| 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