing the Second Brazilian Conference on Statistical Modelling in Insurance and Finance, to be held August 28 - September 3, 2005, at the Maresias Beach Hotel in Maresias, SP, about 180 km from São Paulo (kilometer 154 on the Rio-Santos highway).
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 and sessions devoted to real practical problems 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, practical problems expecting solution 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
- Stochastic Processes in Finance and Insurance
An extended abstract of 4 pages should be submitted by e-mailing a PDF-file to ubatuba@ime.usp.br. The accepted papers will be published in Conference Proceedings and 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:
- Abstract submission deadline: May 13, 2005
- Notification to authors: June 20, 2005
- Final LaTeX version due: July 19, 2005
- On-line registration deadline: July 1, 2005
- Arriving date: August 28, 2005