Prezados, repasso anúncio de evento em Portugal que pode interessar a alguns.
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RISK & EXTREME VALUES In Insurance and Finance Lisbon, 2011, June, 6 - 7 |
This is a two-day workshop aimed to build a bridge between researchers and practitioners. The focus is on Financial Extreme Values and EVT as a practical risk mitigation tool. The Workshop on Risk & Extreme Values in Insurance and Finance is held in the framework of the 100-year anniversary of the Faculty of Sciences of the University of Lisbon in 2011.
The conference represents a unique event which will bring together in Portugal the three authors of the book Modelling Extremal Events for Insurance and Finance Paul Embrechts (Zurich, Switzerland), Claudia Klüppelberg (Munchen, Germany), and Thomas Mikosch (Copenhagen, Denmark) - and present the new challenges for the second decade of the 21st century, both for academics and practitioners of the financial world.
Three other scientists specialized in the interplay between probability, statistics, risk and finance will give invited addresses: Holger Drees (Hamburg, Germany) Casper de Vries (Rotterdam, The Netherlands) and Chen Zhou (De Nederlandsche Bank).
The main goal is to create a first stone as a starting point for building a bridge between researchers and practitioners, interchanging ideas about research or practical problems presented, which is expected to continue during and after the workshop.
Practitioners in Banks, Insurances and other Financial Institutions and Academics as well, are encouraged to present their POSTER CONTRIBUTIONS, which will promote the desired interaction and lively discussions on Financial Extreme Values and Extreme Value Theory (EVT) as a practical risk mitigation tool to handle financial risks at work.
Generali Insurance Company offers an award of EUR 500, for the best poster presented at the Workshop by a PhD student.
GENERALI Insurance is the main sponsor of the Conference.
For further information we invite you to visit
http://www.rev2011.ceaul.fc.ul.pt/
For any inquire don’t hesitate in contacting the Secretariat (Fatima de Haan) at occoe@occoe.pt
We would appreciate if you share this information with your colleagues and other people interested in the subject.
Organizing Committee
Isabel Fraga Alves (Univ Lisboa), Chair
Ivette Gomes (Univ Lisboa)
Laurens de Haan (Univ Tilburg, Rotterdam e Lisboa)
Cláudia Neves (Univ Aveiro)
Organized by CEAUL, Faculty of Sciences, University of Lisbon