| Peter
Albrecht and Carsten Weber |
Combined
Accumulation- and Decumulation-Plans with Risk-Controlled Capital
Protection |
| Giulia Andreatta
and Stefano Corradin |
Fair Value
of Life Liabilities with Embedded Options: an Application to
a Portfolio of Italian Insurance Policies |
| Bas Arts and
Elena Vigna |
A switch criterion for defined contribution pension schemes (Presentation) |
| Paul de Beus,
Marc Bressers and
Tony de Graaf |
Alternative Investments and Risk Measurement (Presentation) |
| David Blake,
Andrew J.G. Cairns and
Kevin Dowd |
Pensionmetrics
2: Stochastic pension plan design during the distribution
phase |
| Pieter Bouwknegt |
The
value of non enforcable future premiums in life insurance (Presentation) |
| Erwin Charlier and
Ruud Kleynen |
Fair valuation of life insurance contracts:
The interaction between assets and liabilities (Presentation) |
| J. David Cummins,
Kristian R. Miltersen and
Svein-Arne Persson |
International comparison of interest rate guarantees in life
insurance |
| Gary Finkelstein and
Paul de Beus |
Guarantee and Embedded Options (Presentation) |
| Tom Fischer and
Armin Roehrl |
Risk and performance optimization for portfolios of bonds and
stocks |
| X. Chenut,
C. Frantz and
J.F. Walhin |
Pricing and capital allocation for unit-linked life insurance
contracts with minimum death guarantee (Presentation) |
| Russell Gerrard, Steven Haberman and Elena Vigna |
Optimal
Investment Choices Post Retirement in a Defined Contribution
Pension Scheme |
| Marc Goovaerts,
Rob Kaas,
Jan Dhaene and Qihe Tang |
Some New Classes of Consistent Risk Measures (Presentation) |
| Werner Hürlimann |
An optioned portfolio selection under option strategies |
| Ji-Wook Jang |
The hidden cost of delay in a credit loan portfolio (Presentation) |
| F. de Jong |
Pension Fund Investment: Stocks or Bonds? |
| Farid Kabbaj
and Inge Zeilstra |
Development
of Risk and (Market) Valuation Models: From Measurement to
Management |
| Lasse Koskinen and
Kasimir Kaliva |
Dynamic model for stock market risk evaluation (Presentation) |
| Roger J.A. Laeven and
Marc Goovaerts |
An optimization approach to the allocation of economic capital (Presentation) |
| Chris K. Madsen and
Hal Pedersen |
An examination of insurance pricing and underwriting cycles (Presentation) |
| Gennady A. Medvedev |
Properties of yield curves and forward curves for Affine Term
Structure Models (Presentation) |
| Marco Micocci and
Giovanni Masala |
Pricing pension funds guarantees using a copula approach (Presentation) |
| Teus J. Mourik |
Market risks of insurance companies.
Descriptions and measurement approaches from the perspective
of solvency requirements |
| Antoon Pelsser |
Pricing and hedging guaranteed annuity options via static option
replication |
| R.J. de Barbanson,
M.Friedel, J.A. de Jongh,
R.J.A. Laeven, S.F.J. van de Pas, R.W. Peters, C.J.A.J.J. Wisselink
and P.P.C. van Zijp |
An Introduction to credit risks, with a link to insurance (Presentation) |
| Eduard Ponds |
Pension
Funds & Value-Based
Generational Accounting (Presentation) |
| Arnold F. Shapiro |
Capital Market Applications of Neural Networks, Fuzzy Logic
and Genetic Algorithms |
| Michael Sherris |
Equilibrium Insurance Pricing, Market Value of Liabilities
and Optimal Capitalization (Presentation) |
| Ricardo A. Tagliafichi |
The estimation of Market VaR using Garch models and a heavy
tail distributions (Presentation) |
| Shuji Tanaka and
Yukio Muromachi |
An Integrative Risk Evaluation Model for Market Risk and Credit
Risk |
| Idriss Tchapda Djamen |
Évaluation des produits dérivés de crédit |
| Robert J. Thomson |
The pricing of liabilities in an incomplete market using dynamic
mean-variance hedging with reference to an equilibrium market
model (Presentation) |
| Joeri van
Alphen |
Modelling
active Management (Presentation) |
| Gary G. Venter |
Testing Distributions of Stochastically Generated Yield Curves (Presentation) |
| Christian Walter |
The Efficient Market Hypothesis, the Gaussian Assumption and
the Investment Management Industry |
| Dick Wenting |
The
Dutch pensionfund situation: declining funding ratio's. A
practical approach (Presentation) |
| Miwaka Yamashita |
Hedge
Fund Risk Premium Calculation by Wang Transform (Presentation) |