1st Life Section Colloquium

Stockholm, Sweden
10-13 June 2007

Author Title
Mortality
Cairns, Andrew A Multifactor Generalisation of the Oliver-Smith Model for Stochastic Mortality
Invited Speaker: Prof.
Ermanno Pitacco
Mortality and Longevity: A Risk Management Perspective
Dreyer, André; Kritzinger,
Grete; de Decker, Jethro
Assessing the Impact of a Pandemic on the Life Insurance Industry in South Africa
Janssen Manca Ventura A Non-Homogeneous Semi-Markov Approach for the Study of Cohort Mortality Evolution
Forslund, Ellinor The Swedish Mortality Investigation DUS 07
Sissel Rödevand Mortality investigations in the Nordic countries: Norway
Chresten Dengsöe Mortality investigations in the Nordic countries: Denmark
Mika Mäkinen Mortality investigations in the Nordic countries: Finland
Products
Wang, Liang; Waldez,
Emiliano A.; Piggott, John B
Securitization of longevity risk in reverse mortgages
O'Malley, Padraic Development of GMXxB Products in Europe
Hürlimann, Werner Pension funding with dismissal and resignation risk
Lambert, Richard Income Protection in Case of Disability; French Context and Tariff Methodology
Levantesi, Susanna;
Menzietti, Massimilliano
Longevity and disability risk analysis in enhanced annuities
Solvency, Accounting and Financial Risks
Bernard, Carole; Chen, An On the Regulator-Insurance- Interaction in a Structural Model
Cocozza, Rosa; di Lorenzo;
Emilia
A Dynamic Solvency Approach for Life Insurance
Truijens, Paul IFRS Phase 2 for Insurance contracts Likely impacts on the Netherlands and South Africa compared
Gatzert, Nadine Management Strategies in Life Insurance. An Examination with reseoect to risk Pricing and Risk Measurement
Kling, Alexander; Richter,
Andreaas; Russ, Jochen
The Impact of Surplus Distribution on the Risk exposure of With Profit Life Insurance Policies Including Interest Rate Guarantees
Bauer, Daniel; Weber,
Frederik
Assessing Investment and Longevity Risks within Immediate Annuities
Sandström EU Solvency II - a Life Insurance Perspective
Invited Speaker: Dr. John
Wieacker
Financial life reinsurance in a new regulatory environment
Olivieri, AnnaMaria;
Pitacco, Ermanno
Assessing the Cost of Capital for Longevity Risk
Floreani, Alberto Fair Valuation of Italian With Profit Policies
Kamhawey, Ahmed A.;
Abid, Ahmed D.; Altassan,
Khalid M.
A simple Actuarial DFA Model Applicable on a Saudi Pension experience
Invited Speaker: Prof.
Angus Macdonald A
Complex Genetic Risk: The Implications for Insurance