| 8:30-10:50 |
Principal Hall |
| 8:30-10:50 |
Hélio Migon, Fernando Moura and Dani Gamerman: Stochastic Simulation in
Finance and Actuary (Short Course, Part 1) |
| 10:50-11:20 |
Coffee Break |
| 11:20-12:30 |
Principal Hall |
| 11:20-12:30 |
Risk Models Session: Chairman 7 |
| 11:20-11:40 |
Dufresne, D., Garrido, J. and Morales, M.: Numerical Stop-Loss
Premiums for General Risk Models |
| 11:45-12:05 |
Pitselis, G.: Another Look at Dependency for Compound Distributions |
| 12:10-12:30 |
Fraga, E. and Neto, W.: Bayesian Models for the Underwriting: Premium
Risk Valuation |
| 11:20-12:30 |
"Game" Hall |
| 11:20-12:30 |
Claim Reserving Session: Chairman 6 |
| 11:20-11:40 |
Kubrusly, J., Lopes, H. and Veiga, A.: Yet Another IBNR Estimator |
| 11:45-12:05 |
Lopes, V., Lopes, H., Veiga, A. and Kubrusly, J.: Simple Interval
Estimation for IBNR Reserves |
| 12:30-14:00 |
Lunch |
| 14:30-16:10 |
Principal Hall |
| 14:30-16:10 |
Invited Talks Session: Cristiano Fernandes (Chairman) |
| 14:30-15:20 |
Hanspeter Schmidli: Controlled Risk Processes and Subexponential
Claims |
| 15:20-16:10 |
Piet de Jong: State Space Models in Actuarial Science |
| 16:10-16:30 |
Coffee Break |
| 16:30-18:50 |
Principal Hall |
| 16:30-18:50 |
Dorota Kurowicka: Techniques in Representing High Dimensional
Distributions (Short Course, Part 2) |
| 20:00 |
Conference Dinner |
