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SpeakerPresentation Title
ERM Modeling
Eling, Martin and Toplek, DenisModeling and Management of Nonlinear Dependencies–Copulas in Dynamic Financial Analysis (Presentation)
Gatzert, Nadine Schmeiser, Hato  Schuckmann, StefanEnterprise Risk Management in Insurance Groups: Measuring Risk Concentration and Default Risk (Presentation)
Gluck, SpencerA Multiline Risk Factor Model
Gorvett, Rick and Liu, NingweiUsing Interpretive Structural Modeling to Identify and Quantify Interactive Risks
Majumdar, ChitroDynamic Financial Analysis as the untrodden path for company risk measurement under Solvency-II
Thérond, Pierre-E. and Planchet, FrédéricProvisions techniques et capital de solvabilité d'une compagnie d'assurance : méthodologie d'utilisation de Value-at-Risk (English Version) (Presentation)
Xie Zhigang, Wang Shangwen, Zhou JinhanThe Study of Chinese P&C Insurance Risk for the Purpose of Solvency Capital Requirement (Presentation)
ERM Risk
Aalabaf, Morteza Risk Perceptions and Rationality in Measures of Risk
Degen, Embrechts, and LambriggerThe Quantitative Modeling of Operational Risk: Between g-and-h and EVT (Presentation)
Desmedt, Stijn and Wahlin JFOn the Subadditivity of Tail-Value at Risk: An Investigation with Copulas (Presentation)
Mango, DonAn Introduction to Insurer Strategic Risk
Mango, Don and Venter, GaryAn Introduction to Insurer Operational Risk
ERM Ruin
Afonso Reis WatersA model for numerical evaluation of continuous time ruin probabilities with a variable premium rate
Guerra, Manuel and Centeno, Maria de LourdesOptimal reinsurance for variance related premium calculation principles (Presentation)
Kaishev, V. K., Dimitrova, D. S. and Ignatov, Z. G.Operational Risk and Insurance: A Ruin-probabilistic Reserving Approach
Loisel, StéphaneRuin Theory with K Lines of Business
Tsai, Cary Chi-Liang and Parker, GaryOptimal strategies for ruin probabilities and expected gains (Presentation)
ERM Strategy
Furman, Edward and Prof. Zinoviy Landsman Economic Capital Allocations for Non-Negative Portfolios of Dependent Risks
Krvavych, YuriyEnhancing insurer value through reinsurance, dividends and capital optimization: an expected utility approach (Presentation)
Pricing - Bonus-Malus
Kryszen, BarbaraThe Expected Premium Properties in the Bonus-Malus System
Xiao, Yugu, Meng, Shengwang, and Conger, RobertAn Extension Model of Financially-balanced Bonus-Malus System (Presentation)
Pricing - Credibility
Couret, Jose and Venter, GaryClassification Credibility
Gisler, Alois and Müller, PetraCredibility for additive and multiplicative models (Presentation)
Robbin, IraUnderstanding Split Credibility (Presentation)
Taylor, GregCredibility, Hypothesis Testing and Regression Software (Presentation)
Pricing - Market
Lindset, Snorre and Persson, Svein-ArneContinuous Monitoring: Look before You Leap
Mango, DonReinsurance Market Microstructure
Qian, Tao and Yao RayAnalysis of Chinese Motor Insurance (Presentation)
Santoni, Folch and SancheThe Last Thing A Fish Notices Is The Water In Which It Swims Competitive Market Analysis: An Example For Motor Insurance (Presentation)
Pricing - Stochastics
Lin, Shih-Kuei and Chang, Chia-ChienCatastrophe Equity Put in Markov Jump Diffusion Model
Lin, Shih-Kuei and Chang, Chia-ChienCatastrophe Insurance Products in Markov Jump Diffusion Model
Wright, ThomasModeling Claim Counts (Presentation)
Reserves - Credibility
Barnett, JackCape Cod Credibility (Presentation)
Gisler, AloisCredibility in Reserving (Presentation)
Reserves - Stochastics
Hürlimann, WernerA Gamma IBNR Claims Reserving Model with Dependent Development Periods (Presentation)
Jedlika, PetrVarious extensions based on Munich Chain Ladder method (Presentation)
Liu, Huijuan and Verrall, RichardPredictive Distributions for Reserves which Separate True IBNR and IBNER Claims
Marsden, Stephen and Anhalt, PeterA Closure-Based Regression Methods (Presentation)
Meyers, GlennThinking Outside the Triangle
Orr, JamesA Simple Multi-State Reserving Model (Presentation)
Venter, GaryRefining Reserve Runoff Ranges (Presentation)
Venter, GaryGeneralized Linear Models beyond the Exponential Family with Loss Reserve Applications (Presentation)
Other Subjects
Goulet, Vincentactuar: An R Package for Actuarial Science