One Day Workshop: Actuarial and Risk Measures Workshop on Risk Dependency and Ruin, University of Piraeus

UNIVERSITY OF PIRAEUS
DEPARTMENT OF STATISTICS AND INSURANCE SCIENCE
POSTGRADUATE PROGRAM IN ACTUARIAL SCIENCE AND RISK INSURANCE

Actuarial and Risk Measures Workshop on Risk Dependency and Ruin

Friday 9 of November 2012

Conference Room: Main Floor, Entrance: 80 Karaoli & Dimitriou, Piraeus

Program

09.15΄- 09.30΄ : Welcome
09.30΄- 10.10΄ : “The Omega model: from bankruptcy to occupation times in the red”, Hans Gerber, University of Lausanne.
10.10΄- 10.50΄ : “Extended Marshall-Olkin Model and Actuarial Applications”, Nikolai Kolev, University of Sao Paolo.
10.50΄- 11.30΄ : “Dependence and Risk Aggregation”, Alexandru Asimit, City University.
11.30΄- 12.00΄ : Break
12.00΄- 12.40΄ : “On the number of IBNR claims with renewal claim arrivals”, David Landriault, University of Waterloo.
12.40΄- 13.10΄ : “Credible Risk Measures”, Georgios Pitselis, University of Piraeus.
13.10΄- 13.40΄ : “Some results on the distribution of the deficit at the time of ruin in the renewal risk model”, Georgios Psarrakos, University of Piraeus.

Registrations until 5 of November 2012, tel. 2104142307 email: aretikon@unipi.gr

Pdf file is availbale here