Saturday, September 25, 2004: Day of "Cutting Edge Research"
The third day will feature sessions with internationally
renowned academic researchers in the field of mathematical
methods in insurance.
| 8:30 |
Registration |
| 9:00 |
Christian Hipp Stochastic Control in Insurance  |
| 9:45 |
Alois Geyer Some Aspects of the Innovest Pension Fund Planning Model InnoALM  |
| 10:25 |
Coffee Break |
| 10:55 |
Anna Rita Bacinello Equity-linked Policies with Embedded Options  |
| 11:40 |
David Wilkie Best Estimates, Fair Values and Prudent Reserves: the Example of Reserving for Guaranteed Annuity Options  |
| 12:20 |
Lunch Break |
| 13:50 |
Hans Bühlmann Multidimensional Actuarial Valuation and Risk Management  |
| 14:35 |
Damir Filipovic Swiss Solvency Test for Insurers  |
| 15:15 |
Coffee Break |
| 15:45 |
Christoph Krischanitz Managing the Insurance Equity in an Asset-Liability-Framework  |
| 16:30 |
Georg Pflug Optimal Management of Unit Linked Life Insurance  |
| 17:10 |
Planned end of talks |
   
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