Journée de Contact FNRS
Groupe Sciences Actuarielles
In collaboration with the research group Financial Mathematics and Stochastics (department of Applied Mathematics and Computer Science), RUG, Gent, Belgium and supported by Secura Belgian Re.
INSURANCE & FINANCE
Wednesday, March 27, 2002
The Institute of Statistics of the UCL announces a one-day conference devoted to Insurance and Finance. This event is organized in collaboration with the research group Financial Mathematics and Stochastics (department of Applied Mathematics and Computer Science), RUG, Gent, Belgium and with the support of the FNRS and of the reinsurer Secura Belgian Re.
Academic researchers, practitioners and students in actuarial sciences or in finance are most welcome.
The participation is totally free.
This meeting will take place in the « Auditoire
Socrate » SOCR-242, located in Louvain-la-Neuve
(
How to get to Louvain-la-Neuve?).
Where is SOCR-242 located
(Map 1, 178Ko) ?
A preliminary program is given below :
| 9h00 | Welcome, registration | |
| 9h15-10h05 | Stefan Lang,University of Munich, Germany | Bayesian geoadditive models with applications to insurance data |
| 10h05-10h35 | Oana Purcaru, UCL, Louvain-La-Neuve, Belgium | On the dynamic random effects and their impact on a posteriori risk evaluation |
| 10h35-11h05 | Coffee Break | |
| 11h05-11h35 | Claude Lefèvre, ULB, Brussels, Belgium | Ruin theory in a discrete-time model |
| 11h35-12h05 | Sandra Pitrebois, Secura Belgian Re, Brussels, Belgium | Etude de techniques IBNR modernes |
| 12h05-12h35 | Céline Azizieh, ULB, Brussels, Belgium | Modelling financial time series by a multifractal model |
| 12h35-14h00 | Lunch (**) | |
| 14h00-14h50 | Philippe Balland,
Merril Lynch, London, UK |
Markov Market Models |
| 14h50-15h20 | Michèle Vanmaele,
RUG, Gent, Belgium |
Bounds for the price of discrete arithmetic Asian options |
| 15h20-15h45 | Coffee Break | |
| 15h45-16h30 | Damien Lanotte, SAS, Belgium | SAS ® Risk Management : A tool for Risk Modeling and Simulations |
| 16h30-17h00 | Griselda Deelstra,
RUG, Gent, Belgium |
Optimal Investment Strategies for Defined Contribution Funds |
(**) The centre of Louvain-La-Neuve offers many possibilities for lunch: university restaurants, excellent pizzerias, snacks or other restaurants.
For more details, please contact either Michel Denuit (Phone +32-10-47.28.35, Email denuit@stat.ucl.ac.be) or Natacha Brouhns (Phone +32-10-47.30.52, Email brouhns@stat.ucl.ac.be).
