ASTIN Colloquium Washington, DC, USA — 2001 – International Actuarial Association

Washington, DC, USA — July 8-11, 2001

Spekaers	Presentations
Peter Berg	Nonlinear Normal Correlated Loss Array: Integrated Financial Modeling of Portfolio and Runoff Risk
Grey Taylor	Chain Ladder Bias
Ricardo A. Tagliafichi	The GARCH Model and Their Application to the VaR
Narumon Saardchom	Marriage Markets Across Countries
David Ruhm	Risk Coverage Ratio: A Leverage‑Independent Method of Pricing Based on Distribution of Return
Alfredo Reis	How Many Claims to Get Ruined and Recovered?
Kaare Rasmussen	A Note on the Calculation of Covariance Between Layers in Multilayer Excess of Loss Programmes
Paulo J. R. Pinheiro, João M. Andrade e Silva, and Maria de Lourdes Centeno	Bootstrap Methodology in Claim Reserving
Annamaria Olivieri and Ermanno Pitacco	Facing LTC Risks
Ana J Mata	Asymptotic dependence of reinsurance aggregateclaim amounts
Paul Maitland	Long Term Reinsurance Buying Strategies Modelled Using a Component Based DFA Tool
Jean Lemaire	Why Do Females Live Longer Than Males?
Yuriy Krvavych	On existence of insurer’s optimal Excess of Loss Reinsurance Strategy
Erhard Kremer	Further on Excess of Loss Reinsurance
Kovbassa Sergei	Statistical Methods In Estimation Of And Insurance Against Natural Risks
Jacques Janssen and Raimondo Manca	Non-homogeneous Semi-markov Reward Process for The Management of Health Insurance Models.
Daniel Isaac	Beyond the Frontier: Using a DFA Model to Derive the Cost of Capital
Hürlimann Werner	ON XL-SL REINSURANCE
Leigh J. Halliwell	A Critique of Risk-Adjusted Discounting
Eng Hock Gui and Angus Macdonald	Nelson–Aalen Estimate of the Incidence Rates of Early-Onset Alzheimer’s Disease Associated with the Presenilin-1 Gene
Gionta Giuseppe	Insurance World 2 \| A Complex Model to Manage Risk in the Age of Globalization
Erling Falk	Select Mortality - Aggregated Premium Rates
Ann De Schepper, Marc J. Goovaerts, Jan Dhaene, David Vyncke, Rob Kaas	The Valuation of Cash Flows for Dividend paying Securities
Christian de la Foata and Hervé Odjo	Analysis of a Coherent and Optimal Security System for a Property and Casualty Insurance Company
Daykin, Chris and Cresswell, Catherine	The regulation of non-life insurance in the United Kingdom
Centeno, Maria de Lourdes	Measuring the Effects of Reinsurance Using the Adjustment Coefficient in the Sparre-Andersen Model.
Cai Jun	Discrete-Time Risk Models under Stochastic Interest Rate Forces
Ben Zehnwirth and Glen Barnett	Reserving for multiple excess layers
Shaun S. Wang	A Universal Framework For Pricing Financial And Insurance Risks
J.F. Walhin, L. Herfurth, and P. De Longueville	The Practical Pricing of Excess-of-Loss Treaties: Actuarial, Financial, Economic, and Commercial Aspects
Gary Venter	Tails of Copulas

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