SAFIM 2018 Workshop
The African Institute for Mathematical Sciences (AIMS), Ghana invites applications from researchers from the areas of probability theory, stochastic analysis, stochastic control theory or partial differential equations and interested in applications to participate in the Stochastic Analysis, Financial and Insurance Mathematics (SAFIM) Workshop with School scheduled from 20th to 24th August, 2018 at Tomreik Hotel in Accra, Ghana. Organized with full sponsorship from Volkswagen Foundation and with the support of the Alexander-von-Humboldt Foundation and the German Ministry of Education and Research, the workshop will bring together renowned researchers and graduate students with research interest and experience in stochastic analysis, financial and insurance mathematics. The workshop with summer school may also be of interest to practitioners in the financial and insurance industry.
SAFIM will include two short courses: “Microlending” by Prof. Philip Protter, and “Extreme Value Statistics for Financial Risk Handling” by Prof. Holger Rootzen. SAFIM will include plenary talks by world-leading experts on topics in stochastic analysis (stochastic control, stochastic (partial) differential equations, backward stochastic differential equations), finance (utility maximisation, option pricing, hedging) and insurance mathematics (risk theory, extremes, optimal dividends).
This Workshop with School 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 centres on the other hand.