segunda-feira, setembro 27, 2010

Fifth Brazilian Conference on Statistical Modelling in Insurance and Finance

Fifth Brazilian Conference on Statistical Modelling in Insurance and Finance

Destaque para os minicursos e convidados:

Short Courses

Nizar Touzi (Ecole Polytechnique, France)
Title: Stochastic Control Theory and Applications to Finance

Peter Tankov (Ecole Polytechnique, France)
Title: Pricing and Hedging Jump Risk in Financial Markets

Teemu Roos (University of Helsinki, Finland)
Title: Introduction to Information-Theoretic Modeling

Vladimir Belitsky (University of Sao Paulo, Brazil)
Title: Risk Stories

Keynote Speakers:

Emiliano Valdez (University of Connecticut, USA)

Title: Statistical Concepts of a Priori and a Posteriori Risk Classification in Insurance

Hansjoerg Albrecher (University of Lausanne, Switzerland)
Title: Solvency Modelling with Dependent Risks

José María Sarabia (University of Cantabria, Spain)

Narayanaswamy Balakrishnan (McMaster University, Canada)
Title: Some Recent Developments on Receiver Operating Characteristcs Analyses

Invited Speakers:

Antonio Sanhueza (University of La Frontera, Chile)

Title: A Unified Mixture Model Based on the Inverse Gaussian Distribution

Aristidis K. Nikoloulopoulos (University of East Anglia, UK)
Title: Vine Copulas with Asymmetric Tail Dependence and Applications to Financial Return Data

Dani Gamerman (Federal University of Rio de Janeiro, Brazil)
Title: Modeling Spatio-Temporal Dependence with Factor Models

David Vyncke (Ghent University, Belgium)
Title: The Perfect Dependence

Emily Fox (Duke University, USA)
Title: Dynamic Models for Covariance Matrices: A Rich New Class of Stationary Multivariate Volatility Process Models

Harry Joe (University of British Columbia, Canada)
Title: Vine Copula and Factor Copula Models for Financial Returns

Julio Stern (University of Sao Paulo, Brazil)
Title: The Rules of Logic Composition for Bayesian Epistemic e-Values

Kostas Zografos (University of Ioannina, Greece)
Title: On Global Measures of Multivariate Dependence

Roger Nelsen (Lewis & Clark College, USA)
Title: Dependence Concepts and Measures via Copulas

Victor Leiva (University of Valparaiso, Chile)
Title: On a Birnbaum-Saunders-t Fixed Effects Model and its Application to Insurance Data