mexico colloquia Mexico 2012 Mexico 2012

Programa COMPLETO

Sunday, 30 September
12:00-16:15
Section Committee
Meetings and Lunch
17:15-19:00
Help Desk and Registration
20:30-23:30
WELCOME RECEPTION
Monday, 1 October
AFIR/ERM
IAALS
ASTIN
07:00-08:30
BREAKFAST
07:30-08:30
Registration
08:30-09:00
Opening Ceremony
Video
09:00-10:00
10:00-11:00
11:00-11:30
COFFEE BREAK
11:30-12:30
12:30-13:30
13:30-14:30
LUNCH
14:30-15:00
15:00-15:30
15:30-16:00
An efficient importance sampling algorithm for copula models in insurance
Philipp Arbenz, Mathieu Cambou and Marius Hofert
16:00-16:15
COFFEE BREAK
16:15-16:45
Comparing Life Insurer Longevity Risk Management Strategies in A Firm Value Maximizing Framework
Craig Blackburn, Katja Hanewald, Annamaria Olivieri and Michael Sherris

Video
Further developments in the Erlang(n) risk model
Agnieszka I. Bergel and Alfredo D. Egídio dos Reis
16:45-17:15
Some advances on the Erlang(n) dual risk model
Eugenio V. Rodríguez, Rui M. R. Cardoso and Alfredo D. Egídio dos Reis
17:15-17:45
The Szwejk Distribution Function
Frank Cuypers and Simone Dalessi
17:45-18:00
COFFEE BREAK
18:00-18:30
 
18:30-19:00
 
Tuesday, 2 October
AFIR/ERM
IAALS
ASTIN
07:00-08:30
BREAKFAST
09:30-10:00
Gaussian Mixtures and Financial Returns
Carlos Cuevas-Covarrubias and
Jorge Rosales-Contreras

Video
Mortality Rates and Smoking prevalence
Torsten Kleinow and Andrew J.G. Cairns
Video
10:00-10:30
10:30-11:00
A game-theoretic approach to non-life insurance markets
Christophe Dutang, Hansjoerg Albrecher and Stéphane Loisel
Video
11:00-11:30
COFFEE BREAK
11:30-12:00
12:00-12:30
12:30-13:00
13:00-13:30
13:30-14:30
LUNCH
14:30-15:00
Environment and full cooperation
Wojciech Szatzschneider
Video
15:00-15:30
15:30-16:00
Pricing European Options on Deferred Insurance Contracts
Jonathan Ziveyi, Craig Blackburn and Michael Sherris
Video
16:00-16:15
COFFEE BREAK
16:15-16:45
16:45-17:15
17:15-17:45
COFFEE BREAK
17:45-19:30

AFIR/ERM Section
General Assembly

(for AFIR/ERM members only)

IAALS Section
General Assembly

(for IAALS members only)

ASTIN Section
General Assembly

(for ASTIN members only)

Thursday, 4 October
AFIR/ERM
IAALS
ASTIN
07:00-09:00
BREAKFAST
09:00-09:30
Turnover rates in Mexico
Carlos Lozano Nathal, Enrique Pérez Salvador, Sergio Ramos Loya

Video
09:30-10:00
Optimal Portfolios under Worst Case Scenarios
Carole Bernard, Jit Seng Chen and Steven Vanduffel
On ruin probability and climate change
Dominik Kortschak, Esterina Masiello and Pierre Ribereau
Video
10:00-10:30
The actuary's role in the financial rewiew of defined contribution pension schemes
Ignacio del Barco
Climate change and flood risk
Hèléne Cossette, Etienne Marceau, Esterina Masiello and Pierre Ribereau
Video
10:30-11:00
Ruin Probability as Prudential Criteria for Catastrophic Risks
Luis Alvarez Marcén and María de los Angeles Yáñez
Video
11:00-11:30
COFFEE BREAK
11:30-12:00
Seasonal Mortality for Fractional Ages in Short Term Life Insurance
Fernández-Durán, J.J. and Gregorio-Domínguez, M. M
Managing Capital Market and Longevity Risks in a Defined Benefit Pension Plan
Samuel H. Cox, Yijia Lin, Ruilin Tian and Jifeng Yu
12:00-12:30
The Impact of Inflation Risk on Financial Planning and Risk-Return
Stefen Graf, Alexander Kling, Lena Härtel and Jochen Ruß
Video
12:30-13:00
 
13:00-13:30
LUNCH
LUNCH
13:30-14:30
LUNCH
14:30-15:00

Relative Importance of Pricing vs. Valuation of Life Insurance Policies
Bradley Smith
Video

15:00-15:30
15:30-16:15
16:15-16:45
COFFEE BREAK
16:45-17:45
17:45-18:30
Closing Ceremony
Manuel Aguilera
Video
18:30-20:30
 
20:30-23:30
Gala Dinner
The Club de Banqueros
 

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