logo

You are here

Recent Developments in Dependence Modelling with Applications in Finance and Insurance - Sixth Edition

Monday, 16 September, 2019 - 09:00 to Tuesday, 17 September, 2019 - 17:00
The island of Agistri (Athens)
Oasis Beach Hotel

Supported by FWO and the journal Dependence Modeling

The finance and insurance research group of Vrije Universiteit Brussel (VUB) is pleased to announce a workshop on recent developments in dependence modelling with applications in finance and insurance. The event will take place on 16 and 17 September 2019, on the island of Agistri (near Athens, Greece). Academic researchers and practitioners in the field of risk management, dependence modeling and actuarial mathematics are most welcome.

You can register at the bottom of this page.

Invited speakers

  • Benjamin Avanzi (UNSW, Australia)

  • Jae Youn Ahn (Ewha Womans University, Korea)

  • Laura Ballotta (Cass Business School, UK)

  • Roger Cooke (TU Delft, the Netherlands)

  • Roger Laeven (University of Amsterdam, the Netherlands)

  • Antonis Papapantoleon (TU Athens, Greece)

  • Georg Pflug (University of Vienna, Austria)

  • Matthias Scherer (TU Munich, Germany)

  • Marco Oesting (University of Siegen, Germany)

  • Ruodu Wang (University of Waterloo, Canada)

There will also be sessions with contributed talks (no parallel sessions, however). If you would like to present a paper, please submit a title and a one-page abstract, and, if available, a full paper before April 21 to demoworkshop2019@gmail.com  (extended until May 1). You will be informed about the acceptance of your proposal no later than May 1, 2019

Organizing - Scientific Committee

  • Michalis Anthropelos (University of Piraeus, Greece)

  • Carole Bernard (Co-Chair, Grenoble Ecole de Management, France)

  • Steven Vanduffel (Co-Chair, Vrije Universiteit Brussel, Belgium)

 Venue

The workshop will be held in Hotel Oasis on the island of Agistri (near Athens). If you want to stay in this hotel, then please contact them as soon as possible on sales@agistrihotels.com (the number of rooms is limited and the price for a single room is 65-75 Euros (breakfast included).  Of course you are free to stay in another hotel of your choice. The organization will make the necessary arrangements for the invited speakers

Program

The tentative program can be found at the bottom of this webpage (pdf).

 

Transport

The closest airport is Athens (ATH). From the airport, there are reliable bus, metro and train connections to Pireaus port from which you can take a ferry to Agistri. 

  • BUS: You can catch the bus from the designate area at the arrivals level (between Exit 4 and Exit 5, very easy to find). The bus to take is the X96: Athens Airport-Piraeus. There is a bus leaving for Piraeus every twenty (during day) to forty minutes (during night) and it takes about 60-80 minutes to arrive in Piraeus (a taxi is about 20 minutes faster). You can find the schedule for the bus just outside from the baggage area of the airport. Tickets are available from the ticket kiosk at the bus departure area and cost 6.00€. You get off the bus when you see the port (with ferrries) on your left side. Specifically, at some point you'll observe there are some construction works going on (on the sides of the street). Next you'll see a little parc on the left and on the left in the front you will see ferries. You get of the bus here (there are two stops close to each other - many people will leave the bus here); see also this map (the ferries to Aegina actually depart in front of the street Akti Posidonos (Gate E8) and note that on google maps the indications for the different ferry routes are not very precise).  
  • METRO/TRAIN: In the airport, after the customs follow the sign “trains”, you have two options, going by metro or going by direct train.          Direct trains: https://tickets.trainose.gr/dromologia/, one train per hour (ticket=10 euros). You can also take the subway (ticket=10 euros) to go from Airport to Piraeus with one change at Monastiraki (first take M3 direction Agia Marina, change in Monastiraki after about 42 minutes and next take the M1 direction Piraeus until terminus (20 minutes)). There is a metro frequently. When you get out of the metro station, turn right and after 50 meters you are on the main street Akti Kalimasioti where you turn left until you reach the gate E8, from which the boat to Aegina-Agistri departs. It is about 500m. If you arrive by train, it is 300m further. 
  • Ferries from Piraeus to Agistri run every hour from 7am to 6.30 pm  and cost approximately 17 euros. Tickets can be very easily purchased at the port (right in front of where the boat leaves). The trip takes about one and a half hour. Here are two useful links: link1 and link2 

Previous Editions

Registration

The fee for academics is €175 and includes participation to the conference, all coffee breaks, lunches and dinners (September 16 and September 17, 2019).  

Price: 250 €