EAJ 2016 Program

Wednesday September 7, 2016

Registration
From 7:45 until 13:00
8:30
Welcome Coffee
9:00
G3
Plenary talk:   Elsa RENOUF (SCOR) Update on actuarial standards and impact on modelling practices
10:00
Coffee Break
10:30
EAJ - Parallel Session 3
Pensions (LoLitA) G2 Correlated risks G3
Sebastien De VALERIOLA

Comparison of pension capitalization methods using the Margrabe formula

Jaap SPREEUW

Fitting Archimedean copula models based on distance between generators

Philipp MULLER

The Impact of Pension Funding Mechanisms on the Stability and the Payoff from DC Pension Schemes in Switzerland

Lukas HAHN

Multi-year non-life insurance risk of dependent lines of business in the multi- variate additive loss reserving model

Oriol ROCH

A revision of the revaluation index of Spanish pensions

Christian De PERETTI

Time Varying Copula Model for claims reserving in Non life insurance

Risk Theory (AD) G4 Optimal Reinsurance 2301
Pablo AZCUE

Optimal switching and dividend payment with transaction cost

Xin JIANG

Optimal Reinsurance and investment control with time-varying safety loading

Alfredo EGIDIO DOS REIS

A study of the impact of bonus malus systems in nite and continuous time ruin probabilities in motor insurance, large, open and closed portfolios

Yunzhou CHEN

Optimal Stop-loss Reinsurance Strategy under Distortion Risk Measures

Florin AVRAM

Managing central branch risk networks using scale functions

Julia EISENBERG

The challenge of finding the optimal reinsurance strategy in a Markov-switching model

Cat-Nat modelling 2302 Market Consistency & Regulation 2303
Constance COLLIN

Agricultural insurance pricing and systemic risk transfer: Application to forage insurance in France

Julien VEDANI

Market inconsistencies of the market-consistent European life insurance economic valuations: pitfalls and practical solutions

Legor RUDNYTDKYI

Impact of Catastrophe Events on Non-life Insurance Companies’ Market Valuation - an Event Study Analysis

Antoon PELSSER

Theory and Validation of Replicating Portfolios in Insurance Risk Management

Gwladys MAO

Modeling insured and non-insured flood damages

Aurélien COULOUMY

Innovation into a restrictive prudential regulation framework: how to use new approach to increase efficiency?

12:00
G3
Plenary talk:   Andrew CANDLAND (EIOPA) Do we now have a fourth kind of lie?
13:00
Lunch Break
13:45
19:00
23:30…00:30
Social event organization

Excursion to Beaujolais
Departure from ISFA at 13:45


Gala Dinner
Direct transfert from the tour to Beaujolais or departure from ISFA at 18:30 (Please register at Information Desk before 13:00)