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

donderdag, 13 september, 2018 - 09:00 to vrijdag, 14 september, 2018 - 17:30
Hotel Danae
The island of Aegina (Athens)

 
Supported by FWO and 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 13 and 14 September 2018, 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.

You can register at the bottom of this page.

Invited speakers

  • Adelchi Azzalini (University of Padua, Italy)

  • Roger Cooke  (Technical University Delft, the Netherlands)

  • Fabrizio Durante (University of Salento, Italy)

  • Enkelejd Hashorva (University of Lausanne, Switzerland)

  • Dimitrios Karlis (Athens University of Economics and Business, Greece)

  • Elisa Luciano (Collegio Carlo Alberto and University of Torino, Italy)

  • Ostap Okhrin (TU Dresden, Germany)

  • José Maria Sarabia (University of Cantabria, Spain)

  • Chen Zhou (Erasmus University Rotterdam, the Netherlands)

Organizing committee

  • Michalis Anthropelos (University of Piraeus, Greece)

  • Carole Bernard (Co-Chair, Vrije Universiteit Brussel, Belgium)

  • Giovanni Puccetti (University of Milano, Italy)

  • Ludger Rüschendorf (University of Freiburg, Germany)

  • Steven Vanduffel (Co-Chair, Vrije Universiteit Brussel, Belgium)

  • Jing Yao (Vrije Universiteit Brussel, Belgium)

Venue

The workshop 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 May 30, 2018 (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 by using the link https://danaehotelaegina.reserve-online.net/?bkcode=Demo18&checkin=2018-09-10

Program

The tentative program can be found at the bottom of this webpage (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 60-80 minutes to arrive in Piraeus (a taxi is about 20 minutes 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 7am to 6.30pm (last boat = Apollon Hellas with Saronic Ferries) and cost approximately 14 euros. Tickets can be very easily purchased at the port (right in front of where the boat leaves). 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 for academics is €175 and includes participation to the conference, all coffee breaks, lunches and dinners (September 13 and September 14, 2018).   Participation by IA|BE members is accredited with 14 CPD points. IA|BE will be notified about your participation.

Price: 250 €