Monday 20th

 Session 1: Stochastic Models in Non-Life Insurance (Chair,  Hansjoerg Albrecher).

 Time

Subject

08:30 – 09:10

Invited Lecture: Julia Eisenberg

Ornstein-Uhlenbeck Process in Non-life Insurance: The Beauty and the Beast

09:10 – 09:30

S. C. Vanegas Andrei L. Badescu, X. S. Lin

Claim Reserving via Inverse Probability Weighting.
A Micro-Level Chain-Ladder Method

09:30 – 09:50

G. Tzougas, D. Makariou

The Multivariate Poisson-Generalized Inverse Gaussian Claim Count Regression Model with Varying Dispersion and Shape Parameters

09:50 – 10:10

D. G. Konstantinides, C. D. Passalidis, N. E. Porichis

Closure properties in positively decreasing and related distributions under dependence

10:10 – 11:00

Break

11:00 – 11:20

M. A. Lkabous, Z. Wang, M. Yang

On the Range Process of a Levy Risk Process with Fair Valuation of Insurance Contract

11:20 – 11:40

S. Asmussen

Matrix representations of Wiener-Hopf Factorizations for Levy Processes

11:40 – 12:00

S. Tzaninis, A. Bozikas

A recursive algorithm for the computation of some mixed compound distributions

12:00 – 12:20

L. Kanellopoulos

Some approximation results for ruin probabilities in the classical risk model

12:20 – 12:40

H. Albrecher, P. Azcue, N. Muler

Optimal dividend strategies for a catastrophe insurer