Sunday 10th of May at 19:30: Welcome Party at the Town Hall. |
The Town Hall is located on the main square of Neon Karlovassi. |
| Session 1: Stochastic Models in Non-Life Insurance (Chair, Fabio Bellini). | ||
Time | Subject | |
| 08:30 – 09:10 | Invited Lecture: Alfred Mueller Multivariate almost stochastic dominance and optimal transport | |
| 09:10 – 09:30 | J.Klinge, M.D. Schmeck | |
| 09:30 – 09:50 | D. G. Konstantinides Infinite-time ruin probability of a multivariate renewal risk model with Brownian perturbations | |
| 09:50 – 10:10 | K. Dudziak, H. Schmidli | |
| 10:10 – 11:00 | Break | |
| 11:00 – 11:20 | S. Tzaninis, A. Bozikas A characterization of ruin-inducing probability measures in a renewal risk model | |
| 11:20 – 11:40 | J. Klinge, M.D. Schmeck Asymptotics of ruin probabilities in a subordinated Cramer-Lundberg model | |
| 11:40 – 12:00 | D.G. Konstantinides, C.D. Passalidis, H. Xu | |