Colloque / Séminaire

Séminaire Lyon-Lausanne

ISFA - Lyon

Lundi 19 juin 2017

12h00 Déjeuner

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

15h45 Café et discussions

Liste des horaires :

  • Du 19 juin 2017 au 20 juin 2017