Posted 7/3/09
CALL FOR PAPERS
HOUSEHOLDS, RISK AND INSURANCE WORKSHOP
Paris, Friday, January 15th, 2010
Deadline: Sunday, September 20, 2009
We are writing to inform you about the Households, Risk and
Insurance Workshop and to invite you to submit papers for
this meeting.
DETAILS:
What: Households, Risk and Insurance Workshop
Where: Paris
When: Friday, January 15th, 2010
http://www.ifd.dauphine.fr/fr/site/ifd/les-chaires-d-entreprise/les-particuliers-face-aux-risques/evenements/workshop-households-risk-and-insurance.html
PAPER SUBMISSION PROCEDURE:
Email PDF files by September 20, 2009, to:
CONTACT: Maximilien Nayaradou
Email: MAILTO:maximilien.nayaradou@dauphine.fr
THE OBJECTIVES:
To increase interaction between researchers on all
continents who share an interest in issues related to
households, risk and insurance:
- Household finance
- Households risk management
- New households risks and new insurance products
To bring together people from mathematics, economics and
finance and to give young researchers an opportunity to
present their research and get early feedback on their
work.
THE FORMAT:
The plan is to select 8 papers maximum, with 30 minutes
allocated for each presentation, 10 minutes for each
discussion, and 10 minutes for questions from the audience.
Discussions will be done by senior researchers.
FUNDING:
The organizers may cover travel (at the lowest costs) and
accommodation expenses for the authors of selected papers
(upon request and only one author by paper).
PARTNERSHIP:
This Workshop is sponsored by the GIP-ANR (Croyances
project) as well as by the Risk Foundation (Groupama
Chair).
It is organized in partnership with the Journal:
Mathematics and Financial Economics. All the members of the
Editorial Board are invited and are expected to attend the
workshop. A specific fast-track procedure will be proposed
to authors of selected papers who want to submit the same
paper to Mathematics and Financial Economics.
ABOUT MATHEMATICS AND FINANCIAL ECONOMICS:
http://www.springer.com/west/home/math/math+journals?SGWID=4-40012-70-173667704-0
In the last twenty years mathematical finance has developed
independently from economic theory, and largely as a branch
of probability theory and stochastic analysis. This has led
to important developments e.g. in asset pricing theory, and
interest-rate modeling. This direction of research however
can be viewed as somewhat removed from real world
considerations and increasingly many academics in the field
agree over the necessity of returning to foundational
economic issues. Mainstream finance on the other hand has
often considered interesting economic problems, but finance
journals typically pay less attention to the high-level
quantitative approach. When quantitative methods useful to
economists are developed by mathematicians and published in
mathematical journals, they often remain unknown and
confined to a very specific readership. More generally,
there is a need for bridges between these disciplines. The
aim of this new journal is to reconcile these two
approaches and to provide the bridging links between
mathematics, economics and finance. Typical areas of
interest include foundational issues in asset pricing,
financial markets equilibrium, insurance models, portfolio
management, quantitative risk management, intertemporal
economics, uncertainty and information in finance models.
Editor-in-Chief:
- Elyes Jouini, CEREMADE, Universite Paris-Dauphine
Co-Editors:
- Jaksa Cvitanic, California Institute of Technology,
Pasadena, CA, USA
- Rose-Anne Dana, CEREMADE, Universite Paris-Dauphine,
Paris, France
Advisory Board:
- George Constantinides, Graduate School of Business,
University of Chicago, IL, USA
- Darrell Duffie, Graduate School of Business, Stanford
University, CA USA
- Bernard Dumas, INSEAD, Fontainebleau, France
- Ivar Ekeland, University of British Columbia, Vancouver
BC, Canada
- Roger Guesnerie, College de France, Paris, France
- Pierre-Louis Lions, Universite Paris-Dauphine, Paris,
France
- Andreu Mas Colell, Universidad Pompeu Fabra, Barcelona,
Spain
- Jean-Charles Rochet, Universite des Sciences Sociales,
Toulouse, France
- Jose Scheinkman, Princeton University, NJ, USA
Editorial Board:
- Kerry Back, Mays Business School, Texas A&M University,
College Station, TX, USA
- Suleyman Basak, London Business School, UK
- Markus K. Brunnermeier, Princeton University, NJ, USA
- Abel Cadenillas, University of Alberta, Edmonton AB,
Canada
- Pierre Collin-Dufresne, University of California,
Berkeley, CA, USA
- Bernard Cornet, Universite Paris I, France and University
of Kansas, USA
- Domenico Cuoco, The Wharton School, University of
Pennsylvania, PA, USA
- Hans Follmer, Humboldt University, Berlin, Germany
- Michael F. Gallmeyer, Mays Business School, Texas A&M
University, College Station, TX, USA
- Christian Gollier, GREMAQ, Universite de Toulouse I,
France
- Thorsten Hens, Zurich University, Switzerland
- Leonid Kogan, Sloan School of Management, MIT, Cambridge,
MA, USA
- Ali Lazrak, University of British Columbia, Vancouver,
BC, Canada
- Michael Magill, University of Southern California, Los
Angeles, CA, USA
- Walter Schachermayer, University of Technology, Vienna,
Austria
- Costis Skiadas, Kellogg School of Management, Evanston,
IL, USA
- Nizar Touzi, CREST, Malakoff, France
- Dimitry Vayanos, LSE, London, UK
- Akira Yamazaki, Hitotsubashi University, Tokyo, Japan
- Fernando Zapatero, USC, Los Angeles, USA
From the contents of the last issue:
1. Optimal risk sharing under distorted probabilities,
Michael Ludkovski and Virginia R. Young
2. A forward-backward SDE approach to affine models,
Cody Blaine Hyndman
3. Heterogeneous Impatience in a Continuous-Time Model,
Chiaki Hara