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



SHORT COURSES

Alexander McNeil (Heriot-Watt University, UK)
Title: Modelling Dependent Financial Risks: Non-Gaussian Models and Copulas

Mogens Steffensen (University of Copenhagen, Denmark)
Title: Market-Valuation Methods in Life and Pension Insurance

Hanspeter Schmidli (University of Cologne, Germany)
Title: Optimisation in Non-Life Insurance

Vladimir Belitsky (University of São Paulo, Brazil)
Title: Estimating Risk with Peaks-over-threshold Method


The short courses are intended to attract graduate students as well as researchers interested in the particular field. The idea is to present a broad (rather than deep) overview of the topic.


Observation: The short courses by Hanspeter Schmidli and Vladimir Belitsky are scheduled to be lectured in parallel.