77e Journée de séminaires actuariels Lyon Lausanne Paris
77e Journée de séminaires actuariels
Le lundi 17 juin 2024
9 h 30 WELCOMING OF THE PARTICIPANTS 10 h 00 Anna Rita Baccinello (University of Trieste) The interaction between variable annuity providers and their customers under a dynamic approach 10 h 40Discussion by Franck Gabriel (ISFA) 11 h 00Phd talk #1: Laura Aburto Barrera (UNIL) Development of multimorbidity patterns in older adults in Switzerland: A competing risks modeling approach 11 h 20 Q&A’s by ISFA PhD students (Amal BEN HAMIDA) 11 h 30Networking Session13 h 30 Luca Regis (University of Torino) Optimal dividend policy with capital requirements and regulatory uncertainty 14 h 15 Discussion by Sylvain Botteron (UNIL) 14 h 30Phd talk #2: Sarra Ghaddab(ISFA) How attentional are retail investors to medium-sized stock returns? A machine learning approach based on internet search queries 14 h 50Q&A’s by UNIL PhD students 15 h 00Phd talk #3: Timofei Shashkov (UNIL) A ruin probability approximation for bidimensional Brownian risk models with tax 15 h 20Q&A’s by ISFA PhD students (Charles Minier) 15 h 30 Phd talk #4: Rayane Vigneron (ISFA) 15 h 50Q&A’s by UNIL PhD students