Second Brazilian Conference on Statistical Modelling in Insurance and
    Finance
         

Maresias, August 28 - September 3, 2005



INVITED SPEAKERS

Marc Goovaerts (Katholieke Universiteit Leuven, Belgium)
Title: Actuarial Risk Measures for Financial Option Pricing

Piet de Jong (Macquarie University, Australia)
Title: State Space Models in Actuarial Science

Roger Nelsen (Lewis & Clark College, USA)
Title: Dependence Modeling with Archimedean Copulas

Beatriz Vaz de Melo Mendes (Federal University of Rio de Janeiro)
Title: Robust Fits for Copula Models

Hanspeter Schmidli (University of Cologne, Germany)
Title: Controlled Risk Processes and Subexponential Claims

Jorge Passamani Zubelli (IMPA, Rio de Janeiro)
Title: Inverse Problems in Finance