Third Brazilian Conference on Statistical Modelling in Insurance and
    Finance
         

Third Brazilian Conference on Statistical
Modelling in Insurance and Finance

Maresias, March 25 - 30, 2007



INVITED SPEAKERS

Roger Cooke (Delft University of Technology, Netherlands)
Title: Vines in Overview

Boyan Dimitrov (Kettering University, USA)
Title: Lifetime Distributions and Equivalent Ages. Possible Applications in Insurance, Risk, and More

Christian Genest (University of Laval, Canada)
Title: Copula Modeling in Finance: a Critical Review and new Applications

Marc Goovaerts (Katholieke Universiteit Leuven, Belgium)
Title: On Transition Densities for General Diffusion Process

Andrew Harvey (Cambridge University, UK)
Title: Time-Varying Quantiles

Observation: Professor Marc Goovaerts was unable to attend the conference, and asked us at the last moment to be substituted by Steven Vanduffel (KULeuven) who presented a talk titeled "Conditional Expectations as a Valuable Risk Management Tools", highly appreciated by the participants.

The Organzing Committee is greatful both Marc and Steven.