ASTIN Colloquium

Washington, United States of America — July 8-11, 2001

Author(s)	Paper
Jun Cai	Discrete Time Risk Models under Stochastic Forces of Interest
Maria de Lourdes Centeno	Measuring the Effects of Reinsurance by the Adjustment Coefficient in the Sparre Anderson Model
Chris Daykin and Catherine Cresswell	The Regulation of Non-life Insurance in the United Kingdom
Christian de La Foata and Hervé Odjo	Analyse d'un système de sécurité cohérent et optimal pour une compagnie d'assurance IARD
Ann De Schepper, Marc J. Goovaerts, Jan Dhaene, David Vyncke and Rob Kaas	The Valuation of Cash Flows for Dividend Paying Securities
Erling Falk	Select Mortality - Aggregated Premium Rates
Giuseppe Gionta	Insurance World 2 : A Complex Model For Managing Risk in the Age of Globalization
Eng Hock Gui and Angus Macdonald	A Nelson-Aalen Estimate of the Incidence Rates of Early-Onset Alzheimer's Disease Associated with the Presenilin-1 Gene
Leigh J. Halliwell	A Critique of Risk-Adjusted Discounting (Presentation)
Werner Hürlimann	On XL-SL Reinsurance
Daniel Isaac and Nathan Babcock	Beyond the Frontier: Using a DFA Model to Derive the Cost of Capital (Presentation)
Jacques Janssen and Raimondo Manca	Non-Homogenous Semi-Markov Reward Process for the Management of Health Insurance Models
Sergei Kovbassa	Statistical Methods In Estimation Of And Insurance Against Natural Risks
Erhard Kremer	Further on Excess-of-Loss Reinsurance
Yuriy Krvavych	On Existence of Insurer's Optimal Excess of Loss Reinsurance Strategy
Jean Lemaire	Why Do Females Live Longer Than Males?
Paul Maitland	Long Term Reinsurance Buying Strategies Modelled Using a Component Based DFA Tool (Presentation)
Ana J Mata	Asymptotic Dependence of Reinsurance Aggregate Claim Amounts
Annamaria Olivieri and Ermanno Pitacco	Facing LTC Risks
Paulo J. R. Pinheiro, João M. Andrade e Silva and Maria de Lourdes Centeno	Bootstrap Methodology in Claim Reserving
Kåre Rasmussen	A Note on the Calculation of Covariance Between Layers in Multilayer Excess of Loss Programmes
David Ruhm	Risk Coverage Ratio: A Leverage-Independent Method of Pricing based on Distribution of Return
Narumon Saardchom	Marriage Markets Across Countries
Ricardo A. Tagliafichi	The Garch Model and their Application to the VaR (Presentation)
Greg Taylor	Chain Ladder Bias
Peter ter Berg	Nonlinear Normal Correlated Loss Array: Integrated Financial Modeling of Portfolio and Runoff Risk
Gary G. Venter	Tails of Copulas (Presentation)
J.F. Walhin, L. Herfurth and P. De Longueville	The Practical Pricing of Excess of Loss Treaties: Actuarial, Financial, Economic and Commercial Aspects
Shaun S. Wang	A Universal Framework For Pricing Financial And Insurance Risks (Presentation)
Ben Zehnwirth and Glen Barnett	Reserving for Multiple Excess Layers

The following papers were not reviewed by the committee, but are invited to be presented at the Colloquium in the Speaker's Corner.

How Many Claims to Get Ruined and Recovered?
by Alfredo D Egídio dos Reis

Computing with Bivariate Distributions
by Stephen Mildenhall (Presentation)

All documents in PDF format, except for presentations which are in PowerPoint.