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Call for Papers

The Scientific Committee invites you to contribute to the 37th ASTIN Colloquium by presenting a paper.  Papers on the following topics are welcome:

Topic 1: Risk Management of an Insurance Enterprise

  • Risk models
  • Risk categorization and identification
  • Risk measures
  • Stochastic control
  • Risk transfer
  • Quantifying interdependencies among risks
  • Risk adjustment of business unit profitability
  • Asset risk including asset/liability dependencies
  • Credit risk including reinsurance recoverables
  • Accounting for risk
  • Risk in accounting

Topic 2: Pricing Risk

  • Risk margins
  • Pricing highly variable business
  • Pricing when probabilities are not known
  • Quantifying possible pricing error
  • Effects of pricing changes on business retention
  • Effects of company financial strength on pricing achievable

Topic 3: Liability Risk

  • Reserve models
  • Testing reserve models
  • Runoff risk
  • Estimation risk
  • Impact of reinsurance
  • Risk issues in discounting

Papers on topics other than those identified above will be considered by the ASTIN Scientific Committee and may be accepted at the Committee’s discretion.

Intention to Submit a Paper

In order to assist the Scientific Committee in planning the program, authors who intend to submit papers should notify the Committee of their intentions.  Please send your intentions to submit a paper to Mike Boa, CAS Director of Communications and Research, at mboa@casact.org, and include the topic of the paper and a brief abstract.  Authors are not required to provide this notification in order to submit a paper, but your assistance would be greatly appreciated. The official languages of the Colloquium will be English and French. No simultaneous translations will be provided.

Submission Deadline

Papers should be submitted in their final form by 31 January 2007.  All decisions taken by the ASTIN Scientific Committee regarding acceptance or rejection of papers will be final. Authors will not have the opportunity to revise their papers.

Additional details on paper submissions can be found in the instructions for authors available at http://www.actuaries.org/ASTIN/Colloquia/Orlando/Instructions_for_Authors_EN.pdf

Access to Papers

Papers that will be presented during the Colloquium will be available through the ASTIN 2007 Web Site prior to the Colloquium.


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