A
Flying A |
B
State Street |
C
Harbor |
Breakout Sessions 8:20 - 9:55
|
A7 - Property & Casualty I
Chaired by Janet Duncan |
B7 - Ruin Theory
Chaired by David Promislow |
C7 - Longevity Modeling II
Chaired by Eric Ulm |
Samuel Perreault
Constrained clustering of territories: a “k-means”-based algorithm aiming
to minimize intra-cluster variation in the context of car insurance |
Etienne Marceau
Infinite-time ruin measures for compound renewal risk models with dependence |
Ian Duncan
Member Plan Choice and Migration in Response to Changes in Member Premiums after Massachusetts Health Insurance Reform |
Zia Rehman
Measurement & Classification of Risk Loads for Property Casualty Insurers and its Applications to Loss Reserve Margins and Optimal Business Mix |
Zhenyu Cui
Stochastic Areas of Diffusion and Applications in Risk theory |
Louis Adam
Canadian Pensioners Mortality at Extreme Ages with Data as at
December 31, 2012 |
Philip Wong
Applications of Price Elasticities in Auto Insurance |
Ionica Groparu-Cojocaru
The finite-time Gerber-Shiu penalty functions for two classes of risk
processes |
David Smith
On the Decomposition of Life Expectancy and Limits to Life |
| |
Jean-Philippe LeCavalier
Ruin And Risk Measures In A Bivariate Discrete-Time Ruin Model |
Kenneth Buffin
Actuarial Metrics for Monitoring the Sustainability of the US Social Security System |
Coffee Break 10:00 - 10:20 |
Breakout Sessions 10:20 -11:55
|
A8 - Property & Casualty II
Chaired by Richard Manship |
B8 - Risk Modeling II
Chaired by Natalia Humphreys |
C8 - Pensions & Annuities
Chaired by Barbara Sanders |
Brian Hartman
Risk Management of Storm Damage to Overhead Power Lines |
Liang Hong
A new approach for studying stochastic ordering of risks |
Anne MacKay
Fixed and Variable Payout Annuities: how Optimal are “optimal strategies”? |
Rick Gorvett
Modeling Competition: Predator-Prey Dynamics and Agent-Based Modeling |
Andrei Badescu
Insurance risk models with reporting delays |
Wenyuan Zheng
Portfolio Choice with Life Annuities under Probability Distortion |
Gao Niu
Agent Based Modeling of P&C Underwriting Cycles |
Zhongyi Yuan
Interplay of Asymptotically Dependent Insurance and Financial Risks |
Eric Ulm
On the Interaction between Transfer Restrictions and Crediting Strategies
in Guaranteed Funds |
