PROGRAM

ASTIN / AFIR COLLOQUIUM 2017

All conferences and presentations are in English.  Translation (english to spanish) will be provided for Paul Embrechts´s Opening Plenary Session and Spanish to English translation will be provided for Clemente Cabello´s Plenary Session on Thursday.

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SUNDAY
20 August 2017

12:00
      - 18:30

ASTIN Commitee meeting
AFIR Commitee meeting

12:00
      - 19:30

Registration

20:00
      - 22:00

Welcome Cocktail

MONDAY
21 August 2017

7:00
      - 8:00

Registration & breakfast

8:00
      - 9:00

Opening & plenary session

9:30
      - 12:30

ASTIN parallel sessions
AFIR parallel sessions
Educational Workshop

13:00
      - 14:00

Lunch

14:30
      - 18:30

ASTIN parallel sessions
AFIR parallel sessions
Educational Workshop

TUESDAY
22 August 2017

7:00
      - 8:00

Registration & breakfast

8:00
      - 9:00

Plenary session

9:30
      - 12:30

ASTIN parallel sessions
AFIR parallel sessions
Educational Workshop

13:00
      - 14:00

Lunch

14:30
      - 18:30

Panama city tour

WEDNESDAY
23 August 2017

7:00
      - 8:00

Registration & breakfast

8:00
      - 9:00

Plenary session

9:30
      - 12:30

ASTIN parallel sessions
AFIR parallel sessions
Educational Workshop

13:00
      - 14:00

Lunch

14:30
      - 18:00

ASTIN parallel sessions
AFIR parallel sessions
Educational Workshop

18:00
      - 18:30

ASTIN GA
AFIR GA

20:00
      - 23:30

Gala Dinner

THURSDAY
24 August 2017

7:00
      - 8:00

Registration & breakfast

8:00
      - 9:00

Plenary session

9:30
      - 12:30

Educational Workshop

13:00
      - 14:00

Lunch

14:30
      - 18:30

Educational Workshop

Plenary Speakers

·         Paul Embrechts: “A Darwinian View on Internal Models.”
·         Dave Ingram: Fat Tails in Risk Models
·         Clemente Cabello: The Actuary as Leader

Technical Workshops

·         Reserving, Roger Hayne
·         Enterprise Risk Management, Stephane Loisel
·         Pricing, Louise Francis
·         Derivative Pricing, Olivier Le Courtois
·         Reinsurance, Eberhard Muller & Eric dal Moro
·         Bayesian Markov Chain Monte Carlo Models, Glenn Meyers
·         Bonus Malus Pricing, Jean Lemaire
·         Term Structure Models, Michael Sherris
·         Solvency, Frank Cuypers
·         Longevity, Andrew Cairns

Research Presentation Topics

·         Loss reserving and capital adequacy
·         Insurance pricing and optimization
·         Reinsurance and risk transfer
·         Risk management
·         Natural hazards, disaster, catastrophe risks and pricing
·         Capital management, allocation and pricing
·         Dividend theory and practice
·         Longevity, health, critical illness and employment insurance
·         Risk theory
·         Copulas: theory and applications
·         Extreme value statistics
·         Investment and asset allocation
·         Portfolio risk management
·         Bond portfolio management
·         Asset/Liability Management (ALM)
·         Enterprise risk management (ERM)
·         Risk measures and capital allocation
·         Managing retirement accumulations and decumulations
·         Dynamic asset allocation
·         Asset and derivative pricing
·         Longevity, health and mortality risk
·         Pricing and risk management for product guarantees
·         Solvency and risk based capital