Risk: Modelling, Optimization and Inference
Start Date
December 12, 2019
End Date
December 13, 2019
Registration
Closed
Risk: Modelling, Optimization and Inference
Dates: 12–13 December 2019
Venue: Macquarie Business School City Campus: Level 24, 123 Pitt Street, Sydney
A joint UNSW–Macquarie University Workshop
Held every second year, the workshop will discuss high quality research in areas of risk modelling with particular emphasis on applications in finance, insurance and superannuation. It will reflect recent events and current issues facing those managing risk across different sectors, allowing academic research to be profiled while considering its direct application to industry.
Talks will be at a level suitable for post-graduate and advanced undergraduate students, as well as for researchers and practitioners working in the superannuation, finance and insurance sectors, who would like to learn more about the mathematical, statistical and operations research aspects of risk.
Speakers
- Benjamin Avanzi (Univ. NSW)
- Robert Elliott (Univ. Calgary, Canada)
- Runhuan Feng (Univ. Illinois, USA)
- Jean-Pierre Fouque (Univ, California–Santa Barbara, USA)
- Rüdiger Frey (Univ. Vienna, Austria)
- Gery Geenens (Univ. NSW)
- Katja Hanewald (Univ. NSW)
- Michael Hanke (Univ. Liechtenstein)
- Katja Ignatieva (Univ. NSW)
- Han Li (Macquarie Univ.)
- Stéphane Loisel (ISFA, France)
- Spiridon Penev (Univ. NSW)
- Pavel Shevchenko (Macquarie Univ.)
- Qihe Tang (Univ. NSW)
- Peter Tankov (Univ. Pasis-Saclay, France)
- Josef Teichmann (ETH, Switzerland)
- Susan Thorp (Univ. Sydney)
- Jae Kyung Woo (Univ. NSW)
Workshop organisers
- Prof. Pavel Shevchenko (Dept. Actuarial Studies and Business Analytics, Macquarie Univ.)
- A/Prof. Spiridon Penev (School of Mathematics and Statistics, UNSW)
- A/Prof. Benjamin Avanzi (School of Risk and Actuarial Studies, UNSW Business School)
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