Using funds from our theme we have been able to start a seminar series for the Actuarial Science here at the UvA. For this academic year we have the following speakers: Antje Mahayni (University Duisburg/Essen, Effectiveness of CPPI Strategies under Discrete-Time Trading), Damir Filipovic (Vienna Institute of Finance, Non-monotone risk measures and monotone hulls), Carole Bernard (U Waterloo, Impact of Value-at-Risk Regulation on the Insurance and Reinsurance Markets), Torsten Kleinow (Heriot-Watt University), Arthur Charpentier (U Rennes), Peter Jorgensen (Copenhagen Business School), Lane Hughston (King’s College London), Hans Schumacher (Tilburg), Hanspeter Schmidli (U Koeln), Alexander McNeil (Heriot-Watt).
Update October 21, 2008