Fwd: 2nd Announcement for 3rd Brazilian

[Pedro Morettin <pam@ime.usp.br>]

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Third Brazilian Conference on Statistical Modelling in Insurance and Finance  
          
                      Maresias, March 25 - 30, 2007

Second Announcement

The Institute of Mathematics and Statistics of the University of São
Paulo and the Institute of Financial and Actuarial Risks (IAPUC) of the
Catholic University of Rio de Janeiro are organizing the Third Brazilian
Conference on Statistical Modelling in Insurance and Finance, to be held
March 25 - 30, 2007, at the Maresias Beach Hotel in Maresias, SP, about
180 km from São Paulo (kilometer 154 on the Rio-Santos highway).
 
The conference aims at providing a forum for the presentation of
state-of-the art research in the development, implementation, and
real-world applications of statistical models in actuarial sciences and
finance, as well as for the discussion of problems of current national
and international interest in the professional arena. It is open to both
academic and non-academic communities from universities, insurance
companies, banks, consulting firms and governmental agencies, and is
specifically designed to contribute to fostering the cooperation between
practitioners and theoreticians in the field. The conference program promotes
discussion and interchange between junior and senior scientists.


The following short courses will be given:

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

Mogens Steffensen (Copenhagen University, Denmark): "Market Valuation Models in
Life and Pension Insurance".


Invited speakers are:

David Brillinger (California University, USA)
Roger Cooke (Delft University of Technology, Netherlands)
Boyan Dimitrov (Kettering University, USA)
Christian Genest (University of Laval, Canada)
Marc Goovaerts (Katholieke University Leuven, Belgium)
Andrew Harvey (Cambridge University, UK)


Sessions devoted to real practical problems are being organized. Students also
are encouraged to attend the conference. A special prize for the best
student presentation will be awarded. English will be the official
language within the event.

The conference encourages the submission of original research papers,
work-in-progress reports, future research proposals, practical problems
expecting solution and students papers. Topics of interest include, but
are not limited to:
 
- Collective Risk Models and Ruin Theory
- Extreme Value Theory and Applications
- Insurance (Life, Non-life, Pension) and Reinsurance
- Risk Measures and Portfolio Selection
- Statistical Analysis of Insurance and Finance Data
- Stochastic Processes in Finance and Insurance

An extended abstract of 4 pages should be submitted by e-mailing a
PDF-file to ubatuba@ime.usp.br. The accepted papers will be published in
Conference Proceedings and some selected papers will be invited for
publication in special issue of the journal Brazilian Journal of
Probability and Statistics.


Important Dates:
 
Abstract submission deadline: October 15, 2006
Practical problem submission deadline: October 15, 2006
Notification to authors: November 25, 2006
Final LaTeX version due: January 26, 2007
Arriving date: March 25, 2007

Futher information at http://www.ime.usp.br/~ubatuba


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Nikolai Kolev <nkolev@ime.usp.br>

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Pedro Morettin <pam@ime.usp.br>