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
