ASTIN Colloquium - Helsinki, Finland
1-4 June 2009
| Speaker | Presentation Title |
|---|---|
| Jukka Rantala Chris Daykin | In Honour of Teivo Pentikäinen: The Evolution of Internal Models in Non-life Insurance |
| Dorothea Diers | The Use of Multi-year Internal Models for Management Decisions in Multi-year Risk Management [ Paper ] |
| Nino Savelli and Gian Paolo Clemente | Hierarchical Structures in Aggregation of Premium Risk for Insurance Underwriting [ Paper ] |
| Min Wang and Lasse Koskinen | Various Faces of Risk Measures: Internal Model’s Perspective [ Paper ] |
| Stephen Britt and Yuriy Krvavych | Reinsurance Credit Risk Modelling - DFA APPROACH [ Paper ] |
| Yukio Muromachi | Decomposing Total Risk of a Portfolio into the Contributions of Individual Assets [ Paper ] |
| Masaaki Kijima, Shin-ichi Motomiya and Yoichi Suzuki | Pricing of CDO’s Based on the Multivariate Wang Transform [ Paper ] |
| Enrique de Alba and Ricardo Andrade | Evaluating the Impact of the Increase in Hurricane Frequency Using an Internal Model. A Simulation Analysis [ Paper ] |
| Manuel Guerra and Maria de Lourdes Centeno | Optimal per Claim Reinsurance for Dependent Risks [ Paper ] |
| Alexandros A. Zimbidis and Athanasios A. Pantelous | A Predictive Earthquake Model and Alternative Risk Transfer Techniques [ Paper ] |
| Piet de Jong | Post Claim Reserving Methods |
| Farrokh Guiahi | Change of Measures for Frequency and Severity [ Paper ] |
| Daniel H. Alai and Mario V. Wüthrich | Model Uncertainty within the Tweedie Exponential Dispersion Family [ Paper ] |
| Jean-Philippe Boucher, Michel Denuit and Montserrat Guillen | Number of Accidents or Number of Claims? An Approach with Zero-inflated Poisson Models for Panel Data [ Paper ] |
| Michael Fackler | Rating without Data – How to Estimate Loss Frequency of Loss-free Risks [ Paper ] |
| Dietmar Pfeifer, Doreen Strassburger and Jörg Philipps | Modelling and Simulation of Dependence Structures in Non-life insurance with Bernstein Copulas [ Paper ] |
| Vsevolod K. Malinovskii | Scenario Analysis for a Multiperiodic Diffusion Model of Risk [ Paper ] |
| Chitro Majumdar | Dynamic Financial Analysis (DFA) and Portfolio Management under Recent Stress Scenario [ Paper ] |
| Michael Fackler | Panjer Class United – One Formula for Poisson, Binomial and Negative Binomial Distribution [ Paper ] |
| Wojciech Otto | Migrations of Heterogeneous Population of Drivers across Classes of a Bonus-Malus System [ Paper ] |
| Gary G. Venter | Strategic Planning, Risk Pricing and Firm Value [ Paper ] |
| Annette Olesen Pasi Laaksonen | Solvency II and Technical Provisions: Presentation and Discussion |
| Professor Paul Embrechts | “Did a Mathematical Formula Really Blow up Wall Street?” |
| Seppo Honkapohja | Financial Crisis: Characteristics and Crisis Management |
| Harri Nyrhinen | Economic Factors and Solvency [ Paper ] |
| Rocco Roberto Cerchiara and Fabio Lamantia | A Dynamic Analysis of the Underwriting Cycle in Non-life Insurance [ Paper ] |
| Vsevolod K. Malinovskii | Surviving Downswing Phase of the Underwriting Cycle [ Paper ] |
| Dorothea Diers | Stochastic Re-reserving in Multi-year Internal Models – An Approach based on Simulations [ Paper ] |
| Glenn Meyers | Proxies [ Paper ] |
| Magda Schiegl | A Three Dimensional Stochastic Model for Claim Reserving [ Paper ] |
| Thomas Mack | The Prediction Error of Bornhuetter/Ferguson |
| Neil M. Bodoff and Yunbo Gan | An Analysis of the Market Price of Cat Bonds [ Paper ] |
| Dimitris Papachristou | Statistical Analysis of the Spreads of Catastrophe Bonds at the Time of Issue [ Paper ] |
| Masaaki Kijima, Akira Maeda and Katsumasa Nishide | Equilibrium Pricing of Contingent Claims in Tradable Permit Markets [ Paper ] |
| Werner Hürlimann | Optimization of the Non-life Insurance Risk Diversification in Solvency II [ Paper ] |
| Frédéric Planchet, Jean-Francois Decroocq and Fabrice Magnin | Systematic Risk Modelisation in Credit Risk Insurance [ Paper ] |
| Alois Gisler | The Insurance Risk in the SST and in Solvency II: Modeling and Parameter Estimation [ Paper ] |