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


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

Hansjörg Albrecher and Sandra Haas
University of Lausanne, Switzerland

"Computation of the Aggregate Claim Amount Distribution Using R and actuar"
Vincent Goulet
Université Laval, Québec, Canada
 
"Applications of multilevel structured additive regression models to insurance data"
Stefan Lang and Nikolaus Umlauf
Leopold-Franzens-University, Innsbruck, Austria
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