3rd Workshop on Insurance Mathematics
January 31st, 2014
1030, avenue du Séminaire
Pavillon La Laurentienne, Room 1334
The primary aim of this workshop is to provide a venue for academics, including graduate students and postdoctoral fellows, to meet and discuss their latest research topics in the broad area of insurance mathematics and its related disciplines (e.g. mathematical finance, applied probability and statistics). The workshop does not have a unique theme and/or topic in mind, but is intended to cover a rather broad scope of research interests in the general area of actuarial science. Among others, this includes life and non-life insurance, risk management in insurance and finance, risk and ruin theory, financial modelling and applications of statistical methods in insurance.
As for the first two editions at UQAM (Montreal) and University of Toronto (Toronto), one of the main objectives of this workshop is to give the opportunity to the up-and-coming researchers in various local institutions (notably, Quebec and Ontario) to promote their research program and facilitate their integration into the actuarial academic community. As such, the workshop plans to actively involve graduate students and postdoctoral fellows in its scientific program. This will provide a natural platform for these individuals to present their most recent research contributions to an audience of experts in the field of insurance mathematics. Also, young faculty will be invited to play a preponderant role in the scientific program. Canada has been known for years to be a stronghold of the actuarial science profession with many high-profile academics among its ranks. As such, our goal is to ensure continuity through the development of a strong cohort of young actuarial science academics. The workshop also intends to stimulate interaction and scientific collaboration, and foster relations of an academic and professional nature among the actuarial science groups in notably the Quebec-Ontario area as well as outside of these two provinces.