Lisbon colloquia


Mortality Effects of Temperature Changes in the United Kingdom, Malgorzata Seklecka, Athanasios A. Pantelous and Colin O'Hare [Abstract]

Investigating Short-run and Long-run Equilibrium Relationships between Mortality and Interest Rate Risks, Giovanna Apicella and Michel Dacorogna [Abstract] [Presentation]

Optimal Decisions for Consumption, Investment and Housing in the Australian Retirement Decumulation Phase, Johan Andreasson, Pavel Shevchenko and Xiaolin Luo [Abstract]

On dividends in the Phase-Type dual risk model, Agnieszka I. Bergel, Eugenio V. Rodríguez-Martínez and Alfredo D. Egídio dos Reis [Abstract] [Presentation]

Risk Measure Preserving Pricewise Linear Approximation of Empirical Distributions,
Philipp Arbenz and William Guevara-Alarcón [Abstract] [Presentation]

Dependencies in Stochastic Loss Reserve Models, Glenn Meyers [Abstract] [Presentation]

The chain-ladder uncertainites revisited, Alois Gisler [Abstract] [Paper]

Some Guiding Principles for the Development of Self-Adjusting Mechanisms for Sustainable Retirement Systems, Doug Andrews [Abstract] [Paper] [Presentation]

The impact of Bonus malus systems in finite and continuous time ruin probabilities
in motor insurance considering an open versus a closed portfolio, L.B. Afonso, R. Cardoso, A.D. Egídio dos Reis, G.R. Guerreiro [Abstract]

Copulas: theory and applications, Markus Dietz, Sebastian Fuchs, Klaus D. Schmidt [Abstract]

Coherent Incurred Paid (CIP) models for claims reserving, Gilles Dupin, Emmanuel Koenig, Pierre Le Moine, Alain Monfort, E. Ratiarison [Abstract] [Presentation]

Cause-of-Death Mortality: A Study of a Heterogeneous Portfolio Dynamics, Héloïse Labit Hardy and Séverine Arnold (-Gaille) [Abstract] [Presentation]

Robust estimation of the parameters for the generalized Pareto distribution, René Stephan [Abstract] [Paper] [Presentation]

Chain-ladder method: dynamic run-off uncertainty analysis, Mario. V. Wüthrich [Abstract] [Paper][Presentation]

Analyse du marché Maghrébin de la réassurance Vers des pools d'échanges de risques ?, Kamel Zerrouki [Abstract]

Closing-out the Algerian life-tables : for more accuracy and adequacy at old ages, Farid Flici [Abstract] [Paper][Presentation]

One-year estimation uncertainty in some claim development models, Walther Neuhaus [Abstract] [Paper]

On Copulas and Measures of Concordance, Sebastian Fuchs [Abstract]

Risk Estimation Model of Epidemic Outbreaks for an Insurer, Naoyuki Ishimura, Daniel Komadel and Yasukazu Yoshizawa [Abstract] [Paper][Presentation]

A matrix approach to pricing marriage insurances with mortality dependence, Joanna Debicka, Stanislaw Heilpern, Agnieszka Marciniuk [Abstract] [Paper] [Presentation]

Midyear Reserving (Common misbeliefs about Chain-Ladder), René Dahms [Abstract]

Backtesting ES: A simple multinomial test, Marie Kratz, Yen Hsiao Lok, Alexander McNeil [Abstract] [Paper] [Presentation]

Insurance ERM and Advanced Uses of Internal Models in a Post Solvency II World, Yuriy Krvavych [Abstract]

How to infer the layer variance from the expectation, Michael Fackler [Abstract][Presentation]

How Societies Manage Risks, Michael Fackler [Abstract][Paper][Presentation]

Basics of Capital Allocation Principles as Compositional Data, (Jaume Belles-Sampera, Miguel Santolino and Montserrat Guillén [Abstract][Presentation]

Optimizing transition rules of bonus-malus system under different criteria, Marcin Topolewski, Michal Bernardelli [Abstract] [Paper]

Why Adverse Selection need not be adverse?, MingJie Hao, Angus S. Macdonald, Pradip Tapadar and R. Guy Thomas [Abstract][Presentation]

Herd-like behaviour as a source of risk, Colm Fitzgerald [Abstract][Presentation]

Assessing psychological attitudes to risk taking and risk management, Colm Fitzgerald [Abstract][Presentation]

Insights to systematic risk and diversification across a joint probability distribution, Weihao Choo, Piet de Jong [Abstract]

A Model based Analysis of German Interest Rates, Magda Schiegl [Abstract][Presentation]

New copulas based on general partitions-of-unity and their applications to risk management, Dietmar Pfeifer, Hervé Awoumlac Tsatedem, Andreas Mändle, Côme Girschig [Abstract] [Paper] [Presentation]

Fishing for scenarios, Eric Dal Moro [Abstract] [Paper][Presentation]

Correlations between insurance lines of business: An illusion or a real phenomenon? Some methodological considerations, Benjamin Avanzi, Greg Taylor, Bernard Wong [Abstract]

The application of copulas to the modelling of the marriage reverse annuity contract, Joanna Debicka, Agnieszka Marciniuk, Stanislaw Heilpern [Abstract] [Presentation]

Asset allocation to prevent unexpected large losses in an extreme value theory framework, Jessica Donadio [Presentation]

Semi-parametric extensions of the Cairns-Blake-Dowd model: a one-dimensional
kernel smoothing approach, Han Li and Colin O'Hare [Abstract]

Dividend payment with ruin constraint in the Lundberg model, Christian Hipp and Bergisch Gladbach [Abstract][Presentation]

Ratemaking of dependent risks, J.M Andrade e Silva and M.L. Centeno [Abstract]

Telematics insurance: impact on tarification, Roel Verbelen, Katrien Antonio and Gerda Claeskens [Abstract]

Survival Probability in the Classical Risk Model with a Franchise or a Liability Limit: Exponentially Distributed Claim Sizes, Olena Ragulina [Paper][Presentation]

Non-Life methodologies applied to lapse rate modeling [Abstract] [Paper][Presentation]