Actuarial Risk Modelling and Extreme Values (ARMEV) workshop

Workshop details

The Research School of Finance, Actuarial Studies and Statistics, The Australian National University, is convening a two-day workshop with the intention of bringing together experts in Finance, Actuarial Studies and Statistics to present up-to-date reviews and overviews of their subjects. The workshop will provide a unique opportunity for students, academics and practitioners to meet and discuss important actuarial problems and their solutions.

Actuaries face many challenges today, especially relating to such topical issues as the analysis of extremely large data sets and high-dimensional data on the one hand, through to risks of extreme events, increased longevity, and mortality modelling and forecasting at extreme ages, on the other. These challenges are highly relevant for today's insurance industry, bringing imperatives and incentives for researchers to develop new tools for risk modelling and risk management.

Topics to be addressed will include, but are not limited to:

  • Ageing and Longevity
  • Catastrophe Risks
  • Financial Risk Management
  • Predictive Analytics
  • Measures of Risk
  • Modelling Excess Losses
  • Dependence Modelling and Copulas
  • Statistical Inference

Workshop registration fees:

Students: $20.00
Academics: $250.00
ANU Alumni: $250.00
Industry participants: $400.00

The Plenary Speakers are:
Professor Ana Ferreira
Professor Steven Haberman
Professor Eckhard Platen
Professor Paul Sweeting

 

Location:

QT Canberra
1 London Circuit
Canberra, ACT 2601

Dates: 6 Sep 2018 – 7 Sep 2018

RSFAS Risk Assessment

Please download and read the RSFAS Risk Assessment document.

Call for Papers

We encourage all workshop participants to contribute a seminar for the Actuarial Risk Modelling and Extreme Values (ARMEV) Workshop. All full papers/extended abstracts must be submitted by 31 May 2018.  We welcome all participants to submit their manuscripts presented at the workshop to a special issue of Risks. All manuscripts will be refereed through the same peer-review process of the journal Risks.

CPD

Did you know that CPD Members of the Actuaries Institute gain 2 points per hour of attendance at the ARMEV Workshop. To log your CPD points, log in to the member dashboard on the Actuaries Institute website, go to the CPD section, and ‘add new entry’. These CPD points can be logged as category K2 – Seminar. 

Organisers and Sponsors

Our organisers and sponsors would like to encourage you to join us in September, as well as submitting your papers to be presented at the workshop. Some of the papers presented will go on to be published in a special issue of Risks.

Risks Logo
Scholarship: There is a scholarship (around $1000 AUD), sponsored by Risks, for one PhD or Post-Doc Fellow who submitted a paper to the workshop. If you would like to apply for the scholarship, please go to the Submission webpage.
 

Please use #ARMEV2018 to tweet about the workshop.

Plenary speakers

Professor Ana Ferreira

Professor Ferreira has an outstanding record in the theory and application of extreme value methods. She is author, joint with Laurens De Haan, of the book: Extreme Value Theory: An Introduction.

» read more

Professor Ana Ferreira

Professor Steven Haberman

Steven Haberman is Professor of Actuarial Science. Between 2002 and 2015, he held a number of senior leadership positions within Cass, having been Deputy Dean and Director from 2002 to 2012 and then Dean up until 2015.

» read more

Professor Steven Haberman

Professor Eckhard Platen

Professor Eckhard Platen joined UTS in 1997 from ANU. He was a joint appointment between the School of Finance and Economics and the School of Mathematical Sciences to the newly created Chair in Quantitative Finance.

» read more

Professor Eckhard Platen

Professor Paul Sweeting

Paul is a Professor of Actuarial Science at the University of Kent, having held a number of roles in pensions, insurance, and investment. Most recently he was Head of Research at Legal & General Investment Management.

» read more

Professor Paul Sweeting
Further information

September is springtime in Australia bringing one of the most beautiful times to visit Canberra with its lovely weather and amazing flower displays. We would encourage as many academics, students and industry practitioners as possible to attend.

Organising committee

Dr Fei Huang
Professor Ross Maller
Professor Alexander Szimayer
Mr Adam Nie

Contact
E:  armev.rsfas@anu.edu.au
T:  (+61) 2 6125 7390

Updated:   9 January 2018 / Responsible Officer:  Dean, Business & Economics / Page Contact:  College Web Team