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Recent Developments in Dependence Modelling with Applications in Finance and Insurance - Fourth Edition

Monday, 22 May, 2017 - 09:00 to Tuesday, 23 May, 2017 - 18:00
The Island of Aegina
Greece
Research unit of Finance and Insurance
Workshop

Supported by the journal Dependence Modeling   

The finance and insurance research group of Vrije Universiteit Brussel (VUB) is pleased to announce a workshop on recent developments in dependence modelling with applications in finance and insurance. The event will take place on Monday, the 22nd and Tuesday, the 23rd of May on the island of Aegina (near Athens, Greece). Academic researchers and practitioners in the field of risk management, dependence modeling and actuarial mathematics are most welcome. Participation by IA|BE members is accredited with 14 CPD points. IA|BE will be notified about your participation.

Invited speakers

  • Hansjoerg Albrecher (HEC Lausanne, Switzerland)
  • Valeria Bignozzi (University of Milano-Bicocca, Italy)
  • Arthur Charpentier (University of Rennes 1, France)
  • Christian Genest (McGill University, Canada)
  • Montserrat Guillen (University of Barcelona, Spain)
  • Elisa Luciano (Collegio Carlo Alberto and University of Torino, Italy)
  • Alex McNeil (York management school, University of York, UK)
  • Alfred Müller (University of Siegen, Germany)
  • Emiliano Valdez (University of Connecticut, US)
  • Ruodu Wang (University of Waterloo, Canada)

Organizing committee

  • Carole Bernard (Chair, Vrije Universiteit Brussel, Belgium)
  • Oleg Bondarenko (University of Illinois at Chicago, USA)
  • Giovanni Puccetti (University of Milano, Italy)
  • Ludger Rüschendorf (University of Freiburg, Germany)
  • Andreas Tsanakas (Cass Business School, UK)
  • Steven Vanduffel (Chair, Vrije Universiteit Brussel, Belgium)
  • Jing Yao (Vrije Universiteit Brussel, Belgium) 

Venue

The conference will be held in Hotel Danae on the island of Aegina (Greece). We have reserved a block of rooms that can be booked at reduced rate until February 15, 2017 (or until the hotel is full). The price per night is 50 Euros for a single room and 60 Euros for a double room (breakfast included). Of course you are free to stay in another hotel of your choice. The organization will make the necessary arrangements for the invited speakers.

Booking can be done using the link https://danaehotelaegina.reserve-online.net/?bkcode=DEMO2017&checkin=2017-05-17

Program

The program can be found at the bottom of this webpage (attached pdf)

 

Transport

The closest airport is Athens (ATH). From the airport, there are reliable bus connections to Pireaus port from which you can take a ferry to Egina (Aegina port). 

  •  You can catch the bus from the designate area at the arrivals level (between Exit 4 and Exit 5, very easy to find). The bus to take is the X96: Athens Airport-Piraeus. There is a bus leaving for Piraeus every twenty (during day) to forty minutes (during night) and it takes about 50-75 minutes to arrive in Piraeus (a taxi is not so much faster). You can find the schedule for the bus just outside from the baggage area of the airport. Tickets are available from the ticket kiosk at the bus departure area and cost 6.00€. You get off the bus when you see the port (with ferrries) on your left side. Specifically, at some point you'll observe there are some construction works going on (on the sides of the street). Next you'll see a little parc on the left and on the left in the front you will see ferries. You get of the bus here (there are two stops close to each other - many people will leave the bus here); see also this map (the ferries to Aegina actually depart in front of the street Akti Posidonos (Gate E8) and note that on google maps the indications for the different ferry routes are not very precise).  
  • Ferries from Piraeus to Aegina run every hour from about 7am to 8pm (depending on season) and cost approximately 14 euros. The latest information is that the last boat is at 6pm from the company Aegean Flying Dolphins. Tickets can be easily purchased at the port. The trip takes about one hour. Here is a useful link
  • It is a short taxi ride from Aegina Port to Hotel Danae. If you only have carry-on luggage you can also walk if you prefer (map).  

Previous Editions

Registration

The fee is €150 and includes participation to the conference, all coffee breaks, lunches and dinners (May 22 and May 23, 2017).   If you have received a code for free participation you should use it when registering. Participation by IA|BE members is accredited with 14 CPD points. IA|BE will be notified about your participation.

 

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