Invited Session: IP4

Computer-Intensive Actuarial Methods

Organiser :  Michel Denuit
                      Université Catholique de Louvain, Belgique

9h-10h 30      Tuesday, August 24

Chairman :     Michel Denuit        Room :  Paul Painlevé


142 
A numerical approach to ruin models with excess-of-loss reinsurance and reinstatements

Hansjörg Albrecher and Sandra Haas
University of Lausanne, Switzerland

270 (slides)
Computation of the Aggregate Claim Amount Distribution Using R and actuar
Vincent Goulet
Université Laval, Québec, Canada
 
29 
Applications of multilevel structured additive regression models to insurance data

Stefan Lang and Nikolaus Umlauf
Leopold-Franzens-University, Innsbruck, Austria