CREDIT 2013
General Information

Welcome

Programme & Papers
Conference Venue
Registration
Committees
Past CREDIT Events
Technical Information
Call for Papers
Keynote Speakers
Important Dates
Author Instructions
Travel & Lodging
Accommodations
Networking Dinner
About Venice
Must See-sights


Keynote Speakers

R. Cont

Rama Cont (Imperial College London)

 

Rama Cont is Professor of Mathematics and Chair in Mathematical Finance at Imperial College London. He joined Imperial College in 2012 after holding teaching and research positions at Ecole Polytechnique (France), Columbia University (New York) and Université Pierre & Marie Curie (Paris VI).

Rama Cont's research focuses on stochastic analysis, stochastic processes and mathematical modeling in finance, in particular the modeling of extreme market risks: discontinuities in market behavior, extreme risks, endogenous risk and systemic risk.

He has also participated in numerous consulting projects for financial institutions and regulators in the UK, Europe, US and Asia.

He has co-authored Financial Modelling with Jump Processes (2003) and is the Editor-in-Chief of a major reference work, the Encyclopedia of Quantitative Finance (Wiley 2010).

He was elected Chair of the SIAM Activity Group on Financial Mathematics and Financial Engineering (2010-2012).

Prof. Cont was awarded the Louis Bachelier Prize by the French Academy of Sciences in 2010 for his research on mathematical modeling in finance.

He holds a Doctorat from Université de Paris Sud (Orsay), a Masters degree in Theoretical Physics from Ecole Normale Supérieure (Paris) and a BSc from Ecole Polytechnique (France).

M. Dacorogna

Michel Dacorogna (SCOR, Zurich)

 

Michel Dacorogna, born in Alexandria (Egypt), holds an Habilitation, a PhD and an MSc in Physics from the University of Geneva in Switzerland and completed a post-doc at the University of California in Berkeley.

A member SCOR’s senior management, he currently heads its Group Financial Analysis and Risk Modeling team. His main responsabilities are: developing the Group’s asset and liability management and internal models, and helping clients to determine the best reinsurance structure for them, taking into account their full asset and liability portfolios. In addition to this, he plays an active role in client contact and in the design of complex financial market risk transfer contracts. He is also responsible for contact with the regulators regarding internal modeling and solvency issues, as well as conducting research into various insurance and reinsurance topics such as capital allocation to risk, pricing and optimizing reinsurance cover, optimal asset allocation of investments, evaluation of credit risk, risk management of investments, and forecasting long-term economic trend models.

The author of more than 65 publications in respected scientific journals, he is a frequent speaker at international conferences and specialized seminars.

 

 
T. Hurd

Tom Hurd (McMaster University, Hamilton)

 

Tom Hurd is Professor of Mathematics at Department of Mathematics & Statistics at McMaster University. He received his PhD degree from Oxford University.

Since 1998 Tom's research programme has been concentrated in the field of financial mathematics. Prior to this he worked primarily in mathematical physics.

Tom also supervises PhiMAC, which is a group of researchers in the Mathematics Department at McMaster University, who share a common interest in computational finance. He is intimately involved in Master's in Financial Mathematics at the McMaster University.

In addition, Tom is a core investigator of a MITACS initiative titled "Modeling Trading and Risk in the Market", involving researchers at University of Calgary, University of Toronto, University of Western Ontario, University of British Columbia and McMaster University. The general theme of their work is to develop mathematical tools for measurement and management of financial risk. 

 

 
J. Lemaire

Jean Lemaire (Wharton School, University of Pennsylvania)

 

Jean Lemaire is the Harry J. Loman Professor of Insurance and Actuarial Science at the Wharton School. He holds a BS in mathematics, a MS in actuarial science, and a Ph.D. in applied mathematics, all obtained at the Free University of Brussels. He joined the Wharton School in 1987 as Director of the Actuarial Science Program.

Jean Lemaire has published over 100 research papers and books in game theory and actuarial science. He has lectured on insurance regulation and actuarial science in over 60 countries. His 1985 book "Automobile Insurance: Actuarial Models" was the insurance book-of-the-year both in Europe and in the US. His books have been translated in French, Spanish, Mandarin, Russian, Japanese, and Korean.

Jean Lemaire is a winner of the 1988 International Prize of the Italian Academy of Science, the most important prize awarded to insurance researchers in terms of amount and prestige. In 2008 he was elected Honorary Chairman of ASTIN, the non-life section of the International Actuarial Association, and received the Wharton School’s Hauck Award for excellence in teaching.

His current research interests include the study of merit-rating systems in automobile insurance, the impact of genetic testing on insurance, and the consequences of gun violence.

 

Sponsors:
GRETA
Intesa San Paolo
 
Auspices:
Dipartimento di Economia ICEF
ABI

European Investment Bank

 

  credit@greta.it www.greta.it creditinfo@nexave.org www.nexaweb.it
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