PAPERS & PRESENTATION

ASTIN / AFIR COLLOQUIUM 2017

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.

Monday

AFIR ERM

Where Less Is More: Reducing Variable Annuity Fees to Benefit Policyholder and Insurer

ASTIN

ASTIN Working Party: Individual Claims Development with Machine Learning

AFIR ERM

Valuation of Large Variable Annuity Portfolios: Monte Carlo Simulation and Benchmark Datasets

ASTIN

A cost of capital risk margin formula for non-life insurance

AFIR ERM

Japanese saving / bancassurance market under long dated low interest rate environment

ASTIN

Generalized linear mixed models (GLMMs) for dependent compound risk models

AFIR ERM

Pricing and Hedging Guaranteed Minimum Withdrawal Benefits under a General Levy Framework using  the COS Method

ASTIN

Solvency capital estimation, reserving cycle and ultimate risk

ASTIN

A practical model for pricing optimization in auto insurance

AFIR ERM

Mortality Improvement Rates: Modelling and Parameter Uncertainty

ASTIN

Evolutionary hierarchical credibility

AFIR ERM

Parameter risk in time-series mortality forecasts

ASTIN

An approach to the individual claims reserving method

ASTIN

The PDF of the ruin time in the ordered dual risk model

AFIR ERM

Calculating Variable Annuity Liability “Greeks” Using Monte Carlo Simulation

ASTIN

Pricing cyber security insurance using copulas

ASTIN

Approximation of Ruin Probabilities via Erlangized Scale Mixtures

Tuesday

AFIR ERM

Finite Gaussian mixtures in market risk assessment

ASTIN

ASTIN Working Party: Risk Adjustments

AFIR ERM

Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index

ASTIN

Multivariate stochastic prioritization of dependent actuarial risks in agricultural  insurance

ASTIN

Fitting phase-type scale mixtures to heavy-tailed risks

AFIR ERM

Cohort and Value-Based Multicountry Longevity Risk Management

ASTIN

ASTIN Working Party: Reserving Best Practices

Wednesday

AFIR ERM

The Drivers and Value of Enterprise Risk Management: Evidence from ERM Ratings

ASTIN

ASTIN Working Party: Data Analytics

AFIR ERM

Empirical Study of Asset Returns by Economic Cycles and Investment Strategy

AFIR ERM

Simulating and Back-testing Risk Estimation Models

ASTIN

Do risk managers believe in stress testing outcomes?

AFIR ERM

Defining A Posteriori Distribution Of A Long-Term Rate Structure (A Mixed And Empirical Approach Based On Fisher’s Formula)

AFIR ERM

A SAHARA-CPT Framework for Own Risk and Solvency Assessments

ASTIN

Comparative  evaluation of multi attribute decision  making methods on determination of optimal reinsurance

AFIR ERM

The Interest Term Structure and Gap Liquidity Risk

ASTIN

Life tables for work-related injured or ill people

AFIR ERM

Measuring Claims Inflation: an Argentinean Case Study

ASTIN

Quantile-based Risk Sharing

ASTIN

Who's Affraid of Artificial Intelligence?

ASTIN

The distribution function of the sum of dependent risks: a geometric-combinatorial approach

ASTIN

Construction of a prospective life table based on the Algerian retired population mortality  experience

AFIR ERM

Life Insurance and Pension Contracts I: The Time Additive Life Cycle Model

ASTIN

Common shock models for claim arrays

ASTIN

Modeling and pricing high-cost illness in health insurance