You are cordially invited to submit your research papers for presentation consideration at the Second International Congress on Actuarial Science and Quantitative Finance, Cartagena, Colombia, June 15 to June 18 of 2016. The web page of the congress is http://icasqf.org
Authors of selected oral presentations would be invited to submit to the special issue entitle “Actuarial Science and Quantitative Finance: ICASQF2016, Cartagena, Colombia, June2016” of Springer Proceedings in Mathematics & Statistics (PROMS). Invited papers would follow a standard refereeing process. You can find the proceedings of the First edition of ICASQF here.
The deadline for abstract submissions is February 1st, 2016 (23:59 Western time).
The Congress is organized by Universidad Nacional de Colombia, Universidad de Cartagena, Universidad del Rosario, Universidad Externado de Colombia, Universidad de Los Andes and ENSIIE/Université d’Évry-Val-d’Essonne. 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, Financial Economics, Financial Econometrics, Computational Finance, 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.
Invited speakers include:
- Rama Cont. Semi-plenary talk and short course. Imperial College, London, UK.
- Bruno Dupire. Plenary talk.Bloomberg LP. New York, US
- Nicole El Karoui. Plenary talk and short course. École Polytechnique, Palaiseau, France.
- Christian Hipp. Semi-plenary talk. Karlsruher Institute of Technology, Karlsruhe, Germany.
- Jean Jacod, Semi plenary talk and short course. Université Paris VI, Paris, France.
- Ioannis Karatzas. Plenary talk and short course. University of Columbia, NY, US.
- Glenn Meyers, Plenary talk and short course. ISO Innovative Analytics, New York USA.
- Kees Oosterlee, Semi-plenary talk. Dutch national research center for mathematics and computer science, Amsterdam Netherlands.
- Michael Sherris. Semi plenary talk. UNSW, Sydney Australia.
- Qihe Tang. Plenary talk. School of Business, University of Iowa, Iowa USA
- Fernando Zapatero. Semi-plenary talk. USC, Los Angeles, CA, US
The following preeminent scholars have accepted to help us organize invited sessions:
- Stéphane Crépey, (Université d’Evry, France)
- José Garrido (Concordia University, Canada)
- Julien Guyon, (Bloomberg LP, US)
- Daniel Hernández, (CIMAT, México)
- Vladimir Kaishev, (Cass Business School, UK)
- Claude Lefèvre, (Université Libre de Bruxelles, Belgium)
- Andrea Pascucci, (University of Bologna, Italy)
- Philip Protter (Columbia University, US)
- Greg Taylor, (UNSW, Australia)
- Emiliano Valdez, (University of Connecticut, US)
The scientific committee of the event is integrated by:
- Hansjoerg Albrecher, (Univ. of Lausanne)
- Samuel Cox, (Georgia State University)
- Richard Davis, (Columbia University)
- José Garrido, (Concordia University)
- Daniel Hernandez, (CIMAT)
- Edward (Jed) Frees, (University of Wisconsin, Madison)
- Monique Jeanblanc, (Université d’Évry Val-d’Essonne)
- Khaldoun Khashanah, (Stevens Institute of Technology)
- Steve Haberman, (Cass Business School)
- Ralf Korn, (Technische Universität Kaiserslautern)
- Stéphane Loisel, (Université Lyon 1, France)
- Fabio Mercurio, (Blomberg)
- Jean-Luc Prigent, (Université de Cergy-Pontoise)
- Suresh P. Sethi, (University of Texas, Dallas)
- Ajay Subramanian, (Georgia State University)
- Emiliano Valdez, (University of Connecticut)
- Carlos Vázquez Cendón (Universidad de la Coruña)
- Viswanathan Arunachalam, (Universidad Nacional, Bogotá)
- Jaime Londoño(Chair, Universidad Nacional, Manizales).
On behalf of the Organizing Committee