PROGRAM

·         Paul Embrechts: “A Darwinian View on Internal Models.”
·         Dave Ingram: Fat Tails in Risk Models
·         Clemente Cabello: The Actuary as Leader

·         Reserving, Roger Hayne
·         Enterprise Risk Management, Stephane Loisel
·         Pricing, Axel Wolfstein & Chris Cooksey
·         Derivative Pricing, Olivier Le Courtois
·         Reinsurance, Eberhard Muller & Eric dal Moro
·         Bayesian Markov Chain Monte Carlo Models, Glenn Meyers
·         Bonus Malus Pricing, Jean Lemaire
·         Term Structure Models, Michael Sherris
·         Solvency, Frank Cuypers
·         Longevity, Andrew Cairns

·         Loss reserving and capital adequacy
·         Insurance pricing and optimization
·         Reinsurance and risk transfer
·         Risk management
·         Natural hazards, disaster, catastrophe risks and pricing
·         Capital management, allocation and pricing
·         Dividend theory and practice
·         Longevity, health, critical illness and employment insurance
·         Risk theory
·         Copulas: theory and applications
·         Extreme value statistics
·         Investment and asset allocation
·         Portfolio risk management
·         Bond portfolio management
·         Asset/Liability Management (ALM)
·         Enterprise risk management (ERM)
·         Risk measures and capital allocation
·         Managing retirement accumulations and decumulations
·         Dynamic asset allocation
·         Asset and derivative pricing
·         Longevity, health and mortality risk
·         Pricing and risk management for product guarantees
·         Solvency and risk based capital