Joint Section Colloquium - Paris 2020
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500 Years of Annuity Mispricing
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Vine copulas in finance and insurance
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EAA Webinar: IORP II - Process, Content and Outlook
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Preparing digital insurance for take-off
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Insurance in a changing climate
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Uncertainties: Traveling the bridge between actuarial practice and academia
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Health system designs: An integrated approach to achieving uhc
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The frog in the water - the future of the actuarial profession
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Health Insurance across Africa: Not for the faint of heart
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On the decomposition and dynamics of health insurance liabilities
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Liquid Biopsies: Fact, Fiction, or Both?
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EAA Webinar: Update on InsurTech and Digitization in Insuran...
Added 0 121 ViewsUpdate on InsurTech and Digitization in Insurance Speaker: Frank Genheimer (New Insurance Business) Change in insurance business is accelerating, however, it is still on a considerable low level. Which is surprising since technology offers solutions to ma
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EAA Webinar: IORP II - Process, Content and Outlook
Added 0 38 ViewsIORP II: Process, Content and Outlook Speaker: Falco Valkenburg AAG, RBA The revised IORP Directive is often referred to as IORP II. IORP stands for Institution for Occupational Retirement Provision, or in other words a Pension Fund. IORP II came into for
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Lifestyle-Related Mortality
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Value adjustments and dynamic hedging of reinsurance counter...
Added 0 111 ViewsGeneral insurers frequently cede parts of their insurance risk to reinsurers in order to protect themselves from intolerably large losses in their insurance portfolio. This gives rise to a new type of risk, so-called reinsurance counterparty credit risk o
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Measuring Profitability from a Shareholder Perspective
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Pricing of Cyber Insurance Contracts in a Network Model
Added 1 116 ViewsWe develop a novel approach for pricing cyber insurance contracts. The considered cyber threats, such as viruses and worms, diffuse in a structured data network. The spread of the cyber infection is modeled by an interacting Markov chain. Conditional on t
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Options on tontines: an innovative way of combining tontines...
Added 0 85 ViewsIncreases in the life expectancy, the low interest rate environment and the tightening solvency regulation have caused insurers and policyholders to search for new, attractive retirement products. In this context, tontines and pooled annuities have gained
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Dynamic Hybrid Products with Embedded Guarantee Structures
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Valuation of variable annuities in a hybrid model driven by ...
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Fee structure and optimal investment mix in variable annuiti...
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Valuation of Power Blackout Insurance for the Australian Ene...
Added 0 35 ViewsThe eastern states of Australia are supplied with electricity from the National Electricity Market, which is a grid that stores electricity generated by a variety of means. Electrical power blackouts occur when there is a disruption to supply to the grid
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Sensitivity Analysis of Annuity Models: What's inside the bl...
Added 0 72 ViewsAnnuities constitute a fundamental branch in the life insurance business. To obtain the cost of annuities, Financial and demographic factors are the key inputs for the related mathematical quantitative models. In this work [1], we adopt and compare differ
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Facing our responsibilities toward future generations under ...
Added 1 53 ViewsIn this talk, I will discuss the economic approaches to evaluate the social cost of carbon, i.e., the present value of the flow of climate damages generated in the next few centuries by one more ton of CO2 emitted today. What discount rates should we use
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Fair valuation of insurance liability cash-flow streams in c...
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A Stochastic Differential Game for Insurance Market with Com...
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An Integrated Approach to Measuring Asset and Liability Risk...
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Prevention efforts, insurance demand and price incentives un...
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