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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 12.6.2014, 16:30, seminar room 101C,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Pingping Zeng (Hong Kong University of Science & Technology, China)
"Closed-form partial transform of triple joint density for
pricing exotic options and variance derivatives under the 3/2 model"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
http://fam.tuwien.ac.at/vs-mfp/
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|
| 2nd European Actuarial Journal (EAJ)
| Conference & Educational Workshop
|
| Vienna, September 8-12, 2014
|
|
http://www.fam.tuwien.ac.at/eaj2014/
|
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The 2nd European Actuarial Journal (EAJ) Conference (Vienna, September
10-12, 2014) is an international conference in actuarial science and
insurance mathematics. The aim is to bring together practicing actuaries
and academics to discuss about challenging and current topics in
actuarial science. We invite researchers and practitioners to present
their scientific work - the call for contributed talks and posters is
open until June 15, 2014.
The EAJ Educational Workshop (Vienna, September 8-9, 2014) is a
satellite event of the 2nd EAJ Conference, aimed at both academics and
practitioners and providing a general overview over the past and current
research results and their practical applications.
Details and Registration for EAJ 2014:
http://fam.tuwien.ac.at/eaj2014/.
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EAJ Conference 2014
Wednesday, September 10 - Friday, September 12, 2014
EAJ Educational Workshop
Monday, September 8 - Tuesday, September 9, 2014
Conference Website:
http://www.fam.tuwien.ac.at/eaj2014/
Location:
Vienna University of Technology
Wiedner Hauptstr. 8, 1040 Wien, Austria
Organized by:
Actuarial Association of Austria
Vienna University of Technology
Sponsored by (alphabetical order):
arithmetica
Drei-Banken Versicherung
fintegral consulting
HDI Versicherung
Milliman
Munich RE - Münchener Rückversicherungs-Gesellschaft
Sparkassen Versicherung - Vienna Insurance Group
Gen Re - General Reinsurance
Springer-Verlag
(further sponsors are welcome)
http://www.fam.tuwien.ac.at/eaj2014/sponsors.php
Invited Speakers and Talks...
... at the EAJ Conference:
Hansjörg Albrecher (University of Lausanne, CH)
Francesca Biagini (LMU Munich, DE)
Andrew Cairns (Heriot-Watt University, Edinburgh, UK)
Alexander Dotterweich (KPMG, Munich, DE)
Hansjörg Furrer (Swiss Financial Market Supervisory Authority, CH)
Stefan Jaschke (Munich Re, DE)
Claus Mischler (Standard Life, Frankfurt, DE)
Ragnar Norberg (ISFA, Universite Lyon 1, FR)
Daniel Ryan (Swiss Re, London, UK)
Michael Schlögl (Vienna Insurance Group, AT)
Hanspeter Schmidli (University of Cologne, DE)
Mogens Steffensen (University of Copenhagen, DK)
Nele Vandaele (KBC Group, Brussels, BE)
... at the EAJ Educational Workshop:
Carole Bernard (University of Waterloo, CA)
Enrico Biffis (Imperial College Business School, London, UK)
Claudia Czado (Technische Universität München, DE)
Stéphane Loisel (ISFA, Université Lyon 1, FR)
Alfred Müller (University of Siegen, DE)
http://www.fam.tuwien.ac.at/eaj2014/speakers.php
Submission of Contributed Talks & Posters:
The call for contributed talks & posters is open until June 15, 2014.
Acceptance/rejection letters will be sent by July 7 at the latest.
http://www.fam.tuwien.ac.at/eaj2014/contributions.php
Participation and Registration:
Registration is possible until August 15, 2014.
For early registrations until July 15, 2014, a discount
of 10% is allowed.
http://www.fam.tuwien.ac.at/eaj2014/registration.php
CPD:
The attendance at EAJ 2014 (full week, Sept. 8-12) may qualify
for up to 29 CPD credits for those delegates whose national
actuarial organization's CPD requirements recognize EAJ 2014.
The EAJ Educational Workshop (Sept. 8-9, 1014) may qualify for up
to 13 CPD credits and the EAJ Conference (Sept. 10-12, 1014)
may qualify for up to 16 CPD credits. See details on:
http://www.fam.tuwien.ac.at/eaj2014/cpd.php