12月3日，金融与保险数学研讨会在海韵园举行，来自武汉大学、新疆大学、广州大学、亚搏ag捕鱼app的近30名专家学者参加会议。

王文元副教授在开幕式上致辞，对与会人员百忙之中抽空前来参加会议表示感谢，希望专家学者在厦期间生活愉快，预祝会议取得成功。

本次会议围绕最优投资组合、最优再保险、金融统计、风险度量、期权定价等金融与保险数学领域的前沿科学问题展开研讨，共安排10场学术报告，分别是：武汉大学刘艳的《Uniform Estimate for Randomly Weighted Sums of Dependent Sub-exponential Random Variables》、浙江工商大学明瑞星的《Geometric shrinkage estimate for covariance matrix》、江西农业大学刘章的《Distribution of the Present Value of Dividend Payments with Draw-down Times for Spectrally Negative Levy Processes》、广州大学肖立群的《Joint modeling of longitudinal and survival data with a cure faction based on generalized hyperbolic distribution》、武汉大学孙飞的《Set-valued cash sub-additive risk measures》、武汉大学郭盛亮的《Modelling and analysis of a Lotka-Volterra competition system perturbed by white noises》、中南民族大学曹静的《Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information》、武汉大学丰羽的《Set-valued weighted value at risk and its computation》、武汉大学陈燕红的《Coherent and convex loss-based risk measures for portfolio vectors》、亚搏ag捕鱼app王文元的《Optimal investment and risk control for an insurer under inside information》。