Programa ASTIN
Sun, Sept 30 |
Mon, Oct 1 |
Tue, Oct 2 |
Wed, Oct 3 |
Thu, Oct 4 |
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| 07:00-07:30 | BREAKFAST / HELP DESK AND REGISTRATION |
BREAKFAST |
BREAKFAST |
BREAKFAST |
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| 07:30-08:00 | |||||
| 08:00-08:30 | |||||
| 08:30-09:00 | Opening Ceremony Video |
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| 09:00-09:30 | Teotihuacán |
A stochastic modeling framework for the assessment of earthquake risk in insurance Diego Jiménez-Huerta and Ragnar Norberg |
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| 09:30-10:00 | Premium determination according to the risk appetite by means of simulation process |
On ruin probability and climate change Dominik Kortschak, Esterina Masiello and Pierre Ribereau Video |
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| 10:00-10:30 | Climate change and flood risk |
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| 10:30-11:00 | A game-theoretic approach to non-life insurance markets Christophe Dutang, Hansjoerg Albrecher and Stéphane Loisel Video |
Ruin Probability as Prudential Criteria for Catastrophic Risks Luis Alvarez Marcén and María de los Angeles Yáñez Video |
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| 11:00-11:30 | COFFEE BREAK |
COFFEE BREAK |
COFFEE BREAK |
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| 11:30-12:00 | |||||
| 12:00-12:30 | ASTIN Section Committee (Lunch included) |
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| 12:30-13:00 | |||||
| 13:00-13:30 | Risk adjustment for loss reserving by a cost of capital technique Bouke Posthuma and Vincent Lous Video |
LUNCH |
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| 13:30-14:00 | LUNCH |
LUNCH |
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| 14:00-14:30 | |||||
| 14:30-15:00 | Multivariate Longitudinal Data Analysis for Actuarial Applications Priyantha Kumara and Emiliano A. Valdez |
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| 15:00-15:30 | Multivariate Negative Binomial Models for Insurance Claim Counts Peng Shi and Emiliano A. Valdez |
Modelling and calibration for non-life underwriting risk: from empirical data to risk capital evaluation Nino Savelli, Gian Paolo Clemente and Diego Zappa |
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| 15:30-16:00 | An efficient importance sampling algorithm for copula models in insurance Philipp Arbenz, Mathieu Cambou and Marius Hofert |
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| 16:00-16:15 | COFFEE BREAK |
COFFEE BREAK |
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| 16:15-16:45 | Further developments in the Erlang(n) risk model Agnieszka I. Bergel and Alfredo D. Egídio dos Reis |
COFFEE BREAK |
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| 16:45-17:15 | Help Desk and Registration |
Some advances on the Erlang(n) dual risk model Eugenio V. Rodríguez, Rui M. R. Cardoso and Alfredo D. Egídio dos Reis |
Actuarial Ethics and Standards of Practice Jim Christie |
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| 17:15-17:45 | The Szwejk Distribution Function Frank Cuypers and Simone Dalessi |
COFFEE BREAK |
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| 17:45-18:00 | COFFEE BREAK |
ASTIN Section (for ASTIN members only) |
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| 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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