September 24, 2025: Auditório António Gilioli, IME-USP bloco A, sala 247, Rua do Matão 1010

  9:00 -   9:10 Ronaldo Hashimoto (Director of the IME-USP): Opening

  9:10 -   9:55 Umberto Cherubini (Bologna University, Italy): Systems with repairment and dependence.

  9:55 - 10:40 Georgios Pitselis (Piraeus University, Greece): Risk related to tail probabilities in a credibility framework.

10:40 - 11:00 Coffee Break 

11:00 - 11:45 Yevgeniy Kovchegov (Oregon State University, USA): A new life of Pearson's skewness.

11:45 - 12:15 Anatoly Yambartsev (IME-USP): Revisiting Poisson processes with catastrophes: a large deviation lens.

12:15 - 12:45 Hedibert Lopes (INSPER): Bayesian dynamic INAR processes: MCMC and SMC.

12:45 - 14:15 Lunch

14:15 - 15:45 Vladimir Belitsky (IME-USP): A simple approach to Girsanov transformation and application in finance. (Short Course, first part). 

15:45 - 16:00 Coffee Break

16:00 - 16:30 Pedro Ramos (Università Católica, Chile): Bayesian inference for partial imperfect repair models.

16:30 - 17:00 André Fumis, Rafael Stern and Victor Fossaluza (IME-USP): Covariance balance under Bayesian decision theory. 

17:00 - 17:30 Khalil Said (INSEA – Rabat, Morocco): From drought risk mapping to parametric insurance: a machine learning-based framework. .

17:30 - 18:30 Poster Session 

19:00 - 22:00 Workshop Dinner 

September 25, 2025: Auditório  António Gilioli, IME-USP bloco A, sala 247, Rua do Matão 1010

  9:30 - 11:00 Vladimir Belitsky (IME-USP): A simple approach to Girsanov transformation and application in finance. (Short Course, second part)

11:00 - 11:30 Juan Arismendi-Zambrano (University College Dublin, Ireland): Arbitrage, relative firms, and latent asymptotics in a relative factor economy.

11:30 - 12:15 Round Table 

12:15 - 12:30 Closing