Friday 24th

Session 5: Emerging risks: Climate, Cyber, Pandemics (Chair, Holger Drees).

 Time

Subject

08:30 – 09:10

Invited Lecture: Caroline Hillairet (together with A. Reveillac, M. Rosenbaum, T. Peyrat)

Actuarial modeling for the systemic component of Cyber-risk

09:10 – 09:30

C. Siggelkow, M. Scherer

Enhancing SME Factoring: A Stackelberg Game-Based Hybrid Pricing Model

09:30 – 09:50

M. Ayguen, F. Bellini, R. J. A. Laeven

On geometrically convex risk measures

09:50 – 10:10

J. Alonso-Garcia, L. P. D. M. Garces, J. Ziveyi

Variables annuities: A closer look at ratchet guarantees, hybrid contract designs, and taxation

10:10 – 11:00

Break

11:00 – 11:20

T. W. Ng, T. Nguyen

Individual Survivor Fund Account: The Impact of Bequest Motive on Tontine Participation

11:20 – 11:40

L. Yang, P. Shi, S. Huang

A Copula Model for Market Point Process with A Terminal Event: An Application in Dynamic Prediction of Insurance Claims

11:40 – 12:00

G. Pitselis

Some New Developments in the Credible Distribution Estimation

12:00 – 12:20

E. A. Valdez

Enhancing Business Insurance Loss Models through InsurTech Innovations

12:20 – 12:40

H. Drees

Statistical Inference on a Changing Extreme Value Dependence

20:30 – 23:00

Gala dinner in restaurant «Kritamo» at the Karlovassi Port.