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
