Third International Congress on Actuarial Science and Quantitative Finance

Wednesday, June 19, 2019 - 8:00am to Saturday, June 22, 2019 - 8:00pm

The Third International Congress on Actuarial Science and Quantitative Finance is going to be held in Manizales, Colombia from June 19 to June 22 of 2019. It is organized by Universidad Nacional de Colombia, Universidad del Rosario, Universidad Externado de Colombia and Universidad de Los Andes. It also has support from ADDACTIS Latina, and other members of the financial and insurance industries. The event builds on the success of the first ICASQF and second ICASQF. This third edition consolidates the Congress as the premier event in Actuarial Science and Quantitative Finance in Colombia, the Andean Region (Perú, 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 of invited speakers in the areas of actuarial science and quantitative finance, oral sessions of contributed talks in quantitative finance, oral sessions of contributed talks in actuarial science, invited oral sessions and poster sessions. A day of the Congress would be dedicated to practitioners and all the talks for the given day would be delivered by practitioners. In addition, there would be short courses in topics of interest in actuarial science and quantitative finance, given by invited instructors. The organizing committee invites prospective authors to submit abstracts and extended abstracts (or full papers). Abstracts of accepted oral presentations and posters would be published in the ICASQF 2019 Congress Programme book. We use extended abstracts (or full papers) provided by authors for the refereeing process for oral presentations and posters. Invited Speakers: Torben Andersen, Northwestern University. Soren Asmussen. Aarhus University. Pauline Barrieu. London School of Economics. Jean-Philippe Bouchaud CFM. (To be confirmed) Peter Carr. NYU. Kees Oosterlee, CWI, and Delft University of Technology. Mogerns Steffensen. University of Copenhagen. Greg Taylor. UNSW. Nizar Touzi. Ecole Polytechnique. Frank Riedel. Bielefeld University. Ruodu Wang. The University of Waterloo. Thaleia Zariphopoulou. The University of Texas. Austin. Invited Short Course Instructors Arthur Charpentier. Université de Rennes 1 Edward (Jed) Frees. University of Wisconsin–Madison Julien Guyon Bloomberg, LP. Mathieu Rosenbaum. Ecole Polytechnique. Viktor Todorov. Northwestern University Emil Valdez. University of Connecticut Scientific Committee Hansjoerg Albrecher, (Univ. of Lausanne, Switzerland) Viswanathan Arunachalam, (Universidad Nacional, Bogotá, Colombia) Carlos Castro (Universidad del Rosario, Bogotá, Colombia) Richard Davis, (Columbia University, USA) Nicole El Karoui. (École Polytechnique, Palaiseau, France.) Edward (Jed) Frees, (University of Wisconsin, Madison, USA) José Garrido, (Concordia University, Canada) Julien Guyon (Bloomberg LP. New York, US.) Steve Haberman, (Cass Business School, UK) Daniel Hernandez, (CIMAT, México) Christian Hipp. (Karlsruhe Institute of Technology, Karlsruhe, Germany.) Jean Jacod, (Université Paris VI, Paris, France.) Monique Jeanblanc, (Université d’Évry Val-d’Essonne, France) Mauricio Junca (Universidad de los Andes, Bogotá, Colombia) Stéphane Loisel, (Université Lyon 1, France) Jaime A. Londoño (Universidad Nacional de Colombia, Manizales). Chair Fabio Mercurio, (Blomberg LP, USA) Andrea Pascucci. University of Bologna (Italy) Sergio Pulido (Université d’Évry Val d’Essonne / ENSIIE ) Suresh P. Sethi, (University of Texas, Dallas, USA) Qihe Tang. (University of Iowa, USA) Emiliano Valdez, (University of Connecticut, USA) Carlos Vázquez Cendón (Universidad de la Coruña, Spain) Andrés Mauricio Villegas (UNSW, Sidney, Australia) Fernando Zapatero. (USC, Los Angeles, CA, US.)

Universidad Nacional de Colombia
Campus La Nubia, Universidad Nacional de Colombia
Manizales, Colombia
Colombia
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