14h00 Anca JIJIIE - Optimal Mix between Terminal Funding and Fully Funded Systems 14h45 Nabil KAZI-TANI - Three points suffice
15h30 Pause café
16h00 Michel FUINO - Long-Term Care Models and Dependence Probability Tables by Acuity Level: New Empirical Evidence from Switzerland 16h45 Weihong NI - On the discounted penalty function when premium rates vary according to multi-period surplus increments
17h30 Fin
Mardi 20 juin 2017
9h00 Accueil café
9h30 Quentin GUIBERT - R package SimBEL: Calculate the best estimate in life insurance with Monte-Carlo techniques 10h15 Maïssa TAMRAZ - Some mathematical aspects of price optimisation 10h45 Arian CANI - On randomized reinsurance contracts
11h15 Pause café
11h45 Claire MOUMINOUX - Experimental evidence on Insurance Demand with Multiple Distribution Channels 12h15 Maximilien BAUDRY - Kaggle competition Quora: Winning solution
12h45 Déjeuner
14h15 Eleni VATAMIDOU - Approximations and error bounds for risk measures 14h45 Pierrick PIETTE - Mortality rates forecasting with high-dimensional Vecteur-AutoRegression 15h15 Laura GAY - Parameter estimation for an Ornstein-Uhlenbeck process