Birs- 15w5021: Recent Advances in Actuarial Mathematics

  1. Title:
    Discussions on statistics in actuarial science

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  2. Title:
    Insurance risk retention

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  3. Title:
    Product design in life insurance: two examples

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  4. Title:
    Solvency II: Expectations and realities of its implementation in the Mexican insurance market

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  5. Title:
    Insurance risk models with marked Poisson arrivals

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  6. Title:
    Model risk assessment

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  7. Title:
    A multivariate aggregate loss model

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  8. Title:
    Rating endorsements using generalized linear models

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  9. Title:
    Levy processes in collective risk theory

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  10. Title:
    Quantitative analysis of the basis risk of index-linked CAT

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  11. Title:
    Market-consistent actuarial valuation: application in pension valuation

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  12. Title:
    Inference In hidden Markov models (HMMs)

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  13. Title:
    Actuarial research on longevity and retirement financing at CEPAR

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  14. Title:
    Bayesian nonparametric inference in asset allocation

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  15. Title:
    Structural changes on SIEFORES’ price yields based on investment portfolios

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