P R O G R A M

1st Conference in Actuarial Science 
& Finance at Samos

27 & 28 May 2000


    Saturday 27th May 2000
 

TIME
SPEAKER
CHAIRMAN
SUBJECT
0800 - 0830
Registrations of attendance    
0830 - 0845
Themistoklis Lekkas 
Rector,
University of the Aegean
  Welcome
0845 - 0930
Jef Teugels
Professor, 
Katholieke Universiteit Leuven
Ragnar Norberg 
Professor, 
London School of Economics
Light and Heavy Claims in Insurance Mathematics
0930 - 1015
Paul Embrechts 
Professor, Eidgenössischi Technische 
Hochschule Zürich
Ragnar Norberg
Professor
London School of Economics
Key Issues Underlying Integrated Risk Management (IRM)
1015 - 1100
Vladimir Kalashnikov 
Professor, 
University of Copenhagen
Ragnar Norberg
Professor
London School of Economics
Probabilistic methods in insurance mathematics
1100 - 1130
Coffee - break    
1130 - 1215
Ragnar Norberg 
Professor
London School of Economics
Nicholas Frangos
Assoc. Professor, Athens University 
of Economics and Business
Developments in life insurance mathematics
1215 - 1300
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
1300 - 1330
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
1330 - 1430
Lunch    
1430 - 1600
Break    
1600 - 1645
George Roussas
Associate Dean
University of California at Davis
Paul Embrechts
Professor, Eidgenössischi 
Technische Hochschule Zürich
Some Aspects of Nonparametric Estimation Under Dependence
1645 - 1730
Yannis Yatracos 
Professor
National University of Singapore 
Paul Embrechts
Professor, Eidgenössischi 
Technische Hochschule Zürich
Clusters, Variance, Regression and Projection Pursuit (PP)
1730 - 1815
Marianthi Markatou
Assoc. Professor
University of Columbia
Paul Embrechts
Professor, Eidgenössischi 
Technische Hochschule Zürich
Model Selection Based on Statistical Distances
1815 - 1830
Coffee - break    
1830 - 1850
Gurami Tsitsiashvili 
Doctor, Far Eastern Branch of 
Russian Academy of Sciences
Jef Teugels
Professor
Katholieke Universiteit Leuven
Phase transition effects in mutual insurance
1850 - 1910
Alexandros Zimbidis
Lecturer
Athens University of Economics 
and Business
Jef Teugels
Professor
Katholieke Universiteit Leuven
Optimal premium control for a group of insurance companies
1910 - 1930
Sotiris Nikolopoulos 
National Bank of Greece 
Jef Teugels 
Professor
Katholieke Universiteit Leuven
 
1930 - 1950
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
 

TIME
SPEAKER
CHAIRMAN
SUBJECT
0830 - 0915
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
0915 - 1000
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
1000 - 1045
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
1045 - 1100
Coffee - break    
1100 - 1115
Themistoklis Lekkas
Rector of the University of the Aegean
  Discussion for the new Department
1115 - 1125
Ragnar Norberg
Professor
London School of Economics
Themistoklis Lekkas
Rector of the University of the Aegean
Discussion for the new Department
1125 - 1135
John McCutcheon 
Professor
University of Heriot - Watt
Themistoklis Lekkas
Rector of the University of the Aegean
Discussion for the new Department
1135 - 1145
Constantinos Koutsopoulos
Hellenic Actuarial Society
Themistoklis Lekkas
Rector of the University of the Aegean
Discussion for the new Department
1145 - 1155
George Markolefas
Actuary,
Interamerican Hellenic Life Insurance Company S.A.
Themistoklis Lekkas
Rector of the University of the Aegean
Discussion for the new Department
1155 - 1315
Discussion for the new Department from other participants    

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