SAFIM 2018 Workshop

Workshop with School on Stochastic Analysis, Financial and Insurance Mathematics

The Volkswagen Foundation  with the support of the Alexander-von-Humboldt foundation and the German Ministry of Education and Research and the African Institute for Mathematical Sciences (AIMS) Ghana, is organizing a five days workshop on  Stochastic Analysis, Financial and Insurance Mathematics (SAFIM)  from 20th to 24th August, 2018 at Tomreik Hotel,  Accra, Ghana.

The workshop will bring together renowned researchers and graduate students with research interest and experience in stochastic analysis, financial and insurance mathematics. Additionally, the workshop with summer school will involve practitioners in the financial and insurance industry.

SAFIM will consist of  two short courses: “Microlending” by Prof. Philip Protter, and “Extreme Value Statistics for Financial Risk Handling” by Prof. Holger Rootzen.  The workshop with school  will also include plenary talks by world leading experts on topics in stochastic analysis (stochastic control, stochastic (partial) differential equations, backward stochastic differential equations), finance (utility maximization, option pricing, hedging) and insurance mathematics (risk theory, extremes, opti-mal dividends). Prof. Philip Protter, Columbia University and Prof. Holger Rootzen, Chalmers University of Technology are the distinguished Lecturers for SAFIM.

In addition, the workshop will have the following esteemed guest speakers: Prof. Beatrice Acciaio, London School of Economics, Prof. Dirk Becherer, Humboldt University Berlin, Prof. Corina Constantinescu, University of Liverpool,  Prof. Junyi Guo, University of Nankai, Prof. Said Hamadene, University of Maine, Prof. Monique Jeanblanc, University Evry, Prof. Alfred Müller, Universität Siegen, Prof. Modeste Nzi, University of Cocody, Prof. Youssef Ouknine, University Cadi Ayyad Marrakech and Mohammed VI Polytechnic University at BenGrir, Prof. Ludger Overbeck, University of Giessen and Prof. Ralf Wunderlich, Brandenburgische Technische Universität Cottbus-Senftenberg.

Researchers from prestigious institutions in Africa, America and Europe such as Covenant University, University of Bahri, University of Ibadan, University of Ghana, University of KwaZulu-Natal, University of Kinshasa,  Ekiti State University, University of Western Ontaria, University of Seigen, Heinrich Heine University Düsseldorf, University of Edinburgh,  University of Southampton,  University of Freiburg, will present their research work during the workshop.

Seventy-five researchers, and renowned industry representatives from eighteen countries including thirteen African countries will be participating in the 2018 SAFIM workshop.

SAFIM will provide a platform for researchers to present their work, and to network with others in their disciplines. It aims at increasing the cooperation between students and researchers in stochastic analysis and applications on the one hand, and various institutions and research centers on the other hand.

SAFIM is jointly organized by Prof. Peter Imkeller, Humboldt University, Berlin; and Prof. Olivier Menoukeu Pamen, AIMS Ghana and University of Liverpool.