UCL - Institut de statistique (STAT) Secura Belgian Re

 





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).