Please distribute the following announcement via the newsletter. Thanks,
Hansjoerg Albrecher
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FIRST ANNOUNCEMENT
May 9-11, 2005, Workshop "Risk Measures & Risk Management: General Aspects",
EURANDOM, Eindhoven, NL
The workshop focuses on the theoretically interesting and practically
important topic of risk measures and risk management. The workshop will
bring together leading researchers from academia and from practice.
Topics that will be included are: axiomatic aspects, performance of risk
measures, computational and statistical aspects. Furthermore applications
of risk measures in (re-)insurance, finance and portfolio optimization
are treated. Special emphasis lies on interest rate models and on credit risk.
For more information and registration please consult
URL:
http://www.eurandom.tue.nl/workshops/2005/RiskMeasures/RiskMeasures_main.htm