STOCHASTIC AND APPLICATIONS, RESEARCH AND TRAINING (START) WORKSHOP 2nd Edition

19th-22nd February 2018, African Institute for Mathematical Sciences, Ghana

Research Workshop

Mini courses:

  • Corina Constantinescu, University of Liverpool
  • Ludger Overbeck, University of Giessen,
  • Ralf Wunderlich, Brandenburg University of Technology Cottbus – Senftenberg,

As in the first edition, the second edition of this workshop will bring together renowned international and national scientific researchers, young researchers and graduate students working on Stochastic Analysis and their Applications to Financial and Actuarial Mathematics. It is an excellent occasion for the graduate students and young researchers to increase their knowledge not only in the areas of Financial and Actuarial Mathematics but also designing internationally competitive research proposals and Effective communication of research findings.

 

Guest Speakers

  • Kwabena Doku-Amponsah, University of Ghana
  • Ezekiel Nortey, University of Ghana

 

Programme Committee

  • Jose Manuel Corcuera, University of Barcelone
  • Peter Imkeller, Humboldt University
  • Isabelle Kemajou-Brown, Morgan State University
  • Coenraad Labuscagne, University of Johannesburg
  • Olivier Menoukeu Pamen, AIMS-Ghana, University of Liverpool
  • Bernt Øksendal, University of Oslo
  • Frank Proske, University of Oslo
  • Ralf Wunderlich, Brandenburg University of Technology Cottbus – Senftenberg

 

Organisers

  • Olivier M. Pamen, AIMS-Ghana, University of Liverpool
  • Peter Imkeller, Humboldt University
  • Ralf Wunderlich, Brandenburg University of Technology Cottbus – Senftenberg


Research Workshop

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Organized within the framework of the German Research Chair programme in AIMS Ghana, under the Alexander von Humboldt and the German Ministry of Education and Research and the DAAD foundation, the workshop will bring together renowned international and national scientific researchers, young researchers and graduate students working on Stochastic Analysis and their Applications to Financial and Actuarial Mathematics.

This workshop will focus on initiating collaborative research among researchers at universities in Ghana, Africa and beyond. The programme will include:

A. Three mini courses:

  1. Credit risk modelling and risk management,
  2. Stochastic optimal control with applications to finance;
  3. An Introduction to Risk Theory,

B. Research talks;
C. Poster presentations in stochastic analysis, financial and actuarial mathematics.  

Confirmed Lecturers and Speakers

Confirmed Lecturers

  • Corina Constantinescu, University of Liverpool: “An Introduction to Risk Theory”
  • Ludger Overbeck, University of Giessen: “Credit risk modelling and risk management”
  • Ralf Wunderlich, Brandenburg University of Technology Cottbus – Senftenberg: “Stochastic optimal control with applications to finance”

Confirmed Speakers

  • Kwabena Doku-Amponsah, University of Ghana Legon;
  • Ezekiel Nortey, University of Ghana;
  • Rodwell Kafakunesu, University of Pretoria

 

Biography

Corina Constantinescu

Corina is currently a reader (associate professor) at the Department of Mathematical Sciences, University of Liverpool, where she is the director of the institute for Financial and Actuarial Mathematics. She has recently coordinated a large European grant under the Marie Curie framework, on Risk Analysis, Ruin and Extremes (RARE), that connected 12 higher education institutions and over 60 researchers from all over the world working on extreme events and their applications to insurance modelling. Her research interest include analytical methods for deriving exact or asymptotic results for ruin probabilities,

 

Ludger Overbeck

Ludger is currently a full professor in mathematics and its application at the University of Giessen in Germany. His main academic interests are on Quantitative Methods in Finance and Risk Management and Stochastic Analysis. He is also involved in many industry projects. He was consultant to Commerzbank as Head of Quantitative Credit Portfolio Management (from 2007 to 2014). He was also Executive Director in the Asset-Backed Securitization Department of DZ-Bank in Frankfurt in 2016.

 

Ralf Wunderlich

Ralf is a full professor of Financial Mathematics at the Brandenburg University of Technology Cottbus-senftenberg. is a full professor of Financial Mathematics at the BTU. His scientific interests include Probability Theory, Stochastic Finance, Stochastic Optimal Control with applications to Portfolio Optimization and Energy Economics.

 

Registration and Applications

  • Registration

Thanks to the sponsorship of the Alexander von Humboldt Foundation, the German Ministry of Education and Research, DAAD, and AIMS-Ghana, there are no registration fees for all research students and academics.

There will however be a registration fee of Ghc 250.00 for all applicants who fall out of this category. This will cover meals, and local transportation.

For more information, kindly send an email to Ms. Rhoda Mahamah via email: rhoda@aims.edu.gh. The subject of your email should have your full name and the name of the workshop as shown in the example: RhodaMahamah_STARTWorkshop2018

 

  • Applications

Please click here: https://goo.gl/forms/DLSfoFYlMr9yyVmF3 to submit your applications online.

The deadline for applications is 23:59 on 24th January, 2018.

List of Participants (to be added)

List of Abstracts (to be added)