Second Brazilian Conference on Statistical Modelling in Insurance and
    Finance
         

Maresias, August 28 - September 3, 2005



CONFERENCE PROGRAMME (THURSDAY, SEPTEMBER 1)


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