---------- Forwarded message ----------
Date: Tue, 16 Mar 2004 12:47:49 +0100
From: Emiliano Brugnoni <e.brugnoni(a)gruppotriumph.it>
Subject: Fw: 8th International Congress on Insurance: Mathematics &
Economics- June 14-16 2004 ROME
http://www.ime2004rome.com
EIGHTH INTERNATIONAL CONGRESS ON INSURANCE: MATHEMATICS & ECONOMICS
June 14-16, 2004=20
The University Luiss "Guido Carli" and the Istituto Italiano degli
Attuari (Italian Institute of Actuaries) are pleased to invite you to
the eighth International Congress on Insurance: Mathematics &
Economics.
As in the previous congresses, researchers (actuaries and
non-actuaries) have the opportunity to present and discuss the latest
results of their studies in the insurance science. The fields of
insurance mathematics and insurance economics are the main issue of
the Congress, and the Scientific Committee welcomes papers concerning
models and computational methods of life insurance, non-life insurance
and reinsurance, of alternative risk transfers and other risk sharing
arrangements.
Also papers concerning applications to actuarial problems of
probability and statistics, computer science, numerical analysis,
economics, operations research, management science and risk management
may be submitted. Portfolio models, risk measures, premium calculation
principles, experience rating, claims reserving, dependency of risks,
strategy allocation and market finance are themes of great importance
in the context of IME Congresses.
The papers presented can be submitted for publication in a special
issue of Insurance: Mathematics and Economics dedicated to the
congress. They will be subjected to the same peer review process that
applies for regular issues of this journal.
Abstracts should be submitted by March 26, 2004 and the full papers
should be sent in by May 14, 2004, both by e-mail to
ime2004rome(a)luiss.it. The acceptable formats for the abstracts are
PDF, Word, TeX and LaTeX.
All the decisions by the Scientific Committee regarding acceptance or
rejection for presentation at the conference will be final: there will
be no opportunities for revision by the author.
Organising Committee: C. Angela (chairperson), F. Cacciafesta, G. di
Tria, F. Gozzi, G. Foschini, C. Mottura, G. Olivieri (chairperson), R.
Ottaviani, N. Savelli, M.S. Staffa, E. Volpe di Prignano. =20
Scientific Committee: C. Angela, F. Cacciafesta, M. Denuit, H.U.
Gerber, M.J. Goovaerts, F. Gozzi, R. Kaas, C. Mottura, G. Olivieri, R.
Ottaviani, E. Pitacco, N. Savelli, E. Shiu, E. Volpe di Prignano.
SECRETARIAL OFFICE OF THE CONGRESS: Emiliano Brugnoni(tel:
+39-(0)6.355.30.281; Fax: +39-06.355.30.282; Cell: +39-348.07.15.418;
email ime2004rome(a)luiss.it)
Emiliano Brugnoni
Gruppo Triumph
Via Lucilio 60
00136 Rome
Italy
Phone +39-(0)6-35530281
Fax +39-(0)6-35530282
e.brugnoni(a)gruppotriumph.it
First Announcement:
-------------------
Dear Ladies and Gentlemen,
We want to alert you to the forthcoming
Austrian Workshop on Asset Liability Management (ALM 2004)
for Insurance Companies and Pension Funds
from September 23 - 25 in Vienna, featuring
- an introductory crash course,
- a practicioners' day and
- a day of cutting edge research.
The workshop is jointly organised by
- the Vienna University of Technology,
- the FMA (Austrian Financial Market Authority),
- the University of Applied Sciences BFI in Vienna,
- the Actuarial Association of Austria,
- the Scientific Association "Insurance, Financial,
and Operational Risk Management" and
- the Vienna University of Economics and Business Administration.
Please find further information on the web page
http://alm.fam.tuwien.ac.at/
***PLEASE, BE SURE TO REGISTER EARLY***
Best regards,
M. Fulmek, T. Hudetz, M. Jeckle, Ch. Krischanitz, S. Pichler,
M. Predota, W. Schachermayer, H. Schicketanz, U. Schmock
* IMPORTANT * IMPORTANT * IMPORTANT * IMPORTANT * IMPORTANT *
* NEW LOCATION * NEW LOCATION * NEW LOCATION * NEW LOCATION *
The GUTMANN CENTER FOR PORTFOLIO MANAGEMENT
at the University of Vienna
www.gutmann-center.at
is pleased to announce the following
PUBLIC LECTURE:
(We apologize for any cross-postings!)
Date: March, 25th (Thursday), 4.30 p.m.
!! LOCATION!! : UNIVERISTÄT WIEN (HAUPTGEBÄUDE-MAIN BUILDING)
KLEINER FESTSAAL
Dr. Karl Lueger-Ring 1
1010 Wien
Title: "Asset Allocation Optimization: Theory and Practice"
Abstract:
Markowitz optimization procedure is widely used by investment
advisors and pension fund consultants to help determine the
allocation of their clients funds among major asset classes.
However, in practice optimization is typically used in ways that
differ from the theory presented in most textbooks. This lecture
reviews the fundamental aspects of asset allocation
optimization, describes a typical practical application, and
highlights some of the reasons for discrepancies between theory
and practice. Finally, the major source of the problem is
identified and a better solution offered.
Speaker: Prof. Dr. William F. SHARPE
STANCO 25 Professor of Finance, Emeritus
at Stanford University's Graduate School of
Business
Nobel Prize in Economic Sciences, 1990
http://gobi.stanford.edu/facultybios/bio.asp?ID=151
Please register: dorothea.grimm(a)univie.ac.at
Contact and further information:
Mag. Dorothea Grimm
Gutmann Center for Portfolio Management
mail: dorothea.grimm(a)univie.ac.at
phone: +43-1-4277-38186
web: http://www.gutmann-center.at
18. Workshop der Austrian Working Group on Banking and Finance
Das Institut für Betriebliche Finanzwirtschaft (o. Univ.-Prof. Dr. K.
Schredelseker / o. Univ.-Prof. Dr. M. Bank, CFA) an der
Leopold-Franzens-Universität Innsbruck veranstaltet mit Unterstützung der
Österreichischen Bankwissenschaftlichen Gesellschaft am
18. und 19. Juni 2004 in Innsbruck
den 18. Workshop der Austrian Working Group on Banking and Finance
Der Workshop findet am Freitag, dem 18. Juni 2004, nachmittags, und am
Samstag,
dem 19. Juni 2004, vormittags, an der Leopold-Franzens-Universität
Innsbruck statt.
Bezüglich der Themen ist keine Einschränkung vorgesehen.
First CALL for PAPERS
Papers oder Extended Abstracts (ca. zwei Seiten) können bis spätestens 30.
April 2004 bei
o. Univ.-Prof. Dr. M. Bank, CFA, Leopold-Franzens-Universität Innsbruck,
Institut für betriebliche Finanzwirtschaft, Hypo Tirol Stiftungsprofessur
für Banking & Finance, A-6020 Innsbruck, Universitätsstraße 15, oder
e-mail: ibf-banking(a)uibk.ac.at, eingereicht werden.
Um den angestrebten Workshop-Charakter der Veranstaltung zu fördern, können
Papers durch einen Discussant besprochen werden. Jene Teilnehmer, die eine
solche Vorgangsweise wünschen, werden gebeten, ihr Manuskript bis 16. April
2004 einzureichen.
Weitere Informationen finden Sie unter http://ibf.uibk.ac.at/awg.html
der Call for Papers kann unter http://www.bwg.at/bwg2/bwg.nsf/Menue/1.8
abgerufen werden
Upcoming CCEFM workshops
19. 3. 2004, 3.30-5.00 pm
Leo Kaas, University of Vienna
Financial Market Integration and Loan Competition: When is Entry
Deregulation Socially Benefitial?
Wiener Börse, Wallnerstrasse 8, 1010 Wien
The manuscript for the the talk is downloadable from the page cited
below.
23. 3. 2004, 4.30-6.00 pm
William F. Sharpe, Stanford
Asset Pricing and Portfolio Choice
HS5, BWZ, Brünnerstrasse 72, 1210 Wien
For information about further CCEFM workshops, see:
http://www.bwl.univie.ac.at/bwl/fiwi3/members/stomper/ccefm/work.html