AARMS CRG Conference
Computational Aspects in Finance and Actuarial Sciences

June 19-20, University of Prince Edward Island, Charlottetown, PE, Canada

About The Conference

COVID-19: We are sorry to announce that due to the COVID-19 pandemic, we have to cancel the AARMS CRG conference on Computational Aspects in Finance and Actuarial Sciences that was supposed to be held on June 19-20, 2020 in Charlottetown (Canada). We are currently working on a plan to hold the event during the summer of 2021 instead. In the meantime, please take care of yourself and of your family. Stay safe.


The AARMS CRG Conference on Computational Aspects in Finance and Actuarial Sciences will be held June 19-20th, 2020 in PEI, Canada. This conference is mainly hosted by the Atlantic Association for Research in Mathematical Sciences (AARMS) collaborative research group (CRG) and the School of Mathematical and Computational Sciences (SMCS) at University of Prince Edward Island (UPEI), Canada, and is a unique venue that brings together leaders in finance, and actuarial sciences, across disciplines, and across borders, tackling very important and timely topics in finance and actuarial sciences. Our intention for this conference is to have a broad scope in terms of applications in Finance and Actuarial Sciences but we would like to put emphasis on numerical and computational issues (including trendy topics such as machine learning algorithms in finance and insurance, but also more traditional methods such as numerical solutions for PDEs, Monte Carlo simulations, etc). The conference will include a dynamic program with high quality speakers focusing on innovative research, policy discussions, and business challenges and successes.


University of Prince Edward Island, Charlottetown, PE, Canada


June 19-20

Plenary Speakers

    Dr. Peter Carr is the Chair of the Finance and Risk Engineering Department at Tandon School of Engineering, New York University. Peter also currently holds a position as a trustee for the National Museum of Mathematics and WorldQuant University. Prior to joining the financial industry, Dr. Carr was a finance professor for 8 years at Cornell University, after obtaining his Ph.D. from UCLA in 1989.
    Dr. Peter Carr’s research interest is in Financial Engineering, Quantitative Finance, Mathematical Finance, Derivatives and Volatility. He has published over 85 articles and books in academic and industry-oriented journals, such as Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Journal of Financial and Quantitative Analysis, Mathematical Finance, etc. In addition to these academic interest, Dr. Peter Carr also serves as an associate editor for 8 journals related to mathematical finance. He was selected as Quant of the Year by Risk Magazine in 2003 and Financial Engineer of the Year by IAQF/Sungard in 2010. From 2011 to 2014, Dr. Carr was included in Institutional Investor's Tech 50, an annual listing of the 50 most influential people in financial technology.
    Emiliano Valdez joined University of Connecticut as a Professor of Actuarial Science in the Department of Mathematics since 2015. Prior to this appointment, he was Professor and Director of the Actuarial Science Program, Michigan State University (2013-2015), Professor of Actuarial Science, University of Connecticut (2007-2013), Associate Professor in Faculty of Commerce and Economics, University of New South Wales (2001-2007), Assistant Professor in Division of Actuarial Science and Insurance, Nanyang Business School, Nanyang Technological University (1998-2001).
    In addition to 18 years of experience Professor Emiliano’s research focus is in actuarial science. He has put extensive research effort on research on statistical models for actuarial applications such as copula models and dependencies, elliptical distributions, loss models and estimation, and longitudinal data analysis. Professor Emiliano works on expanding his research in other areas with wide applications in actuarial science such as risk measures and capital requirements, managing post-retirement assets, longevity risks, and annuitization.

Confirmed Participants

Peter Carr (New York University)
Emiliano Valdez (University of Connecticut)
Jean-Francois Begin (Simon Fraser University)
Alexandre Carbonneau (Concordia University)
Marcos Escobar-Anel (Western University)
Guojun Gan (University of Connecticut)
Frededric Godin (Concordia University)
Shu Li (Western University)
Roman Makarov (Wilfrid Laurier University)
Anne MacKay (UQAM)
Alexey Rubtsov (Ryerson University)
Luis Seco (University of Toronto)
Ken Seng Tan (Nanyang Technological University)



Organizing Committee

Alexander Alvarez (University of Prince Edward Island)
Kai Liu (University of Prince Edward Island)
Shafiqul Islam (University of Prince Edward Island)
M Tariq Hasan (University of New Brunswick (Fredericton))
Shaohua Chen (Cape Breton University)



Abstract Submission

Please email your abstract to alalvarez@upei.ca for registration. The abstract submission deadline is April 30, 2020. Jointly authored abstracts should be submitted by the person who will present.




Coming Soon!


Contact Us


School of Mathematical and Computational Sciences, University of Prince Edward Island, Charlottetown, PE, Canada

Phone Number