Seventh Brazilian Conference on Statistical
Modelling in Insurance and Finance

Maresias, March 1-6, 2020, Brazil

INVITED SPEAKERS

Emilio Porcu (Trinity College Dublin, Ireland)
Talk: Spatial Data Science: Past, Present, and Future.

Jean-David Fermanian (ENSAE, France)
Talk: About Conditional Copulas and the Simplifying Assumption

Julien Trufin (Université Libre de Bruxelles, Belgium)
Talk: Model Selection Based on Lorenz and Concentration Curves, Gini Indices and Convex Order.

Renato Assuncao (Federal University of Minas Gerais, Brazil)
Talk: The Unreasonable Effectiveness of Data: Opportunities for Actuarial Science

Ronald Poon-Affat (President of RGA, Brazil)
Talk: Dangers of Overfitting in Predictive Analytics

Rudi Zagst (Technical University of Munich, Germany)
Talk: Behavioral Finance Driven Investment Strategies

Sabrina Mulinacci (University of Bologna, Italy)
Talk: State-dependent Autoregressive Model for Nonlinear Time Series: Stationarity, Ergodicity and Estimation Methods

Spiridon Penev (University of New South Wales, Australia)
Talk: Robust Index Tracking with Bregman Divergence

Steven Vanduffel (Vrije Universiteit Brussel, Belgium)
Talk: Risk Assessment Under Uncertainty

JUNIOR INVITED SPEAKERS

Eduardo Horta (Federal University of Rio Grande do Sul, Brazil)
Title: Generalized Conjugate Processes: Lévy Diffusions and Financial Applications

Jose Augusto Fiorucci (University of Brasilia, Brazil)
Title: GROEC: Combination Method via Generalized Rolling Origin Evaluation

Marcelo Bourguignon (Federal University of Rio Grande do Norte, Brazil)
Title: A New Regression Model for Positive Random Variables with Skewed and Long Tails

Paulo Henrique Ferreira (Federal University of Bahia, Brazil)
Title: On the Parametric Estimation for Multivariate Copula-based Seemingly Unrelated Tobit Models

Rafael Izbicki (Federal University of Sao Carlos, Brazil)
Title: Quantification Under Prior Probability Shift: the Ratio Estimator and its Extensions