Session 4: Life, Health, and Pension Insurance (Chair, Mogens Steffensen). | ||
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Time | Subject | |
08:30 – 09:10 | Invited Lecture: Torsten Kleinow | |
09:10 – 09:30 | X. Yu, Y. Shen, J. Ziveyi, K. Park, M. Sherris Modelling Joint Life Functional Disability and Mortality and Joint Insurance Pricing | |
09:30 – 09:50 | M. Bladt, B. F. Nielsen, P. F. H. Olsen Matrix representation for prices of life-contingent derivatives | |
09:50 – 10:10 | Y. Shen, M. Sherris, Y. Wang, J. Ziveyi | |
10:10 – 11:00 | Break | |
11:00 – 11:20 | P. C. Hornung, M. Steffensen Investigating trade-offs in the design of smooth pension products | |
11:20 – 11:40 | A. G. Balter, M. Kallestrup-Lamb, M. D. Plovst | |
11:40 – 12:00 | K. Park, M. Sherris Design and Pricing of Private Long-term Care Insurance: An Australian Analysis | |
12:00 – 12:20 | J. A. Landono, J. B. Soe | |
12:20 – 12:40 | W. Li, T. Moenig, M. Augustyniak | |
12:40 – 13:00 | J. P. Dehn-Toftehoj, D. Kusch-Falden, M. Steffensen Calibration of risk aversion to real pension asset allocation | |
13:10 – 13:40 | Open Meeting of the Scientific Committee |