UNSW-Macquarie University Risk workshop

Name:UNSW-Macquarie University Risk workshop
Calendar:Conferences & meetings
When:Thu, December 7, 2017 - Fri, December 8, 2017
Description:

UNSW crest

Risk: modelling, optimization and inference
with applications in Finance, Insurance and Superannuation

Dates: 7–8 December 2017
Venue: Lecture Theatre A, Robert Webster Building, UNSW Sydney, Australia

AFAS Macquarie University, School of Mathematics and Statistics UNSW, and School of Risk and Actuarial Studies UNSW are organizing this two-day workshop. This is going to be a very interesting workshop, with many high calibre international researchers presenting.

In the wake of the latest financial crisis, hurricane damages, the growing number and severity of bushfires and floods, the benefits from risk management are well understood by the community. Modelling and assessing risk, risk evaluation and estimation is a current issue for many diverse industries. The role of academics is to provide useful fundamental research in this area that is to be implemented in the industry. Important application areas are Finance, Insurance and Superannuation.

It is jointly organised by:

  • School of Mathematics and Statistics, UNSW — represented by A/Prof. Spiridon Penev
  • Dept. of Applied Finance and Actuarial Studies, Macquarie Univ. — Professor Pavel Shevchenko
  • School of Risk and Actuarial Studies, UNSW — A/Prof. Benjamin Avanzi

The idea of the workshop is to keep the level of talks to be suitable for postgraduate (and advanced undergraduate) students, as well as for researchers and practitioners, particularly from the Finance, Insurance, and Superannuation Industries, who would like to learn more about the mathematical, statistical and operations research aspects of risk. Many leading experts in the above areas will give presentations at the workshop. The workshop's dates of Thursday and Friday, 7–8 December 2017 are chosen to be close to the dates of the annual ‘Quantitative Methods in Finance’ conference (QMF) that will start in Sydney on Monday 11 December 2017.

Invited Speakers

  • A/Prof. Benjamin Avanzi (UNSW Sydney, Australia)
  • Prof. Carole Bernard (Grenoble School of Management, France)
  • Prof. Patrick Cheridito (ETH Zurich, Switzerland)
  • Prof. Pierre Del Moral (INRIA, Bordeaux, France & UNSW Sydney, Australia)
  • Prof. Robert Elliott (Univ. South Australia, Australia & Univ. Calgary, Canada)
  • Prof. Michael Hanke (Univ. Liechtenstein, Liechtenstein)
  • Prof. Yuri Kabanov (Univ. Franche-Comté, France)
  • Prof. Marek Musiela (Oxford-Man Inst. of Quantitative Finance, UK)
  • A/Prof. Spiridon Penev (UNSW Sydney, Australia)
  • Prof. Ermanno Pitacco (Univ. Trieste, Italy)
  • Prof. Eckhard Platen (Univ. Technology Sydney, Australia)
  • Prof. Marcel Prokopczuk (Leibniz Univ. Hannover, Germany)
  • Prof. Marek Rutkowski (Univ. Sydney, Australia)
  • Prof. Pavel Shevchenko (Macquarie Univ., Sydney)
  • Prof. Stefan Tappe (Univ. Freiburg, Germany)
  • Prof. Leonie Tickle (Macquarie Univ., Sydney)

Registration:

  • $50 for students
  • $100 dollars for early bird registration, until 15 September 2017
  • $150 dollars registration fee, after 15 September 2017

All registration fees include lunch on the day of workshop but do not include cost of accommodation.

ORGANISING COMMITTEE

For technical assistance:

Location:Robert Webster Building, UNSW Map
URL:http://conferences.science.unsw.edu.au/risk2017/
Created:06 Nov 2017 03:45 am UTC
Modified:06 Nov 2017 04:08 am UTC
By:rmoore
Status:Tentative
Updated: 06 Nov 2017
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