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

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

Fri 26 Oct 2012 - 10:30
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
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