Workshop on Stochastic Analysis in Finance and Insurance

该奖项为参加2011年5月17-20日在密歇根大学安娜堡分校举行的金融与保险随机分析研讨会的与会者提供旅费支持。研讨会汇集了随机分析和金融与保险数学领域的研究人员，旨在调查金融与保险领域随机分析的现状，交流思想，开拓新的研究方向。会议主题包括最优随机控制、随机投资组合理论、市场微观结构和利率模型、后向随机微分方程、随机死亡风险、股票保险产品定价/对冲、最优风险分担、合同设计、年金投资和保险公司风险管理。研讨会包括高级研究人员的12次全体会议和初级研究人员的8次邀请会议。会议包括小组讨论，重点讨论金融和保险数学的当前需求，以及学术研究与实际应用之间的关系。小组成员将确定该领域的开放问题，并就该领域的开放问题和新方向进行讨论。研讨会将加强金融保险随机分析领域的初级和高级研究人员之间的交流。会议鼓励和支持研究生、初级研究人员和代表性不足的群体成员的参与。会议网址：http://sites.google.com/site/safimichigan/

This award supports travel for participants in the Workshop on Stochastic Analysis in Finance and Insurance, held 17-20 May 2011 at the University of Michigan, Ann Arbor. The workshop brings together researchers in stochastic analysis and financial and insurance mathematics, in order to survey the state of the art of stochastic analysis in finance and insurance, to exchange ideas, and to forge new directions of research. The conference topics include optimal stochastic control, stochastic portfolio theory, market microstructure and interest-rate modeling, backward stochastic differential equations, stochastic mortality risk, pricing/hedging equity-linked insurance products, optimal risk sharing, contract design, and investment with annuities, and risk management for insurance firms.The workshop features twelve plenary talks by senior researchers and eight invited talks by junior researchers. The meeting includes a panel discussion focused on the current needs of financial and insurance mathematics, as well as the relationship between the academic research and practical applications. Panelists will identify open problems in the field and lead a discussion of open problems and new directions for the field. The workshop will enhance communication among junior and senior researchers in stochastic analysis in finance and insurance. The conference encourages and supports participation by graduate students, junior researchers, and members of under-represented groups. Conference web site: http://sites.google.com/site/safimichigan/