The fifth international workshop on Finance, Insurance, Probability and Statistics

罗格斯大学将于2015年6月25日至27日举办第五届金融、保险、概率和统计研讨会。在当前的全球经济环境下，随着复杂的保险和风险管理产品的激增，以及现代信息技术和数据收集和处理能力，运用概率论和统计理论和方法在发现加速而不是损害经济发展的有效金融工具，在理解和衡量风险，以及在开发有效的保险和风险管理工具方面的重要性从未如此之大。所需的跨学科研究不仅需要在概率、统计、金融和精算科学等不同学术领域之间的密切合作和相互促进，还需要学术界、行业专家和政府监管机构之间以真正的跨学科方式密切合作和深入理解。IMS赞助的金融、概率和统计系列研讨会于2011年开始，由斯坦福大学的Tze L. Lai教授、哥伦比亚大学的Philip Protter教授和加州大学伯克利分校的Xin Guo教授领导。研讨会的目标是汇集领先的学术专家、实践者和初级研究人员，重点介绍通过使用统计和概率对数学和计算金融做出的重要贡献。罗格斯大学（Rutgers University）和哥伦比亚大学（Columbia University）将于2015年6月25日至27日共同主办本系列的第五次研讨会。2015年的研讨会在其计划中增加了“保险”一词，并将IMS赞助的金融、保险、概率和统计系列研讨会（IMS- fips 2015）重新命名。由国际华人统计协会、韩国国际统计协会、全球风险专业人士协会、金融与风险建模研究所、斯坦福大学、国际数量金融协会共同主办。会议计划举行6次全体会议、13次邀请会议和4次贡献会议。美国国家科学基金会奖专门为可能没有资金参加会议的初级教员和研究生提供财政支持。该基金为大约15至20名青少年参与者提供旅费、住宿费和注册费。NSF支持的会议允许学术研究人员和行业从业者就当前数学、概率和统计在金融和保险应用中的发展交流思想、研究成果和潜在问题。这种交流促进了该领域的进一步研究，推动了与金融保险相关的概率论和统计学的理论、方法和应用。NSF支持的会议在推动金融保险概率论和统计学理论、方法和应用的发展，从而提高社会维持高效金融市场、有效管理风险和促进经济发展的能力方面具有广泛的影响。该基金专门用于支持初级和少数民族研究人员参加会议，否则他们可能没有资金参加会议。

Rutgers University is hosting the 5-th workshop on Finance, Insurance, Probability, and Statistics between June 25 to 27, 2015. With the current global economic environment, the proliferation of complex insurance and risk management products, and modern information technologies and data collection and processing capability, the importance of using probability and statistics theory and methods in discovering efficient financial instruments that accelerate instead of damage economic development, in understanding and measuring risk, and in develop effective insurance and risk management tools have never been greater. The needed interdisciplinary research not only require close collaboration and cross-fertilization between diverse academic fields in probability, statistics, finance and actuary science, but also require close collaboration and deep understanding between academic communities, industry experts, and government regulators in a truly interdisciplinary approach. The IMS sponsored workshop series on Finance, Probability and Statistics was started in 2011, under the leadership of Professors Tze L. Lai (Stanford University), Philip Protter (Columbia University) and Xin Guo (University of California-Berkeley). The goal of the workshop was to bring together leading academic experts, practitioners and junior researchers, which will highlight important contributions to mathematical and computational finance made through the use of statistics and probability. Rutgers University and Columbia University are co-hosting the 5-th workshop in this series on June 25 to 27, 2015. The 2015 workshop has added 'insurance' to its scheme and has renamed the series IMS sponsored workshop on Finance, Insurance, Probability and Statistics (IMS-FIPS 2015). It is also co-sponsored by International Chinese Statistical Association, Korean International Statistical Association, Global Association of Risk Professionals, Financial and Risk Modeling Institute, Stanford University, and International Association for Quantitative Finance. The conference has planned six plenary sessions, 13 invited sessions and 4 contributed sessions. The NSF award provides financial support exclusively to junior faculty members and graduate students who may not have funding to attend the conference. The funding supports travel, lodging and registration fee to approximately 15 to 20 junior participants.The NSF supported conference allows exchange of ideas, research results, potential problems among academic researchers and industry practitioners on the current development of mathematics, probability and statistics in the applications of finance and insurance. Such an exchange promotes further research in the area and advance the theory, method and application of probability and statistics related to finance and insurance. The NSF supported conference has broad impacts in advancing the advance the theory, method and application of probability and statistics related to finance and insurance, hence enhancing the society's ability to maintain an efficient financial market, to effectively manage risk and to promote economic development. The fund is exclusively used to support junior and minority researchers to attend the conference, who may not have funding otherwise to participate the conference.