The purpose of this workshop is to sum up the latest theoretical developments on Gerber-Shiu functions and to stimulate applications, both in finance and risk theory. A small number of 1-hour invited talks is planned, with ample opportunity for discussions. Participants to the ARC conference and all other interested researchers are welcome.
Invited speakers: Hansjoerg Albrecher (Austrian Academy of Sciences), Andrei Badescu (U. of Toronto), Jun Cai (U. of Waterloo), Steve Drekic (U. of Waterloo), David Landriault (U. of Waterloo), X. Sheldon Lin (U. of Toronto), Etienne Marceau (U. Laval), Elias S.W. Shiu (U. of Iowa), Qihe Tang (U. of Iowa), Cary Tsai (Simon Fraser U.), and Gord E. Willmot (U. of Waterloo).
The reception and all the talks will be held in the Engineering, Computer Science and Visual Arts Complex (EV) 1515 St-Catherine Street West.
The reception on Sunday is on the 11th floor of the EV building, in room EV 11-725. Registration on Monday and all talks are on the second floor, in room EV 2-260.