41st Actuarial Research Conference - 10-12 August 2006


  From August 10 to 12, 2006, the CRM hosted the 41st Actuarial 
Research Conference. The Organizing Committee was composed 
of Professors Louis Doray (president), Charles Dugas and Manuel 
Morales, from the Universite de Montreal. This annual conference 
is sponsored by the Society of Actuaries and the Casualty Actuarial 
Society. This year, the ARC brought together, at the Universite 
de Montreal, close to 130 participants from 10 countries on 4 
continents. Most of them were professors of actuarial mathematics 
at a university, while some others came from the industry or governments.
  
  The Scientific Committe was composed of L. Doray and J. Garrido
(Concordia). During two and a half days, about 60 speakers presented 
the results of their research in 10 sessions on risk models, health 
insurance, finance, life insurance, mortality, pensions, option 
pricing and statistical models in insurance.

  The ARC 2006 was followed by a 2-hour workshop sponsored by the
Canadian Institute of Actuaries, where a proposal for a new model 
for the actuarial education of Canadian students was discussed.

  The Conference led the way for the creation of the Montreal 
Seminar in Actuarial and Financial Mathematics. This new Seminar 
has already scheduled about 10 talks by visiting professors in 
Montreal for the Fall 2006, in one of the three universities in 
Montreal with an actuarial program (U of M, Concordia and UQAM). 
The organizers of this Seminar are Doray and Garrido. 

  Moreover, because of the interest generated by the ARC among 
the researchers in Montreal, we are planning to host in May 2007, 
at the Universite de Montreal, the First Actuarial and Financial 
Mathematics Day of Montreal, where Ph.D. students, professors 
in Montreal and visitors will present their research work.