Session Organizers

Session Organizers

It is a pleasure for the organizing and scientific committees to inform that the following preeminent scholars have accepted to help us organize invited sessions:

Stéphane Crépey
José Garrido
Julien Guyon
Daniel Hernández
Claude Lefèvre
Andrea Pascucci
Greg Taylor

Each session would consist of 4 papers invited by the session organizer. Not more than 50 percent of the session’s authors or co-authors can be from the same department or center. A person cannot author or co-author more than one paper in the same session.


Call of papers

First Call of Papers

Call for papers "Second International Congress on Actuarial Science and Quantitative Finance" Cartagena, Colombia from June 15 to June 18 of 2016.

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

The Congress is organized by Universidad Nacional de Colombia, Universidad de Cartagena,  Universidad del Rosario, Universidad Externado de Colombia, Universidad de los Andes and  École Nationale Supérieure d’Informatique pour l’Industrie et l’entreprise (ENSIIE).   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, 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.

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.
Invited speakers include:

  • Rama Cont. Semi plenary talk and short course. Imperial College, London, UK.
  • Jan Dhaene. Plenary talk and short course. KU Leuven, Belgium.
  • Bruno Dupire. Plenary talk.Bloomberg LP. New York, US
  • Nicole El Karoui. Plenary talk and short course. École Polytechnique, Palaiseau, France.
  • Christian Hipp. Semiplenary 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.
  • Fernando Zapatero. Semi-plenary talk. USC, Los Angeles, CA, US

The scientific committee of the event is integrated by:

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