17 Fri
All-day
Second International Congress on Actuarial Science and Quantitative Finance
12:00 am
1:00 am
2:00 am
3:00 am
4:00 am
5:00 am
6:00 am
7:00 am
8:00 am
9:00 am
10:00 am
11:00 am
12:00 pm
1:00 pm
2:00 pm
3:00 pm
4:00 pm
5:00 pm
6:00 pm
7:00 pm
8:00 pm
9:00 pm
10:00 pm
11:00 pm
8:00 am Plenary Talk: Path-Dependent Volatility. Julien Guyon. Bloomberg LP. New York, US @ Auditorio Paraninfo. Claustro San Agustín. Universidad de Cartagena
Plenary Talk: Path-Dependent Volatility. Julien Guyon. Bloomberg LP. New York, US @ Auditorio Paraninfo. Claustro San Agustín. Universidad de Cartagena
Jun 17 @ 8:00 am – 9:00 am
Path-Dependent Volatility Julien Guyon Bloomberg LP. New York, US So far, path-dependent volatility models have drawn little attention from both practitioners and academics compared to local volatility and stochastic volatility models. This is unfair: in...
9:00 am Plenary talk: Aggressive Backtesting of Stochastic Loss Reserve Models – Where It Leads Us. Glenn Meyers, ISO Innovative Analytics, New York USA. @ Auditorio Paraninfo. Claustro San Agustín. Universidad de Cartagena.
Plenary talk: Aggressive Backtesting of Stochastic Loss Reserve Models – Where It Leads Us. Glenn Meyers, ISO Innovative Analytics, New York USA. @ Auditorio Paraninfo. Claustro San Agustín. Universidad de Cartagena.
Jun 17 @ 9:00 am – 10:00 am
Aggressive Backtesting of Stochastic Loss Reserve Models – Where It Leads Us Glenn Meyers ISO Innovative Analytics, New York USA. In 2012 the was posted on the Casualty Actuarial Society website. This database includes several...
10:00 am Coffee Break
Coffee Break
Jun 17 @ 10:00 am – 10:30 am
 Like this:Like Loading...
10:30 am Contributed talks 5: Practitioner–Finance** (English, Spanish) @ Auditorio Paraninfo. Claustro San Agustín. Universidad de Cartagena.
Contributed talks 5: Practitioner–Finance** (English, Spanish) @ Auditorio Paraninfo. Claustro San Agustín. Universidad de Cartagena.
Jun 17 @ 10:30 am – 12:00 pm
10:30am–11:00am: A systematic view on price based trading strategies A. Christian Da Silva*, Dunn Capital; Fernando Ferreira, USP; Ju-Yi Yen, University of Cincinnati We study trading strategies that use historical price data to predict future...
10:30 am Contributed talks 6: Practitioner–Actuarial Science** & Academic–Actuarial Science–Education** (English, Spanish) @ Aula Máxima de Derecho. Claustro de San Agustín.
Contributed talks 6: Practitioner–Actuarial Science** & Academic–Actuarial Science–Education** (English, Spanish) @ Aula Máxima de Derecho. Claustro de San Agustín.
Jun 17 @ 10:30 am – 12:00 pm
10:30am–11:00am: Value-at-Risk Estimation of Aggregated Risks Using Marginal Laws and Some Dependence Information ANDRES CUBEROS ACEVEDO*, SCOR; Esterina Masiello, Univ Lyon, Institut Camille Jordan,; Veronique Maume-Deschamps, Univ Lyon, Institut Camille Jordan, Estimating the Value-at-Risk of...
12:00 pm SOCIEDAD LATINOAMERICANA DE ACTUARÍA Y FINANZAS @ Auditorio Paraninfo. Claustro San Agustín. Universidad de Cartagena.
SOCIEDAD LATINOAMERICANA DE ACTUARÍA Y FINANZAS @ Auditorio Paraninfo. Claustro San Agustín. Universidad de Cartagena.
Jun 17 @ 12:00 pm – 12:30 pm
SOCIEDAD LATINOAMERICANA DE FINANZAS CUANTITATIVAS Y CIENCIAS ACTUARIALES Comité Organizador ICASQF Se invita a la presentación de la sociedad Latinoamericana de Finanzas Cuantitativas y Ciencias Actuariales Se hará una breve descripción de los objetivos, misión...
2:00 pm Tour in Chiva
Tour in Chiva
Jun 17 @ 2:00 pm – 6:00 pm
Traditional “Chiva” bus tour: Bocagrande, Cartagena Bay, Monument of the Old Shoes, “La Popa” Monastery, San Felipe Castle –entrance included-, old vaults. . Open to all registered participants (no extra fee), confirmation is compulsory. The...
8:00 pm Congress Dinner
Congress Dinner
Jun 17 @ 8:00 pm – 11:00 pm
Open to all registered participants (dinner fee US$25, COP$75,000), confirmation is compulsory (fill out form on the 1st day of the conference). The congress dinner will be held in the Restaurant-Bar “El Baluarte San Francisco...