A
Flying A |
B
State Street |
C
Harbor |
Breakout Sessions 1:30 - 3:05
|
A1 - Optimal Investments
Chaired by Jean-Pierre Fouque |
B1 - Enterprise Risk Management
Chaired by Jim Trimble |
C1 - Dependence Modeling & Copulas
Chaired by John Xu |
S. David Promislow
Purchasing Term Life Insurance to Reach a Bequest Goal |
Greg Taylor
Claim Dependencies in Economic Capital Modeling: The Australian Experience |
Paul Embrechts
Copula Theory and Applications:
Quo Vadis? |
Hong-Chih Huang
An Optimal Investment Strategy with Multivariate Jump Diffusion Models |
Daoping Yu
Model Uncertainty in Operational Risk Modeling |
Patrick Brockett
Optimal Capital Budgeting and& Risk Management |
Phelim Boyle
Correlation Matrices and the Perron Frobenius theorem |
Marie-Claire Koissi
Using Fuzzy Logic to Model Risk -- Case Studies |
Marie-Pier Cote
A Copula-based Risk Aggregation Model |
James Bridgeman
Structure of the CAPM Covariance Matrix |
Mahesh Joshi
Methods of Computing a Large Number of Quantiles from an Aggregate Loss Distribution |
Ranadeera Samanthi
Comparing the Riskiness of Dependent Portfolios |
Coffee Break 3:10 - 3:30 |
Breakout Sessions 3:30 -5:05
|
A2 - Retirement Panel
Chaired by Errol Cramer |
B2 - General Insurance
Chaired by Mark Maxwell |
C2 - Actuarial Statistics I
Chaired by Vytaras Brazauskas |
Emily Kessler (SOA)
Report on the Blue Ribbon
Panel on Public Pension plan Funding |
Mingjie Hao
Adverse selection and loss coverage in insurance markets |
Jose Garrido
Full Credibility with GLMs and GLMMs |
Mary Hardy (Waterloo)
Reviewing Target Benefit Pension Plans |
Ping Wang
The Effects of Urbanization on Insurance Consumption- The experience of China |
Thomas Hartl
Extrapolating co-linear payment year trends for development triangle GLMs |
Craig Turnbull (Edinburgh)
Market-Consistent Valuation of Pension Sponsor Support and
its Use in Risk-Based Capital Assessment |
Jacques Rioux
Exploring Copulas |
Sam Efromovich
Nonparametric Curve Estimation with Incomplete Data |
| |
Sharon Yang
Pricing Joint-Life Reverse Mortgages and Non-Recourse Provisions
Considering Mortality Dependence:
a Copula Approach |
Adrian O'Hagan
A Model-Based Clustering Approach to Data Reduction for Actuarial Modeling |
