mexico colloquia Mexico 2012 Mexico 2012

AFIR/ERM Program

 
Sun, Sept 30
Mon, Oct 1
Tue, Oct 2
Wed, Oct 3
Thu, Oct 4
07:00-07:30  

BREAKFAST /

HELP DESK AND REGISTRATION
BREAKFAST
BREAKFAST
BREAKFAST
07:30-08:00
08:00-08:30
08:30-09:00
Opening Ceremony
Video
     
09:00-09:30  

Teotihuacán
Excursion
and/or other
touristic attractions

09:30-10:00
Gaussian Mixtures and Financial Returns
Carlos Cuevas-Covarrubias and
Jorge Rosales-Contreras

Video
Optimal Portfolios under Worst Case Scenarios
Carole Bernard, Jit Seng Chen and Steven Vanduffel
10:00-10:30
10:30-11:00
11:00-11:30
COFFEE BREAK
COFFEE BREAK
COFFEE BREAK
11:30-12:00
12:00-12:30

AFIR/ERM
Section Committee
Meeting

(Lunch included)

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
13:30-14:00
LUNCH
LUNCH
14:00-14:30
14:30-15:00
Relative Importance of Pricing vs. Valuation of Life Insurance Policies
Bradley Smith
Video
15:00-15:30
15:30-16:00
16:00-16:15
COFFEE BREAK
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
Term structure projection of government bonds using the Nelson-Siegel and the Nelson-Siegel-Svensson models
Gina Gorráez Meraz
COFFEE BREAK
16:45-17:15
Help Desk
and Registration
The Solvency Capital Requirement for interest rate risk in Solvency II
Rik van Beers and Wouter Elshof
17:15-17:45
COFFEE BREAK
17:45-18:00
COFFEE BREAK

AFIR/ERM Section
General Assembly

(for AFIR/ERM members only)

Closing Ceremony
Manuel Aguilera
Video
18:00-18:30  
18:30-19:00  
19:00-19:30    
19:30-20:00  
20:30-23:30
Welcome
Reception
Gala Dinner
The Club de Banqueros
 

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