ASTIN Colloquium 2004 – International Actuarial Association

ASTIN Colloquium 2004
Bergen, Norway — 6-9 June, 2004

Speakers	Presentation
Savelli Nino and Rytgaard Mette	Risk-Based Capital Requirements for Property and Liability Insurers According to Different Reinsurance Strategies and the Effect on Profitability
Olivier Roustant, Jean-Paul Laurent, Xavier Bay and Laurent Carraro	A Bootstrap Approach to the Price Uncertainty of Weather Derivatives
Rempala, Grzegorz and Derrig, Richard	Modeling Hidden Exposures in Claim Severity via the EM Algorithm
Esbj¨orn Ohlsson	Credibility Rating in a Multiplicative Tariff
Walther Neuhaus	On the Estimation of Outstanding Claims
Laurence Lescourret and Christian Robert	Estimating the Probability of Two Dependent Catastrophic Events
Zinoviy Landsman and Emiliano A. Valdez	Tail Conditional Expectations for Exponential Dispersion Models
Marc J. Goovaerts, Eddy van den Borre, Roger J.A. Laeven	Managing economic and virtual economic capital within financial conglomerates
Jon Holtan	Pragmatic Insurance Option Pricing
Jorge M. A. Garcia	Explicit solutions for survival probabilities in the classical risk model
Claudia flores	Multiplicative cascade models for rain in hydro-meteorological disasters risk management
Alfredo D Egídio dos Reis	The compound binomial model revisited
Stephen P. DíArcy	The Economics of Insurance Fraud Investigation:Evidence of a Nash Equilibrium
J. David Cummins, Kristian R. Miltersen, and Svein-Arne Persson	International Comparison of Interest Rate Guarantees in Life Insurance
Robert Conger, James Hurley, and Stephen Lowe	How Might The Presentation Of Liabilities At Fair Value Have Affected The Reported Results Of U.S. Property And Casualty Insurers?
Stavros Christofides	Pricing of Catastrophe-Linked Securities
Maria de Lourdes Centeno and João Andrade e Silva	Applying the Proportional Hazard Premium Calculation Principle
Andrew J.G. Cairns and Samuel A. Garcia Rosas	A Family Of Term-structure Models with Stochastic Volatility for Use in Dynamic Financial Analysis
Christian Braun and Munich Re, Munich	The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles
Kevin C. Ahlgrim, Stephen P. D’Arcy and Richard W. Gorvett	Asset-Liability Modeling for Insurers:Incorporating a Regime-Switching Process for Equity Returns into a Dynamic Financial Analysis Model
Knut Aase	Area Yield Futures and Future Options: Risk Management and Hedging
Mario Wüthrich	Aggregation and Diversification Effect of Dependent Random Variables
Wu, Xueyuan and Yuen, Kam C	On an Interaction Risk Model with Delayed Claims

Topics:

ASTIN Colloquium 2004Bergen, Norway — 6-9 June, 2004

ASTIN Colloquium 2004
Bergen, Norway — 6-9 June, 2004