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38th ASTIN Colloquium

The Actuarial Profession is hosting the 38th ASTIN Colloquium this July in Manchester. The programme is a combination of plenary and breakout sessions. Members of the Profession can claim up to 15 hours of verifiable technical CPD for attending.

Keynote speakers
>> Climate change and its impacts: Professor Julia Slingo, professor, University of Reading
>> Accounting for extreme-value dependence in multivariate data: Professor Christian Genest, Laval University, Canada
>> Economic capital, enterprise risk management and insurance ratings: David Ingram, Standard & Poors, New York.

Breakout sessions
The breakout sessions will offer plenty of opportunities for discussion on the practical applications of the papers presented while still accommodating the theoretical debates for which ASTIN is known.

Selected conference papers
>> Experience rating, bonus-malus and the poisson mixture model
>> Scenario analysis for a multi-periodic diffusion model of risk
>> Non-life Solvency II model
>> Dynamic model of a non-life insurance portfolio
>> Expected shortfall of claim amounts: some practical aspects
>> Clustering in ratemaking: with application in territories clustering
>> Measurement and transfer of catastrophic risks
>> Claim severity distributions modelling
>> Modelling the claims development result
>> Reinsurance pricing tool for XL reinsurance
>> Give credit where credit is due: operational risk goes bayesian
>> Most elegant premium formulas for the most general drop down excess of loss cover
>> Loss reserving method for incomplete claim data.

For more details, please visit www.actuaries.org/ASTIN2008 or contact claire.marsh@actuaries.org.uk