| Author(s) |
Paper |
| Yasuto
Yoshizoe |
Foreward |
| Rating
Systems and Methods |
| Beruch
Berliner |
The
Strategic Reinsurance Program (SRP) |
| Thiry
Gilbert |
Assurance
automobile/Influence du modèle de voiture sur
le calcul de la cotisation d'assurance en France |
| Jon
Holtan |
Optimal
Loss Financing under Bonus-Malus Contracts |
| Jon
Holtan |
Optimal
Insurance Coverage under Bonus-Malus Contracts |
| Erhard
Kremer |
An
Extension of The Bühlmann Credibility Model |
| Maria
de Lourdes Centeno and João Manuel Andrade e Silva |
Bonus
Systems in an Open Portfolio |
| Tetsuji
Mayuzumi |
A
Study of the Bonus-Malus System |
| Barham
Mirzai |
On
the Rating o f Dependent Risks |
| Masaaki
Fujikura, Shigeru Kiuchi and Nobushi Mitsuishi |
Overview
of Japanese Earthquake Insurance and Its Characteristics |
| Annamaria
Olivieria and Ermanno Pitacco |
Funding
Sickness Benefits for the Elderly |
| Tak
Kuen Siu and Hailiang Yang |
Subjective
Risk Measures: Bayesian Predictive Scenarios Analysis |
| Krupa
Subramanian and Jean Lemaire |
Estimating
Adverse Selection Costs in a Market with Genetic Testing for
Breast and Ovarian Cancer |
| Statistical
Analysis of Insurance |
| David
C.M. Dickson and Bjørn Sundt |
Comparison
of Methods for Evaluation of the Convolution of Two Compound
R1 Distributions |
| Sperling
Eberhard |
Assessing
the Underwriting Risk of a Composite Insurance Company |
| Paul
Embrechts, Alexander McNeil and Daniel Strauman |
Correlation
and Dependency in Risk Management |
| Erhard
Kremer |
Minimum
Distance Loss-Reserving |
| Thomas
Mack and Gary Venter |
A
Comparison of Stochastic Models that Reproduce Chain Ladder
Reserve Estimates |
| Bjørn
Sundt and David C.M. Dickson |
Comparison
of Methods for Evaluation of the n-fold Convolution of an Arithmetic
Distribution |
| Joint
Day Proceedings |
| Niklaus
Bühlmann and Hans-Fredo List |
Economic
Rationale for Reinsurance Stochastic Models |
| Chiu-Cheng
Chang |
Counter-Measures
Against Earthquake Risks Around the World |
| Yu
Cheng and Jeffrey S. Pai |
The
Maintenance Properties of nth Stop-Loss Order |
| K.L.
Chu, H. Yang and K.C. Yuen |
Estimation
in the Constant Elasticity of Variance Model |
| Marc
J. Goovaerts, Jan Dhaene and Ann D. Schepper |
Stochastic
Upper Bounds for Present Value Functions |
| Satoru
Kimura |
Cost
of Capital for Equity Holders and Related Credit Risk Premium |
| Paul
Nealon and Bill Yit |
A
Financial Approach for Determining Capital Adequacy and Allocating
Capital for Insurance Companies |
| Arjen
H. Siegmann and André Lucas |
Continuous-Time
Dynamic Programming for ALM with Risk Averse Loss Functions |
| Shuji
Tanaka and Yukio Muromachi |
A
New Method for Evaluating and Managing the Complex Risks Embedded
in a Life Insurer's Balance Sheet |
| A.
David Wilkie |
Asset-Liability
Modelling for Pension Schemes |
| Y.
Yaboubov, M. Teeger and D.B. Duval |
A
Stochastic Investment Model for Asset and Liability Management |
| Masahiko
Yamahata and Catastrophe Risk Research Group |
A
Study of Methods for Coping with Typhoons Cash-Flow Simulation
Using CAT Bonds |
| Invited
Speaker's Papers |
| Hirotugu
Akaike |
On
the Strategy for Efficient Realization of Statistical Reasoning |
| James
N. Stanard |
The
Effective Use of Actuarial Models |
| Hans
Bühlmann |
Can
You See the Quality of a Financial Risk? |
| Thomas
S. Y. Ho |
Corporate
Performance Measures: An Integrated Approach |
| Freddy
Delbaen |
Coherent
Risk Measures on General Probability Spaces |
| Takeaki
Kariya |
Financial
Engineering and the Japanese Financial Industry - Toward Finansurance |
| Shigeo
Kusuoka |
The
Foundation of Mathematical Finance - Historical Tour in Stochastic
Analysis |
| Teiichi
Anazawa |
Market
Value of Insurance Liability |
| Hideki
Iwaki and Masaaki Kijima |
An
Economic Premium Principle in Multiperiod Time Horizon |
| Naoki
Matsuyama |
A
Feasibility Study of the Optimal Asset Mix for Japense Life
Insurer's General Account |
| Jun
Sekine |
Quantile
Hedging for Defaultable Securities in an Incomplete Market |
| A.
David Wilkie |
Asset-Liability
Modelling for Pension Schemes |