Every young (actuarial) researcher should come to the

2015 PARTY !

Perspectives on Actuarial Risks in Talks of Young researchers

Winter School

Hard Days Night Hotel, Liverpool, United Kingdom

January 11th – 16th 2015

PARTY2013 organisers Corina Constantinescu (left) and Severine Arnold (right)

Organized by

Séverine Arnold, Département de sciences actuarielles (DSA), Faculté des HEC, Université de Lausanne

Corina Constantinescu, Institute for Financial and Actuarial Mathematics, Department of Mathematical Sciences, University of Liverpool

After a successful first edition on Perspectives on Actuarial Risks in Talks of Young Researchers, this international workshop is targeted to young researchers (PhD students and researchers, academics, practitioners within 5 years after PhD) working on current actuarial science topics. It focuses on three main areas of research of today's insurance risk:

Risk Analysis, Ruin and Extremes 

The topics have been chosen given their relevance in risk management in general and the prediction of financial disasters in particular. In addition to risk analysis via ruin probabilities, risk measures, analysis of risk measures or quantification of aggregated risk, any other actuarial risk topics are welcome.

Young researchers across disciplines, such as actuarial science, insurance, mathematics, statistics, economics, are encouraged to participate, present and freely discuss among each others their most relevant questions in their specific fields. Invited experts from academia and practice will be available for feedback and will provide opening and closing remarks.

Keynote speakers

  • Andrew Cairns (Heriot-Watt University, UK)                   
  • Michel Dacorogna (SCOR, Switzerland)                              
  • Marie Kratz (ESSEC, France)
  • Joseph Lo (Aspen, UK)
  • Ragnar Norberg (LSE, UK and ISFA, France)
  • Zbigniew Palmowski (University of Wroclaw, Poland) 
  • Jostein Paulsen (University of Copenhagen, Denmark)
  • Jacques Rioux (SAS, USA)
  • Mogens Steffensen (University of Copenhagen, Denmark)
  • Junichi Sakamoto (Nomura Research Institute, Japan)

Delegates PARTY2013

An article summarizing the past event has been published in The Actuary March 2013 Page 11 as well as in the Bernoulli News May 2013 Page 10

Pictures from PARTY2013 Pictures from PARTY2013

Pictures from PARTY2013 Pictures from PARTY2013