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The 10th anniversary of EURANDOM
Fifth Samos Conference on Actuarial Science and Finance
XIIth Brazilian School of Probability
The
10th anniversary of EURANDOM was celebrated with a conference and an
alumni meeting. On August 27, six former postdocs and PhD's gave a lecture:
Franz Merkl (Ludwig-Maximilians-Universität Munich,), Jian Zhang (University of
York), Johan van Leeuwaarden (Technische Universiteit Eindhoven), Federico Camia
(Vrij Universiteit Amsterdam), Samuli Aalto (TKK Helsinki University of
Technology) and Peter Grünwald (CWI).
In "In the Spotlights" current EURANDOM, Postdocs and PhD students presented
their work in a few minutes time; they had also prepared posters for further
discussions during lunch.
The morning of August 28 was dedicated to applications of stochastics in other
fields and/or in industry, with lectures by Dee Denteneer (Philips Research
Labs), Nicola Armstrong (Netherlands Cancer Institute), and Frank Redig.
All the papers corresponding to the above mentioned nine lectures were collected in a special issue of Statistica Neerlandica, together with a reflection by former EURANDOM directors Frank den Hollander, Wim Senden and Willem van Zwet (Vol. 62, No. 3, August 2008: EURANDOM 1998-2008. A random tour through a decade of research). In the afternoon of August 28, there were three keynote lectures: Gordon Slade (University of British Columbia) on self-avoiding walks, Jan Beirlant (KU Leuven) on the stochastics of the Hirsch index, and Frank Kelly (University of Cambridge) on models of routing and congestion control. Willem van Zwet, co-founder and first scientific director and Onno Boxma, current scientific director, ended the conference with some reflections on the start, development and current position of the institute.
The celebrations ended on October 23 with "An unlikely evening with
EURANDOM,” aimed at a broad audience, with lectures by Wim Schoutens (KU Leuven)
on credit risk, Remco van der Hofstad on paradoxes in probability and
statistics. In conclusion, EURANDOM researchers answered questions posed in
advance by the audience.
More information on: www.eurandom.tue.nl
The 5th Conference in Actuarial Science and Finance on Samos, from September 4-7, has been a resounding success. During the four days of the meeting, thirty four works were presented by the participants coming from twenty countries. In these talks, the last achievements in the area of actuarial and financial mathematics were demonstrated.
Before the conference, a short course was given on subexponential
distributions under dependence by Qihe Tang. During the closing ceremony, three
prizes were bestowed for the best presentations:
1. Optimal Investment Strategy to Minimize the Ruin Probability of an Insurance
Company under Borrowing Constraints by Nora Mυler.
2. Longevity Risk in Portfolios of Life Insurance and Annuity Liabilities: the
Effect of Product Design, Product Mix and Portfolio Composition by Ralph
Stevens.
3. Optimal “per claim” reinsurance for dependent risks by Manuel Guerra.
The proceedings of the conference will be published in 2009 in the website of the conference http://www.actuar.aegean.gr/samos2008/ and through circulation of the CD rom. Many suggestions for the promotion of the next conference were submitted.
D. G. Konstantinides
For the first time in 12 years of existence, the XIIth Brazilian School of Probability took place in the state of Minas Gerais, far from the beaches of Rio de Janeiro and São Paulo.
The school took place in the building of the ancient School of Mines of one of the oldest universities of Brazil in the colonial city of Ouro Preto from August 3-9, 2008.
More than 120 researchers and students participated, coming mostly from Brazil and Latin American countries, but also from Europe and United States. The main features of the scientific program were the two mini-courses of 5 lessons of 80 minutes each:
• Gibbs Measures and Phase Transitions on Sparse Random Graphs, by Amir Dembo and Andrea Montanari (Stanford University)
• Introduction to Metastability, by Elisabetta Scoppola and Alexandre Gaudillière (Università degli Studi, Roma)
Also, nine plenary talks were given by Renato M. Assunção (UFMG, Belo Horizonte), Aernout van Enter (Rijksuniversiteit, Groningen), Frank den Hollander (Leiden University and EURANDOM), Victor Pérez-Abreu (CIMAT, Guanajuato), Alejandro Ramirez (PUC-Chile, Santiago), Marta Sanz-Solé (Universitat de Barcelona), Ron Peled (Courant Institute, New York), Thomas Mountford (EPFL, Lausanne) and Yvan Velenik (UNIGE, Genève).
The program also contained more than 15 short talks on recent research topics, two poster sessions, and an open problems session. A particularity of this edition was the creation of a parallel program for younger students, including an introductory course and selected topics in probability, presented by some of the senior participants. As usual, the school created a rich interaction among researchers, young researchers and students, in the friendly atmosphere of one of the most visited cities of Brazil.
The event was organized jointly by the Universidade Federal de Minas Gerais and by the Universidade Federal de Ouro Preto. More information can be found on www.mat.ufmg.br/ebp12
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