First Brazilian Conference on Statistical
    Modelling in Insurance and Finance

Conference Programme (Monday, September 1st)


8:30-10:10 "GUARANI" Hall
Invited Talks Session: Pedro Morettin (Chairman)
8:30-9:20 Marc Goovaerts: Some New Classes of Consistent Risk Measures
9:20-10:10 Jef Teugels: Reinsurance: Actuarial Aspects
10:10-10:30 Coffee Break
10:30-11:40 "GUARANI" Hall
Extreme Value Session: Beatriz Mendes (Chairman)
10:30-10:50 B. Abdous: Extreme Behavior for Bivariate Elliptical Distributions
10:55-11:15 N. Frangos: Extreme Value Theory in Stop-Loss Reinsurance
11:20-11:40
H. Lopes: Bayesian Analysis of Extreme Events with Threshold Estimation
10:30-11:40
"MESTIÇA" Hall
Statistical Analysis Session: Cristiano Fernandes (Chairman)
10:30-10:50
G. Pitselis: Robust Non-linear Regression Credibility
10:55-11:15
H. Migon: Insurance Hierarchical Bayesian Models
11:20-11:40
E. Lindstr Model Validation for Diffusion Processes Using Generalized Gaussian Residuals (*)
11:45-13:00
"MESTIÇA"" Hall
Actuarial Education Round Table: H Migon (Chairman)
13:00-14:30
Lunch
15:30-19:30
"GUARANI" Hall: Short Courses X and Z
15:30 -17:00
Course X: Extreme Values and Applications. Jan Beirlant
17:05-17:50
Course X: Extreme Values and Applications. Jan Beirlant
17:50-18:00
Coffee Break
18:00 -19:30
Course Z: Elliptical Distributions and Applications. Jan Dhaene
19:30-21:00
Dinner
21:00-22:30
Piano Session
Legend: (*)-Student Presentation