Breakout Sessions

Wednesday, July 16 previous

Flying A

State Street


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