Mon, October 20, 2008
09:15-09:30	Opening
09:30-10:20	Christian Hipp	Control for the Lundberg model, with emphasis on optimal reinsurance
10:20-10:50	Break
10:50-11:40	Jostein Paulsen	Optimal dividend payments and reinvestments of diffusion processes with both fixed and proportional costs
11:40-15:00	Lunch Break
15:00-15:50	Bernt Øksendal	Optimal control with partial information for stochastic Volterra equations
15:50-16:20	Break
16:20-17:10	Agnès Sulem	Maximum Principles for optimal control of forward-backward stochastic differential equations with jumps
Tue, October 21, 2008
09:30-10:20	Nicole Bäuerle	MDP Algorithms for Portfolio Optimization Problems in pure Jump Markets
10:20-10:50	Break
10:50-11:40	Hanspeter Schmidli	Controlled Risk Processes and Large Claims
11:40-15:00	Lunch Break
15:00-15:50	Manfred Schäl	Non-dangerous risky investments for insurance companies
15:50-16:20	Break
16:20-17:10	Bruno Bouchard	Stochastic Target Problems with Controlled Loss. (joint work with N. Touzi and R. Elie).
Wed, October 22, 2008
09:30-10:20	Huyên Pham	Backward SDEs with constrained jumps and Quasi-Variational Inequalities : Applications to impulse and switching controls in finance
10:20-10:50	Break
10:50-11:40	Gordan Zitkovic	Stability and equilibria of financial markets
11:40-15:00	Lunch
15:00-15:50	Damien Lamberton	Some properties of American option prices in exponential Lévy mdels
15:50-16:20	Break
16:20-17:10	Nizar Touzi	Market illiquidity and dual formulation of target problems
Thu, October 23, 2008
09:30-10:20	Xunyu Zhou	Thou Shalt Still Buy and Hold
10:20-10:50	Break
10:50-11:40	Romuald Elie	Optimal consumption investment strategy under drawdown constraint
11:40-15:00	Lunch Break
15:00-15:50	Mihail Zervos	Optimal Consumption and Investment with Habit Formation and Hyperbolic Discounting
15:50-16:20	Break
16:20-17:10	Fausto Gozzi	Optimal management of pension funds: a stochastic control approach
Fri, October 24, 2008
09:00-09:50	Peter Tankov	Discrete hedging in models with jumps
09:50-10:40	Mogens Steffensen	Optimal Control in Finite State Markov Chains with Applications to Personal Finance and Credit Risk Management
10:40-11:10	Break
11:10-12:00	Hans Gerber	On optimal dividends

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