| Session 3: Risk and Insurance Economics (Chair, Udi Makov). | |||
Time | Subject | ||
| 08:30 – 09:10 | Invited Lecture :An Chen Insurance Decisions under Ambiguity: A Unified View of Optimal State Allocations | ||
| 09:10 – 09:30 | I. Gasparavicius, A. Grigutis, M. Gvergzdys Mathematical overview of mean-VaR optimization | ||
| 09:30 – 09:50 | V.D. Makam P. Millossovich, A. Tsanakas Stress testing with f-divergences | ||
| 09:50 – 10:10 | F. Riedel, M. Spengemann Optimal design of model-contingent insurance contracts | ||
| 10:10 – 11:00 | Break | ||
| 11:00 – 11:20 | J.B. Mueller-Soe, L. Regis, E. Vigna Optimal consumption, investment, insurance and labour supply in a multi-state setting | ||
| 11:20 – 11:40 | Ł. Delong, M. Wuethrich Universal inference for testing calibration of mean estimates within the exponential dispersion family | ||
| 11:40 – 12:00 | S. Botteron, C. Courbage, J. Wagner Who lacks trust in insurance: Cross-national evidence from five insurance products | ||
| 12:00 – 12:20 | Kelner, Z. Landsman, U.E. Makov Flexible dependence structures for risk assessment: Extensions of Archimedean Copulas | ||
| 12:20 – 20:00 | Excursion to Samos Island | ||
13th Conference in Actuarial Science & Finance on Samos
The Department of Statistics and Actuarial – Financial Mathematics of the University of the Aegean is pleased to host the 12th Conference in Actuarial Science & Finance on Samos