The 2017 edition of the colloquia will feature new research from top researchers and practitioners in the field. The Call for Papers has focused on academic and practical explorations of the applications of actuarial and risk management theory, giving rise to the idea of “actuarial engineering,” which is the over-arching theme of the meetings.
Please visit the Call for Papers and the Papers and Presentationspages to see more information about the research that will be featured this year. Also see the Workshops page for information about the new presentation format whereby core aspects of practice will be explored in depth with experts.
Where Less Is More: Reducing Variable Annuity Fees to Benefit Policyholder and Insurer
Valuation of Large Variable Annuity Portfolios: Monte Carlo Simulation and Benchmark Datasets
Japanese saving / bancassurance market under long dated low interest rate environment
Generalized linear mixed models (GLMMs) for dependent compound risk models
Pricing and Hedging Guaranteed Minimum Withdrawal Benefits under a General Levy Framework using the COS Method
An approach to the individual claims reserving method
Calculating Variable Annuity Liability “Greeks” Using Monte Carlo Simulation
Approximation of Ruin Probabilities via Erlangized Scale Mixtures
Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index
Multivariate stochastic prioritization of dependent actuarial risks in agricultural insurance
Cohort and Value-Based Multicountry Longevity Risk Management
The Drivers and Value of Enterprise Risk Management: Evidence from ERM Ratings
Empirical Study of Asset Returns by Economic Cycles and Investment Strategy
Simulating and Back-testing Risk Estimation Models
Defining A Posteriori Distribution Of A Long-Term Rate Structure (A Mixed And Empirical Approach Based On Fisher’s Formula)
A SAHARA-CPT Framework for Own Risk and Solvency Assessments
Comparative evaluation of multi attribute decision making methods on determination of optimal reinsurance
Who's Affraid of Artificial Intelligence?
The distribution function of the sum of dependent risks: a geometric-combinatorial approach
Construction of a prospective life table based on the Algerian retired population mortality experience
Life Insurance and Pension Contracts I: The Time Additive Life Cycle Model
Modeling and pricing high-cost illness in health insurance