mexico colloquia Mexico 2012 Mexico 2012
mexico 2012


Comparing Life Insurer Longevity Risk Management Strategies in A Firm Value Maximizing Framework
Craig Blackburn, Katja Hanewald,
Annamaria Olivieri and Michael Sherris
Investment Risk Taking Policy in the Context of ERM
Miwaka Yamashita
Optimal Portfolios under Worst Case Scenarios
Carole Bernard, Jit Seng Chen and Steven Vanduffel
Mean-Variance Optimal Portfolios under State-dependent Preferences
Carole Bernard and Steven Vanduffel
Guaranteed Minimum Surrender Benefits and Variable Annuities: The Impact of Regulator-Imposed Guarantees
Alexander Kling, Frederik Ruez and Jochen Ruß
The fundamental definition of the Solvency Capital Requirement in Solvency II
Andreas Niemeyer and Marcus C. Christiansen
The Impact of Inflation Risk on Financial Planning and Risk-Return
Stefen Graf, Alexander Kling, Lena Härtel and Jochen Ruß

Elliptical Symmetry of Real Returns in South Africa and its Implications for Long-Term Actuarial Modelling

R.J. Thomson
Measuring Economic Risk Using Principal Component Analysis

David Parsons and Albert Lo
Parameterization of Cox-Ingersoll-Ross interest rate model for zero coupon yield curve and his application for selecting the discount rate and using Floorlets and Caplets for postretirement and pension plans
Angel Flores and Igor P Rivera
Index options and measuring co movement behavior in stock markets
Jan Dhaene
Corporate Capital Structure under Endogenous Bankruptcy and Volatility Risk
Flavia Barsotti
Valuation and solvency of long term insurance Liabilities
Pierre Devolder and Gabriela Piscopo
A note on independence between financial and actuarial risk
Ben Stassen
Methodology improvements to evaluting Counterparty Risk and Premmium Risk in QIS 1 Mex
Miguel de la Garza, Susana Castillo and María de los Angeles Yáñez
Risk Measurement and Management of Operational Risk in Insurance Companies under Solvency II
Nadine Gatzert and Andreas Kolb
Interest Rate Derivatives under the Standard Market Model
Carlos Alexander Grajales Correa
Experienced-Based Stochastic Mortality for Internal Models
Annamaria Olivieri and Ermanno Pitacco
Defining risk management within an organization: Results of the 2012 survey for Japanese risk managers
Kenji Fujii and Yuji Morimoto
Long-Term Insurance Products and Volatility under the Solvency II Framework

Korneel van den Broek
Modeling in the Spirit of Markowitz Portfolio Theory in a Non Gaussian World
Tapen Sinha and Rajeeva Karandikar
Black Swan Theory: We know absolutely nothing
Carlos Castro Correa
Gaussian Mixtures and Financial Returns
Carlos Cuevas-Covarrubias
and Jorge Rosales-Contreras
Stochastic Interpolation for Stochastic Asset Models
A. D. Wilkie
Asset and Liability Composition in Participating Life Insurance: The Impact on Shortfall Risk and Shareholder Value
Alexander Bohnert, Nadine Gatzert and Peter Løchte Jørgensen


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