Journée de Contact FNRS
Groupe Sciences Actuarielles
Statistics in Insurance
Friday, March 10, 2000
The Institute of Statistics of the UCL announces a one-day conference devoted to Actuarial Statistics (with the support of the FNRS and of the reinsurer Secura Belgian Re).
Academic researchers, practitioners and students in actuarial sciences are most welcome.
The participation is totally free (except the optional
lunch ; see below).
For our convenience, we would appreciate if you could
fill the enclosed registration
form and fax it to +32-10-47.30.32 before February 15, 2000.
This meeting will take place in the « Auditoire
Agora » AGOR13, located in Louvain-la-Neuve
(
How to get to Louvain-la-Neuve?
Where is AGOR13 located
(Map 1, 178Ko
; Map 2, 348Ko)?
A preliminary program is given below :
| 9h00 | Coffee | |
| 9h30-10h30 | Paul Embrechts, ETH Zürich, Switzerland | Dynamic Financial Analysis: a Critical Appraisal |
| 10h30-11h00 | Coffee break | |
| 11h00-11h40 | Jan Beirlant, KULeuven, Leuven, Belgium | Recent Trends in Extreme Value Analysis for Reinsurance Applications |
| 11h40-12h20 |
Michel Denuit,
UCL ,
Louvain-la-Neuve, Belgium |
Designing Bonus-Malus Systems |
| 12h20-14h30 | Lunch (**) | |
| 14h30-15h30 | Ermanno Pitacco,
University of Trieste, Italy |
Mortality Projections and Longevity Risk |
| 15h30-16h00 | Coffee break | |
| 16h00-16h40 | Philippe De Longueville, SECURA Belgian Re, Brussels, Belgium | Applications of the Discrete-time Actuarial Risk Model for the Design of an Optimal Reinsurance Program |
(**) For those interested, a lunch is organized in Louvain-la-Neuve: the fees (500 BEF for students and academics, and 1500 BEF for others) should be transferred to the account 091-0015728-43 with STAT32L1 - Coll.Stat des assurances + your name as reference before February 15, 2000)
For more details, please contact either Michel Denuit (Phone +32-10-47.28.35, Email denuit@stat.ucl.ac.be) or Philippe Lambert (Phone +32-10-47.28.01, Email lambert@stat.ucl.ac.be).