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Workshop on the Interface between Quantitative Finance and Insurance

A satellite workshop of the Quantitative Finance Programme of the Isaac Newton Institute and a 2005 Regional Seminar of the AFIR Section of the International Actuarial Association

Edinburgh, 4 - 8 April 2005

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Organising Committee

Andrew Cairns (Heriot-Watt University)
Claudia Klüppelberg (Technical University of Munich)
Susan Pitts, Chris Rogers (University of Cambridge)

Workshop Summary
The Workshop starts with Registration (between 09.30 and 10.30) on Monday 4 April and finishes on Friday 8 April at around 16.00. It is possible to Register for the first two days only.

This workshop aims to discuss leading-edge research on the interface between insurance, pensions and quantitative finance. The meeting will concentrate on two closely linked themes. First, all insurance companies and pension plans are subject to a degree of financial and economic risk as well as their traditional insurance risks. Considerable research in the international actuarial community is ongoing which attempts to model and manage these risks. Much of this research is building upon existing knowledge in financial mathematics. Equally, though, the specific problems being encountered are throwing back new challenges for financial mathematicians. This introduces us to the second theme: the issue of securitisation of insurance risks. This presents many new challenges that require a combination of actuarial mathematics, financial mathematics, mathematical economics and good contract design.

The workshop will bring together leading international experts from both academia and practice to promote exchange of ideas and help make progress on research into current issues.

Applications and payment must be received by Monday 21 March. Places will be confirmed on receipt of payment. You may apply online here.

The meeting is supported by
The AFIR Section of the International Actuarial Association
Watson Wyatt LLP
The ICIAM'99 Fund

Administrative contact: enquiries@icms.org.uk

(ICMS: 14 India St, Edinburgh EH3 6EZ; tel 0131 220 1777; Fax 0131 220 1053)



This meeting's pages created 31 January 2005
Programme & Participants| Workshop Arrangements | Application Form | Home
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