The Institute of actuarial sciences of the UCL announces a two-days workshop on longevity, securitization and transfer of risks.
Presentations will be made by international experts, including :
- Dr. Pauline Barrieu, LSE, London
- Dr. Enrico Biffis, City University, London
- Professor Andrew Cairns, Heriot-Watt University, Edinburgh
- Professor Steve Haberman, City University, London
|
The participation is totally free.
This meeting will take place in the « room C.115 » Institut de Statistique , rue des Wallons, 6, located in Louvain-la-Neuve.
|
|
|
Thursday, November 9, 2006
|
| 10.00
|
Andrew Cairns, Maxwell Institute for Mathematical Sciences and Heriot-Watt University, Edinburgh
Models for Stochastic Mortality with Parameter Uncertainty.
|
| 11.00
|
Coffee break
|
11.30
|
Jérôme Barbarin, ACTU-UCL
General risk minimizing hedging strategies for insurance contracts with longevity risk.
|
| 12.30
|
Lunch
|
14.30
|
Pauline Barrieu, LSE, London
On Pareto-optimal allocations for multi-period risks (joint work with G. Scandolo).
|
| 15.30
|
Coffee break
|
16.00
|
Enrico Biffis, City University, London
Longevity: is there an option?
|
|
Friday, November 10, 2006
|
10.00
|
Brenda López Cabrera, Institute for Statistics and Econometrics Humboldt-Universitat, Berlin
Pricing CAT bonds for earthquakes in Mexico.
|
| 11.00
|
Coffee break
|
11.30
|
Donatien Hainaut, ACTU-UCL
Stochastic mortality with nongaussian OU models.
|
|
|
