Events Library

AFIR-ERM  Colloquium, Tromsø, Norway — 20-23 June 2000 Speakers Presentation Gennady A. Medvedev Processes with Dependent Increments as Mathematical Models of Interest Rate Processes James Maitland Interpolating the South African Yield Curve Snorre Lindset’ Hedging Strategies for Rate of Return […]

Tokyo, Japan — August 22-25, 1999 Speakers Presentations Erhard Kremer An Extension of the Biihlmann Credibility Model Jon Holtan Optimal Loss Financing under Bonus-Malus Contracts 1.Optimal Insurance Coverage under Bonus-Malus Contracts 2 THJRY Gilbert Assurance automobile : influence du modèle […]

AFIR-ERM Colloquia Cambridge, United Kingdom — 1998

AFIR-ERM Colloquium: Nürnberg, Germany1-3 October 1996 Presenters Presentation Susan Gosling Active Asset Allocation in the UK: The Potential to Add Value Hklyette Geman' and Marc Yor Pricing and Hedging Double-Barrier Options: A Probabilistic Approach Falco R. Valkenburg Managers do not […]

AFIR-ERM Colloquium, Brussels, Belgium 7-9 September 1995 Presenters Presentations ANDREW R. AZIZ and LIEZER Z. PRISMAN After-Tax Term Structures of Real Interest Rates and Inflation Compensation: Inferences from the UK Index-Linked and Conventional Gilt Markets Jean-Claude Augros Empirical Validation of […]