P R O G R A M
& Finance at Samos |
27 & 28 May 2000
Saturday
27th May 2000
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Registrations of attendance | ||
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Themistoklis Lekkas
Rector, University of the Aegean |
Welcome | |
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Jef Teugels
Professor, Katholieke Universiteit Leuven |
Ragnar Norberg
Professor, London School of Economics |
Light and Heavy Claims in Insurance Mathematics |
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Paul Embrechts
Professor, Eidgenössischi Technische Hochschule Zürich |
Ragnar Norberg
Professor, London School of Economics |
Key Issues Underlying Integrated Risk Management (IRM) |
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Vladimir Kalashnikov
Professor, University of Copenhagen |
Ragnar Norberg
Professor, London School of Economics |
Probabilistic methods in insurance mathematics |
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Coffee - break | ||
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Ragnar Norberg
Professor, London School of Economics |
Nicholas Frangos
Assoc. Professor, Athens University of Economics and Business |
Developments in life insurance mathematics |
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Howard Waters
Professor, University of Heriot - Watt |
Nicholas Frangos
Assoc. Professor, Athens University of Economics and Business |
Life insurance underwriting, Coronary Heart Disease and genetic testing |
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Angelos Dassios
Reader, London School of Economics |
Nicholas Frangos
Assoc. Professor, Athens University of Economics and Business |
Quintiles of Levy processes and applications in mathematical finance |
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Lunch | ||
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Break | ||
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George Roussas
Associate Dean, University of California at Davis |
Paul Embrechts
Professor, Eidgenössischi Technische Hochschule Zürich |
Some Aspects of Nonparametric Estimation Under Dependence |
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Yannis Yatracos
Professor, National University of Singapore |
Paul Embrechts
Professor, Eidgenössischi Technische Hochschule Zürich |
Clusters, Variance, Regression and Projection Pursuit (PP) |
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Marianthi Markatou
Assoc. Professor, University of Columbia |
Paul Embrechts
Professor, Eidgenössischi Technische Hochschule Zürich |
Model Selection Based on Statistical Distances |
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Coffee - break | ||
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Gurami Tsitsiashvili
Doctor, Far Eastern Branch of Russian Academy of Sciences |
Jef Teugels
Professor, Katholieke Universiteit Leuven |
Phase transition effects in mutual insurance |
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Alexandros Zimbidis
Lecturer, Athens University of Economics and Business |
Jef Teugels
Professor, Katholieke Universiteit Leuven |
Optimal premium control for a group of insurance companies |
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Sotiris Nikolopoulos
National Bank of Greece |
Jef Teugels
Professor, Katholieke Universiteit Leuven |
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Dimitrios Konstantinidis
Doctor, University of the Aegean |
Jef Teugels
Professor, Katholieke Universiteit Leuven |
Two-sided Ruin Probability Estimations under constant interest force of surplus |
Sunday 28th May 2000
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John McCutcheon
Professor, University of Heriot - Watt |
George Roussas
Associate Dean, University of California at Davis |
The new U.K. standard tables of mortality (for assured lives and life-office pensioners) and the Continuous Mortality Investigation Bureau mortality-improvement model for pensioners |
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Theofanis Sapatinas
Lecturer, University of Kent at Canterbury |
George Roussas
Associate Dean, University of California at Davis |
An introduction to wavelet analysis and some statistical applications |
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Anestis Antoniadis
Professor, Universite Joseph Fourier |
George Roussas
Associate Dean, University of California at Davis |
Nonparametric estimation for the location of a change-point in an otherwise smooth hazard function under random censoring |
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Coffee - break | ||
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Themistoklis Lekkas
Rector of the University of the Aegean |
Discussion for the new Department | |
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Ragnar Norberg
Professor, London School of Economics |
Themistoklis Lekkas
Rector of the University of the Aegean |
Discussion for the new Department |
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John McCutcheon
Professor, University of Heriot - Watt |
Themistoklis Lekkas
Rector of the University of the Aegean |
Discussion for the new Department |
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Constantinos Koutsopoulos
Hellenic Actuarial Society |
Themistoklis Lekkas
Rector of the University of the Aegean |
Discussion for the new Department |
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George Markolefas
Actuary, Interamerican Hellenic Life Insurance Company S.A. |
Themistoklis Lekkas
Rector of the University of the Aegean |
Discussion for the new Department |
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Discussion for the new Department from other participants |