Risk and Stochastics Day 2010

The Risk and Stochastics Day 2010 will take place on 22nd March in D1 (the Hong Kong Theatre) which is located in the Clement House on Aldwych. It follows on from the success of past years' events in which high profile speakers from the UK and overseas presented current advances in the areas of insurance mathematics, financial mathematics, and their interface.  This years' event will feature six invited speakers from home and abroad:

• Mark Davis (Imperial College)
  Changes of measure in Piecewise-Deterministic Markov Processes with applications to latent variable models of credit risk
   
• Knut Aase (Norwegian School of Economics and Business Administration)
  Pareto Optimal Insurance Policies in the Presence of Administrative Costs
   
• Pauline Barrieu (LSE)
  Robust asset allocation under model uncertainty
   
• Thorsten Rheinlander (LSE)
  Hedging Survivor Bonds by Mortality-linked Securities
   
• Xunyu Zhou (Oxford University)
  Hope, Fear and Aspiration
   
• Jostein Paulsen (University of Copenhagen)
  Policies for a general diffusion with transaction costs and solvency constraints

If you are interested in attending this event please email Sabina Allam with your name, title and the institution you are affiliated to. The deadline for registering is Thursday 18th March 2010.

A map providing further information with regards to LSE room locations is provided

Programme for the day.

Previous Risk and Stochastics Day's:
Risk and Stochastics Day 2009
Risk and Stochastics Day 2008
Risk and Stochastics Day 2007

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