mexico colloquia Mexico 2012 Mexico 2012

Abstracts and Papers (IAALS)

TITLE
AUTHOR(S)
Risk-based profit and loss attribution
[ABSTRACT]  [PAPER]  [PRESENTATION]
Oliver Lockwood
New directions in the modelling of longevity risk
[ABSTRACT]  [PAPER]  [PRESENTATION]
Andrew J.G. Cairns
Mortality Rates and Smoking prevalence
[ABSTRACT]  [PAPER]  [PRESENTATION]
Torsten Kleinow and Andrew J.G. Cairns
Pricing European Options on Deferred Insurance Contracts
[ABSTRACT]  [PAPER]  [PRESENTATION]
Jonathan Ziveyi, Craig Blackburn and Michael Sherris
The Solvency Capital Requirement for interest rate risk in Solvency II
[ABSTRACT]  [PAPER]  [PRESENTATION]
Rik van Beers and Wouter Elshof
Indicators of Pension Benefits of Social Security State-plans in Mexico
[ABSTRACT]  [PAPER]  [PRESENTATION]
Martha Miranda-Muñoz, Alejandra Feregrino-Ramirez
Biometric Solvency Risk for Portfolios of General Life Contracts (III) Dependent Lives
[ABSTRACT]  [PAPER]  [PRESENTATION]
Werner Hürlimann
BEST PAPER
Causes-of-Death Mortality: What Can Be Learned from Cointegration

[ABSTRACT]  [PAPER]  [PRESENTATION]
Séverine Gaille and Michael Sherris
Copula-based graduation and simulation of mortality tables
[ABSTRACT]  [PAPER]  [PRESENTATION]
Arturo Erdely
Mortality risk in Mexico: a comparison of the general population mortality and life tables for insured lives
[ABSTRACT]  [PAPER]  [PRESENTATION]
Arelly Ornelas and Montserrat Guillén
Penalized Least Squares Smoothing of Two-Dimensional Mortality Tables with Imposed Smoothness
[ABSTRACT]  [PAPER]  [PRESENTATION]
Eliud Silva and Víctor M Guerrero
The construction of multiple decrement models from associated single decrement experiences
[ABSTRACT]  [PAPER]  [PRESENTATION]
Jorge Rendón Elizondo
How long do Argentines live and how we die?
[ABSTRACT]  [PAPER]  [PRESENTATION]
Carlos Grushka
Seasonal Mortality for Fractional Ages in Short Term Life Insurance
[ABSTRACT]  [PAPER]  [PRESENTATION]
J.J. Fernández-Durán and M. M. Gregorio-Domínguez
It Takes Two: Why Mortality Trend Modeling is more than modeling one Mortality Trend
[ABSTRACT]  [PAPER]  [PRESENTATION]
Matthias Börger & Jochen Ruß
Term structure projection of government bonds using the Nelson-Siegel and the Nelson-Siegel-Svensson models
[ABSTRACT]  [PAPER]  [PRESENTATION]
Gina Gorráez Meraz
Turnover rates in Mexico
[ABSTRACT]  [PAPER]  [PRESENTATION]
Carlos Lozano Nathal, Act. Enrique Pérez Salvador, Act. Sergio Ramos Loya
Which Banana Piece Could be Your Retirement Nest Egg?
[ABSTRACT]  [PAPER]  [PRESENTATION]
Rodrigo Silva
The actuary's role in the financial review of defined contribution pension schemes
[ABSTRACT]  [PAPER]  [PRESENTATION]
Ignacio del Barco
Modelling the heterogeneity of surrender behaviours by using GLM mixtures
[ABSTRACT]  [PAPER]  [PRESENTATION]
Xavier Milhaud
BEST PAPER
From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital

[ABSTRACT]  [PAPER]  [PRESENTATION]
Stéphane Loisel and Xavier Milhaud

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