ASTIN Colloquium

Washington, United States of America — July 8-11, 2001

Author(s) Paper
Jun Cai Discrete Time Risk Models under Stochastic Forces of Interest
Maria de Lourdes Centeno Measuring the Effects of Reinsurance by the Adjustment Coefficient in the Sparre Anderson Model
Chris Daykin and Catherine Cresswell The Regulation of Non-life Insurance in the United Kingdom
Christian de La Foata and Hervé Odjo Analyse d'un système de sécurité cohérent et optimal pour une compagnie d'assurance IARD
Ann De Schepper, Marc J. Goovaerts, Jan Dhaene, David Vyncke and Rob Kaas The Valuation of Cash Flows for Dividend Paying Securities
Erling Falk Select Mortality - Aggregated Premium Rates
Giuseppe Gionta Insurance World 2 : A Complex Model For Managing Risk in the Age of Globalization
Eng Hock Gui and Angus Macdonald A Nelson-Aalen Estimate of the Incidence Rates of Early-Onset Alzheimer's Disease Associated with the Presenilin-1 Gene
Leigh J. Halliwell A Critique of Risk-Adjusted Discounting (Presentation)
Werner Hürlimann On XL-SL Reinsurance
Daniel Isaac and Nathan Babcock Beyond the Frontier: Using a DFA Model to Derive the Cost of Capital (Presentation)
Jacques Janssen and Raimondo Manca Non-Homogenous Semi-Markov Reward Process for the Management of Health Insurance Models
Sergei Kovbassa Statistical Methods In Estimation Of And Insurance Against Natural Risks
Erhard Kremer Further on Excess-of-Loss Reinsurance
Yuriy Krvavych On Existence of Insurer's Optimal Excess of Loss Reinsurance Strategy
Jean Lemaire Why Do Females Live Longer Than Males?
Paul Maitland Long Term Reinsurance Buying Strategies Modelled Using a Component Based DFA Tool (Presentation)
Ana J Mata Asymptotic Dependence of Reinsurance Aggregate Claim Amounts
Annamaria Olivieri and Ermanno Pitacco Facing LTC Risks
Paulo J. R. Pinheiro, João M. Andrade e Silva and Maria de Lourdes Centeno Bootstrap Methodology in Claim Reserving
Kåre Rasmussen A Note on the Calculation of Covariance Between Layers in Multilayer Excess of Loss Programmes
David Ruhm Risk Coverage Ratio: A Leverage-Independent Method of Pricing based on Distribution of Return
Narumon Saardchom Marriage Markets Across Countries
Ricardo A. Tagliafichi The Garch Model and their Application to the VaR (Presentation)
Greg Taylor Chain Ladder Bias
Peter ter Berg Nonlinear Normal Correlated Loss Array: Integrated Financial Modeling of Portfolio and Runoff Risk
Gary G. Venter Tails of Copulas (Presentation)
J.F. Walhin, L. Herfurth and P. De Longueville The Practical Pricing of Excess of Loss Treaties: Actuarial, Financial, Economic and Commercial Aspects
Shaun S. Wang A Universal Framework For Pricing Financial And Insurance Risks (Presentation)
Ben Zehnwirth and Glen Barnett Reserving for Multiple Excess Layers

The following papers were not reviewed by the committee, but are invited to be presented at the Colloquium in the Speaker's Corner.

How Many Claims to Get Ruined and Recovered?
by Alfredo D Egídio dos Reis

Computing with Bivariate Distributions
by Stephen Mildenhall (Presentation)

All documents in PDF format, except for presentations which are in PowerPoint.