OBJECTIVES

The Institute of Mathematics and Statistics of the University of São Paulo and the Institute of Financial and Actuarial Risks (IAPUC) of the Catholic University of Rio de Janeiro are organizing the Third Brazilian Conference on Statistical Modelling in Insurance and Finance, to be held March 25 - 30, 2007, 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
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 journal Brazilian Journal of Probability and Statistics.

Important Dates:

Abstract submission deadline: November 17, 2006
Practical problem submission deadline: November 17, 2006
Notification to authors: December 15, 2006
Final LaTeX version due: January 26, 2007
Arriving date: March 25, 2007