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Host: Bermuda Underwater Exploration Institute
Sponsor: Bermuda College in collaboration with the International Business Community in Bermuda
Homepage: http://www.executivechoice.bm/math/index.html
Organizers: Garth A. Baker
Description:
The conference is an international meeting focused on the use of mathematical modelling in
business, particularly in relation to the Insurance, Reinsurance and Financial Services
Industries. The lectures and workshops are designed to give, in an accessible manner, the
"big picture" of how mathematics is being used in business internationally. At issue is a
search for objectivity in assessing the benefits and successes which mathematical modelling
has enjoyed in business and finance, whilst also analyzing its limitations.
Several aspects of the meeting will be quite relevant to the continued development of international business in Bermuda and worldwide, particularly in relation to Research and Training in the application of the Mathematical Sciences to business and finance. Bermuda has emerged as a leading international financial center, where "the art of applying science to business" is evolving into a mainstay, with significant development in the use of mathematical models and scientific computing, particularly in the area of catastrophe reinsurance. These innovations have added value to, and enhanced efficiency in, the way business has been conducted in Bermuda and internationally.
Presentations will focus on issues emanating from the following: Insurance/Reinsurance Risk Assessment; Portfolio Analysis and Optimization; Insurance/Reinsurance Pricing; Alternative Risk Transfer; Dynamic Financial Analysis; Asset Pricing; Asset/Liability Management; Financial Investment Strategies; Risk Management; Portfolio Performance; Fixed Income and Derivative Securities; Numerical Methods in Finance; Event Studies; Arbitrage Theory; Market Structure Models; Interest Rate Models; Risk Neutral Valuation.
Speakers: Hans Buhlmann (ETH, Zurich), John Burville (Ace Ltd., Bermuda), John Casti (Santa Fe Institute), Emanuel Derman (Goldman Sachs & Co.), David Ezekiel (International Advisory Services), Svend-Holger Friis (KPMG, London), David C. Heath (Carnegie Mellon University), John C. Hull (University of Toronto), Robert A. Jarrow (Cornell University), Ronald Layard-Liesching (Pareto Partners), Anthony Michaels (University of Southern California), Dirk-Jens Nonnenmacher (Dresdner Bank AG), Stephen A. Ross (MIT, Cambridge), Prakash Shimpi (Swiss Re New Markets), James Stanard (RenaissanceRe Holdings Ltd.), Paul Wilmot (Oxford University)
Date received: October 07, 1999
© 2008 Atlas Conferences Inc.