| AUTHORS |
TITLE |
SESSION |
| Ajevsky, V.
|
Expectations Hypothesis Testing for Latvian Interest Rate |
3 |
| Albrecher, H.
|
On some Extentions of the Cramér-Lundberg Model in Risk Theory |
5 |
Ballotta, L.
Haberman, S.
|
Pricing of Guaranteed Annuity Conversion Options |
6 |
| Baoustanos, A.
|
The Need for a Consistent and Coherent Approach to Enterprise Risk Management |
6 |
| Beirlant, J.
|
Heavy Tailed Distributions and Rating |
2 |
Bening, V.
Korolev, V.
|
Law of Large Numbers and Central Limit Theorem for Risk Processes |
5 |
Blake, D.
Cairns, A. J. G.
Dowd, K.
|
Pensionmetrics: Stochastic Pension Plan Design and Value-at-risk |
4 |
| Bravo, J. M. V.
|
Immunization Using a Parametric Model of the Term Structure |
3 |
Bremze, E.
Matvejevs, A.
Minkevica, V.
|
Private Pension Fund Additional Capital Valuation |
6 |
Bronstein, E. M. .
Zavyalova, E. A..
|
Optimal Government-Paper Investment Portofolio |
3 |
Bruno, M. G.
Tumani, S.
Tomassetti, A.
|
An Alternative Method for Evaluating Compound Distributions |
2 |
Buikis, M.
Davidova, M.
|
Analysis of the Latvia Motor Liability Insurance Experience |
4 |
| Cacoullos, T. |
Deductible versus Proportional and Mixed Insurance Policies |
1 |
| Chan, W. S.
|
Stochastic Investment Modelling |
2 |
Corradin, S.
Verbrigghe, B
|
Economic Risk Capital and Reinsurance |
1 |
Cossette, H.
Landriault, D.
Marceau, E.
|
Extensions to the Compound Binomial Model |
2 |
| Dellaportas, P. |
The Potential of MCMC |
1 |
Desli, E.
Tsanakas, A.
|
Reserving Risk Measurement using Bootstrapping |
2 |
Desli, E.
Tsanakas, A.
|
Modelling the Dynamics of the Lloyd's Insurance Market |
4 |
Dimitrova, D. S.
Kaishev, V. K.
|
Evaluation of the Probability of Ruin in Finite Time |
5 |
| Dorea, C.C.Y. |
Tests for Asymptotic Independence of Extremal Indexes |
1 |
Duarte, E. M.
da Fonseca, J. A. S.
|
Volatility Analysis of Portuguese Stock Market |
poster |
| Flores-Gonzáles, C.G. |
Risk Management of Natural Disasters in Mexico |
1 |
Ghai, G.L.
Prakash, A. J.
Roussakis, E. N.
|
Estimation of Systematic Risk |
3 |
de Gooijer, J.G.
Vidiella-i-Anguera, A.
|
Nonlinear Stochastic Inflation Modelling Using SEASETARs |
1 |
Goovaerts, M. J.
Kaas, R.
Dhaene, J.
|
Economic Capital Allocation Derived from Risk Measures |
5 |
| Guillén, M.
|
Methods to Detect Automobile Insurance Fraud |
3 |
Guillén, M.
Nielsen, J. P.
Parner, J. T.
Perez-Marin, A. M.
|
Customer Loyality in the Insurance Industry |
4 |
Haberman, S.
Vigna, E.
|
Investment Choices Post Retirement in a Defined Contribution Pension Scheme |
6 |
Ivanova, N. L.
Khokhlov, Yu. S.
|
Collective Risk Model Based on Multivariate Generalized Poisson Distribution |
5 |
| Justens, D.
|
General Properties of Mixed Poisson Distributions |
2 |
Kashaev, T.
Korolev, V.
|
Optimization Problems for the Parameters of Risk Processes |
5 |
Kolev, N.
Paiva, D.
|
Multinomial Latent Model for Random Sums |
2 |
Konstantinides, D.
Tang, Q.H.
Tsitsiashvili, G. Sh.
|
Two-sided Estimates for Ruin Probability under Constant Interest Force |
1 |
Kulikova, N.
Matvejevs, A.
|
Fund Asset Allocation and Amortization of Actuarial Losses |
6 |
di Lorenzo, E.
Sibillo, M.
|
Longevity Risk: Measurement and Application Perspectives |
1 |
| Muciek, E.
|
Network Model for Financial Equilibrium Problem |
3 |
| Muciek, B. K.
|
Optimal Stopping of a Risk Process |
5 |
| Nivarlet, C.
|
Medical Expenses Insurance Ratemaking |
6 |
Orlando, A.
Trudda, A.
|
Notes on First Order Stochastic Processes |
2 |
Pactwa, Th. E.
Prakash, A. J.
|
Using Extreme Value Theory to Value Stock Market Returns |
1 |
Pavlenko, O.
Liepa, E.
|
Yield Curve Analysis with Diffusion Approximation |
2 |
| Pitrebois, S.
|
Study of Modern IBNR Techniques |
4 |
| Pitselis, G.
|
Application of GM and MM Estimators to Regression Credibility |
4 |
| Politano, M.
|
Stochastic Analysis of the Interaction between the Different Risk Sources |
6 |
Radulescu, M.
Radulescu, S.
Radulescu, C. Z.
|
Portofolio Optimization Models |
3 |
Silvestrov, D.
Silvestrova, E.
Malyarernko, A.
Drozdenko, M.
|
Stochastic Modelling of Insurance Business |
5 |
Stamokostas, K.
Vasiliou, D.
Adraktas, G.
|
Risk Based Pricing, an Application in a Credit Cards Portofolio |
5 |
| Sundt, B.
|
Some Recursions for Moments of n-fold Convolutions |
2 |
Valdez, E. A.
Mo, K.
|
Ruin Probabilities with Dependent Claims |
4 |
Vanmaele, M.
Dhaene, J.
Deelstra, G.
Liinev, J.
Goovaerts, M. J.
|
Bounds for the Price of Asian Options and Basket Options |
3 |
| Vernic, R.
|
On a Bivariate Generalisation of Sundt's Class |
2 |
| Walhin, J. F.
|
A New Quotation Tool for Pricing Long-tailed Excess of Loss Treaties |
4 |
| Wilkie, D.
|
The Construction of Mortality Tables in th UK, 1970-2000 |
5 |
| Willmot, G.
|
Recent trends and approaches to the analysis of the surplus process |
6 |
| Yannacopoulos, A. N.
|
Spectral Methods for the Valuation of Barrier Options |
3 |
| Zani, J.
|
Static Hedging of Barrier Options |
3 |
| Zbaganu, G.
|
The Principle of the Expected Utility: Sell and Purchase Price |
poster |