Topics for a Submission to AFIR / ERM Colloqium

The AFIR/ERM Colloquium, Lyon 2013, is seeking research and practical papers on the following topics:

Asset Allocation:

  • Asset allocation techniques in stressed market environment
  • Pension investment policies
  • Liability driven investments
  • Bond management under sovereign and systemic risks
  • Investments, liquidity risks and best execution
  • Use of derivatives with clearing houses

Capital and Risk Management:

  • Insurance sustainability
  • ORSA and risk appetite of long-term investors
  • Risk measures, internal models and risk assessment methodologies
  • Capital allocation to business lines
  • ERM in the life insurance and finance industries
  • Regulation and supervision issues
  • Implementation of fair value accounting
  • Procyclical effects of accounting and solvency rules

Insurance contracts, Longevity Risk Management:

  • Design, valuation, risk and model risk management of life insurance contracts and guarantees embedded in insurance products
  • Insurance-linked securities
  • Longevity and mortality risks
  • Risk management over the life cycle

Important Dates:

Last date for abstract submission: March 18th, 2013
Last date for final form paper submission: March 31st, 2013
Accepted papers list: April 30th, 2013

Abstracts and papers are to be sent to contributions-afir@institutdesactuaires.com. Please include the title of the paper in the subject.

Unless explicitly specified and in order to optimize the reviewing process among the Scientific Committees, the organizing committee mayreallocate your submission to one of the two others IAA colloquia.

The authors of the two best papers as determined by the Scientific Committee will be waived the registration fee to the Colloquia. In addition authors of accepted papers will receive a 33% discount on the registration fees or, alternatively can attend free of cost to the sessions on the day of their presentation.



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