Dear Colleagues:
The Institute of Mathematics and Statistics of the University of São
Paulo is
organizing the "First Brazilian Conference on Statistical Modelling in
Insurance and Finance", to be held in Ubatuba, São Paulo, September 1-6,
2003.
For details, please visit to the conference web site:
http://www.ime.usp.br/~ubatuba/
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 meant to contribute to
fostering the cooperation between practitioners and theoreticians in
the field.
The conference program is designed to promote discussion and interchange
between junior and senior scientists. Several
short courses, round tables, open problems and software sessions are
being
organized. Students are encouraged to attend the conference. A
special prize for the best student presentation will be awarded.
The conference encourages the submission of original
research papers, work-in-progress reports, future research proposals and
students papers. Topics of interest include, but are not limited to:
- Collective Risk Models and Ruin Theory
- Elliptical Distributions and Applications
- Extreme Value Theory and Applications
- Insurance (Life, Non-life, Pension and Health) and Reinsurance
- Risk Measures and Portfolio Selection
- Statistical Analysis of Insurance and Finance Data
An extended abstract of approximately 3 pages should be submitted by
e-mailing a PDF-file to
[log in to unmask]
It is expected that accepted papers will be presented at the conference
and published in special issues of the journals "Applied Stochastic
Models in Business and Industry" and "Brazilian Journal of Probability
and Statistics". Simultaneous submission to other conferences with
published proceedings is not allowed.
Important Dates:
Submission deadline: April 25, 2003
Notification to authors: May 30, 2003
Final version due: June 27, 2003
On-line registration daedline: July 11, 2003
With kind regards,
--
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* * *
* Nikolai Kolev * *
* IME - Department of Statistics * +55 11 3814 4135 (Fax) *
* Sao Paulo University * +55 11 3091 6130 (Fax) *
* C.P. 66281 * +55 11 3091 6103 (Phone) *
* 05311-970 Sao Paulo, Brazil * *
* * *
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