mexico colloquia Mexico 2012 Mexico 2012

ABSTRACTS AND PAPERS (ASTIN)

TITLE
AUTHOR(S)
Application of skewness to non-life reserving
[ABSTRACT]  [PAPER]  [PRESENTATION]
Eric Dal Moro
Bootstrapping the ultimate claims of cumulative payments and claims-incurred data using Kalman-filter theory
[ABSTRACT]  [PAPER]  [PRESENTATION]
Jochen Heberle
Multivariate Longitudinal Data Analysis for Actuarial Applications
[ABSTRACT]  [PAPER]  [PRESENTATION]
Priyantha Kumara and Emiliano A. Valdez
BEST PAPER
Stochastic Models for the Assessment of Earthquake Risk in Insurance

[ABSTRACT]  [PAPER]  [PRESENTATION]
Diego Jiménez-Huerta and Ragnar Norberg
Multivariate Negative Binomial Models for Insurance Claim Counts
[ABSTRACT]  [PAPER]  [PRESENTATION]
Peng Shi and Emiliano A. Valdez
Modelling and calibration for non-life underwriting risk: from empirical data to risk capital evaluation
[ABSTRACT]  [PAPER]  [PRESENTATION]
Nino Savelli, Gian Paolo Clemente and Diego Zappa
An efficient importance sampling algorithm for copula models in insurance
[ABSTRACT]  [PAPER]  [PRESENTATION]
Philipp Arbenz, Mathieu Cambou and Marius Hofert
Further developments in the Erlang(n) risk model
[ABSTRACT]  [PAPER]  [PRESENTATION]
Agnieszka I. Bergel and Alfredo D. Egídio dos Reis
Climate change and flood risk management
[ABSTRACT]  [PAPER]  [PRESENTATION]
Hèléne Cossette, Etienne Marceau, Esterina Masiello and Pierre Ribereau
On ruin probability and climate change
[ABSTRACT]  [PAPER]  [PRESENTATION]
Dominik Kortschak, Esterina Masiello and Pierre Ribereau
Correlation, tail dependence and diversification under Solvency II
[ABSTRACT]  [PAPER]  [PRESENTATION]
Dietmar Pfeifer
Environment and full cooperation
[ABSTRACT]  [PAPER]  [PRESENTATION]
Wojciech Szatzschneider
Sharp Value-at-Risk Bounds for Sums of Dependent Risks
[ABSTRACT]  [PAPER]  [PRESENTATION]
Paul Embrechts
On the Erlang(n) dual risk model and dividends problems
[ABSTRACT]  [PAPER]  [PRESENTATION]
Eugenio V. Rodríguez, Rui M. R. Cardoso and Alfredo D. Egídio dos Reis
The Leveled Chain Ladder Model for Stochastic Loss Reserving
[ABSTRACT]  [PAPER]  [PRESENTATION]
Glenn Meyers
The Szwejk Distribution Function
[ABSTRACT]  [PAPER]  [PRESENTATION]
Frank Cuypers and Simone Dalessi
Risk adjusted loss reserving base on cost of capital
[ABSTRACT]  [PAPER]  [PRESENTATION]
Bouke Posthuma and Vincent Lous
Premium determination according to the risk appetite by means of simulation process
[ABSTRACT]  [PAPER]  [PRESENTATION]
Ma. Carmen García de Alba Rivas
Ruin Probability as Prudential Criteria for Catastrophic Risks
[ABSTRACT]  [PAPER]  [PRESENTATION]
Luis Alvarez Marcén and María de los Angeles Yáñez
Whittaker Graduation and the Hodrick-Prescott Filter
[ABSTRACT]  [PAPER]  [PRESENTATION]
Enrique de Alba and Sergio Gómez
Bayesian Sensitivity Analysis for VaR and TVaR
[ABSTRACT]  [PAPER]  [PRESENTATION]
Edgar Anguiano
Stochastic calculus applied to the estimation of loss reserves in Mortgage insurances
[ABSTRACT]  [PAPER]  [PRESENTATION]
Óscar Pérez
BEST PAPER
A game-theoretic approach to non-life insurance markets
[ABSTRACT]   [PAPER]  [PRESENTATION]
Christophe Dutang, Hansjoerg Albrecher and Stéphane Loisel
Managing Capital Market and Longevity Risks in a Defined Benefit Pension Plan
[ABSTRACT]   [PAPER]  [PRESENTATION]
Samuel H. Cox, Yijia Lin, Ruilin Tian and Jifeng Yu

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