Eventos

"Second International Congress on Actuarial Science and Quantitative Finance"

Cartagena, Colombia from June 15 to June 18 of 2016.

The Congress is organized by Universidad Nacional de Colombia, Universidad de Cartagena,  Universidad del Rosario, Universidad Externado de Colombia, Universidad Antonio Nariño and  �‰cole Nationale Supérieure d�€™Informatique pour l�€™Industrie et l�€™entreprise (ENSIIE).   The event builds on the success of the first ICASQF.  This second edition consolidates the Congress as the premier event in Actuarial Science and Quantitative Finance in Colombia, the Andean Region (Peru, Colombia, Venezuela, Ecuador, and Bolivia) and the Caribbean Region.

The Congress will cover a variety of topics in Actuarial Science and Quantitative Finance. Topics include statistics techniques in Finance and Actuarial Science, Portfolio Management, Derivative Valuation, Risk Theory and Life and Pension Insurance Mathematics, Non-Life Insurance Mathematics, and Economics of Insurance among others.

The event would consist of plenary sessions with invited speakers in the areas of actuarial science and quantitative finance, oral sessions of contributed talks, invited sessions and poster sessions.

A program of one day of the Congress would emphasize on problems of interest to practitioners. Also, there would be short courses on topics of interest in actuarial science and quantitative finance, given by some of the invited speakers.

Authors of selected oral presentations would be invited to submit to the special issue entitle �€œActuarial Science and Quantitative Finance: ICASQF2016, Cartagena, Colombia,  June2016�€� of Springer Proceedings in Mathematics & Statistics (PROMS).   Invited papers would follow a standard refereeing process.

Invited Speakers:

Rama Cont. Invited talk and short course. Imperial College, London, UK.

Jan Dhaene. Invited talk and short course. KU Leuven, Belgium.

Bruno Dupire. Invited talk. Bloomberg LP.  New York, US

Nicole El Karoui. Invited talk and short course. �‰cole Polytechnique, Palaiseau, France.

Christian Hipp.  Invited talk. Karlsruher Institute of Technology, Karlsruhe, Germany.

Jean Jacod, Invited talk and short course. Université Paris VI, Paris, France.

Ioannis Karatzas.  Invited talk and short course. University of Columbia, NY, US.

Glenn Meyers, Invited talk and short course.  ISO Innovative Analytics, New York USA.

Kees Oosterlee, Invited talk. Dutch national research center for mathematics and computer science, Amsterdam Netherlands.

Michael Sherris. Invited talk. UNSW, Sydney Australia.

Fernando Zapatero. Invited talk. USC, Los Angeles, CA, US.

Scientific Committee

Hansjoerg Albrecher, (Univ. of Lausanne, Switzerland)

Samuel Cox, (Georgia State University, USA)

Richard Davis, (Columbia University, USA)

José Garrido, (Concordia University, Canada)

Daniel Hernandez, (CIMAT, México)

Edward (Jed) Frees, (University of Wisconsin, Madison, USA)

Monique Jeanblanc, (Université d�€™�‰vry Val-d�€™Essonne, France)

Khaldoun Khashanah, (Stevens Institute of Technology, USA)

Steve Haberman, (Cass Business School, UK)

Ralf Korn, (Technische Universität Kaiserslautern)

Stéphane Loisel, (Université Lyon 1, France)

Jaime Londoño (Universidad Nacional, Manizales)