Second Brazilian Conference on Statistical Modelling in Insurance and
    Finance
         

Maresias, August 28 - September 3, 2005



CONFERENCE PROGRAMME (FRIDAY, SEPTEMBER 2)


8:30-10:50 Principal Hall
8:30-10:50 Edward W. (Jed) Frees: Longitudinal and Panel Data Analysis of Insurance and Finance Data (Short Course, Part 1)
10:50-11:20 Coffee Break
11:20-12:30 Principal Hall
11:20-12:30 Mixture Session: Chairman 8
11:20-11:40 Ozaki, V.A., Ghosh, S., Goodwin, B. and Shirota, R.: Spatio-Temporal Modeling of Crop Yields: An Application to Pricing Crop Insurance Contracts
11:45-12:05 Konstantinides, D.: Ruin Probabilities for Solutions to Stochastic Recurrence Equations with Heavy-Tailed Innovations
12:10-12:30 Frees, E. and Wang, P.: Copula Credibility for Aggregate Loss Models
11:20-12:30 "Game" Hall
11:20-12:30 Optimization Session 2: Chairman 9
11:20-11:40 Rudloff, B.: Hedging with Convex Risk Measure in Incomplete Markets
11:45-12:05 Azcue, P. and Muler, P.: Optimal Portofolio Selection and Dividend Distribution in an Insurance Company
12:10-12:30 Vereda, L., Uesu, D., Pesco, S. and Lopes, H.: Dealing with Uncertainty in Efficient Frontier Construction by the Use of Interval Arithmetic
12:30-14:00 Lunch
14:30-16:10 Principal Hall
14:30-16:10 Invited Talks Session: Chang Dorea (Chairman)
14:30-15:20 Elart von Collani: The Logic of Chance-History and Perspectives
15:20-16:10 Hélio Migon, Fernando Moura and Dani Gamerman: Stochastic Simulation in Finance and Actuary (Short Course, Part 2)
16:10-16:30 Coffee Break
16:30-18:50 Principal Hall
16:30-18:50 Edward W. (Jed) Frees: Longitudinal and Panel Data Analysis of Insurance and Finance Data (Short Course, Part 2)
19:00-20:30 Dinner