Abstracts

Below is a list of accepted abstracts, sorted by presenter's last name.
Click on the title to see the abstract and authors.

List of accepted abstracts

  • Actuarial Approach to Pricing Exotic Options
    Elias Shiu
  • Analyzing non-linear time series with varying volatility and extreme clusters
    Frans Koning
  • Dividend problems in the dual risk model
    Alfredo Egídio dos Reis
  • Fourier-Cosine Method to Libor market model calibration and pricing of interest rate derivatives
    Xiao Wei
  • Further notes on the maximum severity of ruin in an Erlang(n) risk process
    Agnieszka Bergel
  • Implementing Fuzzy Random Variables
    Arnold Shapiro
  • Modelling Dependence in Insurance Claims Processes with Lévy Copulas
    Benjamin Avanzi
  • Monitoring longevity in a life annuity portfolio
    Ermanno Pitacco
  • Omega or Chocolate?
    Hans Gerber
  • On optimal portfolios with derivatives in a regime-switching market
    Hailiang Yang
  • Risk-confrontation aversion evidences of claimants in motor injury compensations
    Miguel Santolino
  • Tail dependence for the Generalized Bivariate Gamma
    Daan de Waal