| Julia Slingo | Climate change and its impacts |
| Trevor Maynard | Hurricanes in the North Atlantic, should insurance pricing be based on long-term averages? |
| Ola Haug, Xeni K Dimakos, Jofrid F Vårdal, Magne Aldrin | Climate change and its impact on building water damage |
Nick Silver | An introduction to insurance in the carbon market |
| Gareth Peters, Pavel Shevchenko, Mario Wuthrich | Model Risk in Claims Reserving within Tweedie's Compound Poisson Models |
| Hui Liu, Richard Verrall | Bootstrap Estimation of the Predictive Distributions of Reserves using Paid and Incurred Claims |
| René Dahms | A Loss Reserving Method for Incomplete Claim Data |
| Anthony Day | Economic Consequences of a Global Energy Crisis (Audio) |
| Luiz Vitiello, Ser-Haung Poon | Applying Option Pricing Theory to Flood Insurance and other Catastrophe Risks |
| Andreas Milidonis, Martin Grace | Tax-deductable Pre-event Catastrophe Loss Reserves: The Case of Florida |
| Frederic Planchet, Pierre E Therond | Expected Shortfall of Claims Amounts: some Practical Aspects |
| Jiwook Jang, Genyuan Fu | Transform Approach for Operational Risk Modelling: VaR and TCE |
| Chitro Majumdar | Quantile-Based VaR (Value at Risk) to Appraise an Insurance/Reinsurance Business's ERM-Economic Risk Capital |
| Patrick Brockett, Linda Golden, Charles Yang, Hong Zou | Addressing Credit and Basis Risk Arising from Hedging Weather-Related Risk with Weather Derivatives |
| Mathieu Gatumel, Dominique Guegan | Towards and Understanding Approach of the Insurance Linked Securities Market |
| Erhard Kremer | Most Elegant Premium Formulas for the Most General Drop Down Excess of Loss Cover |
| Mohammed Snoussi, S Desmedt, Xavier Chenut, J Walhin | XL Property Rating: a Reinsurance Pricing Tool Combining Experience and Exposure Rating for Property Excess of Loss Treaties |
| Peter England | The Actuary's Toolkit: A View from EMB |
| Chitro Majumdar | Dynamic Financial Analysis: An Untrodden Path of Catrisk and Solvency II |
| Michael Merz, Mario Wuethrich | Modelling the Claims Development Result for Solvency Purposes |
| Ji Yao | Bayesian Approach for Prediction Error in Chain-ladder Claims Reserving |
| Klaus Schmidt | Bornhuetter-Ferguson as a General Principle of Loss Reserving |
| Christian Genest | Accounting for Extreme-Value Dependence in Multivariate Data |
| Hans Waszink | Modelling Dependence of Interest Rates, Inflation Rates and Stock Market Returns |
| M Kijima, Yukio Muromachi | Extensions of the Wang Transform for the Pricing of Insurance and Financial Risks |
| Gian Clemente, Nino Savelli | Modelling Aggregate Non-life Underwriting Risk: Standard Formula vs. Internal Model |
| Neil Bodoff | Capital Allocation by Percentile Layer |
| George A Christodoulakis, Emmanuel Mamatzakis | Return Attribution Analysis of the UK Insurance Portfolios |
| Michael Fackler | About the Uncertainty of Past Inflation |
| José Vilar-Zanón, Antonio Heras-Martínez, José Gil-Fana | Claim Counts Modelling and Stable Distributions |
| Alexandros Zimbidis, Athanasios Pantelous, Grigoris Kalogeropoulos | A Generalized Linear Discrete Time Model for Managing the Solvency Interaction and Singularities Arising from Potential Regulatory Constraints Imposed within a Portfolio of Different Insurance Products |
| sevolod Malinovskii | Zone-adaptive Control Strategy for a Multiperiodic Model of Risk |
| Kathryn Morgan, Annette Olesen | The Solvency II Actuary |
| Esbjorn Ohlsson, Jan Lauzeningks | The One-Year Non-Life Insurance Risk |
| Donminik Lambrigger, Paul Shevchenko, Mario Wuethrich | Give Credit Where Credit is Due: Operational Risk goes Bayesian |
| Magda Schiegl | About the Justification of Experience Rating: Bonus Malus System and a New Poisson Mixture Model |
| Ji Yao | Clustering in Ratemaking: With Application in Territories Clustering |
| Vytaras Brazauskas, Bruce Jones, Ričardas Zitikis | Robust Fitting of Claim Severity Distributions and the Method of Trimmed Moments |
| Colin Ramsay | A Dynamic Model of a Non-life Insurance Portfolio |
| Andreas Milidonis | An Actuarial Model of Cross Subsidization in Price-regulated Insurance Markets Under Moral Hazard |
| Masaaki Kiijima, Teruyoshi Suzuki | Optimal Insurance Coverage of a Durable Consumption Good with a Premium Loading in a Continuous Time Economy |
| David Ingram | Insurance Enterprise Risk Management |
| Dorothea Diers | Stochastic Modelling of Catastrophe Risks in DFA Models |
| Enrique de Alba, Jesus Zuniga, Marco Ramirez Corzo | Measurement and Transfer of Catastrophe Risks: A Simulation Analysis |
| Nikos Frangos, Athanasios Yannacopoulos and Sypros Vrontos | Reinsurance Contract Valuation when the Liabilities are of Fractional Brownian Motion Type |
| Wojciech Bijak | Dynamic Financial Analysis of the Minimum Capital Requirement: Empirical Analysis of Polish Non-life Insurance Companies |
| Werner Huerlimann | The Non-Life Solvency II Model |
| Kathryn Morgan, Paul Klumpes | Solvency II vs. IFRS |
