{"id":1544,"date":"2024-03-27T13:46:36","date_gmt":"2024-03-27T13:46:36","guid":{"rendered":"https:\/\/actuarweb.aegean.gr\/samos2024\/?page_id=1544"},"modified":"2026-05-06T09:16:13","modified_gmt":"2026-05-06T09:16:13","slug":"wednesday-13th","status":"publish","type":"page","link":"https:\/\/actuarweb.aegean.gr\/samos2026\/wednesday-13th\/","title":{"rendered":"Wednesday 13th"},"content":{"rendered":"\t\t
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Session 3: <\/strong>Risk and Insurance Economics<\/em> (Chair<\/em>, Udi Makov<\/a>).<\/td>\u00a0<\/td>\u00a0<\/td><\/tr>
\u00a0<\/td>\u00a0<\/td>\u00a0<\/strong><\/td>\u00a0<\/td><\/tr>

\u00a0Time<\/h4><\/td>

Subject<\/h4><\/td><\/tr>

08:30 – 09:10<\/td>Invited Lecture :<\/em><\/strong>An Chen<\/strong><\/a>
Insurance Decisions under Ambiguity: A Unified View of Optimal State Allocations<\/a><\/td><\/tr>
09:10 – 09:30<\/td>I. Gasparavicius<\/strong>, A. Grigutis, M. Gvergzdys
Mathematical overview of mean-VaR optimization \u00a0<\/strong><\/a><\/td><\/tr>
09:30 – 09:50<\/td>V.D. Makam \u00a0P. Millossovich<\/strong>, A. Tsanakas
Stress testing with f-divergences<\/a><\/td><\/tr>
09:50 – 10:10<\/td>F. Riedel, M. Spengemann<\/strong>
Optimal design of model-contingent insurance contracts<\/a><\/td><\/tr>
10:10 – 11:00<\/td>Break<\/em><\/td><\/tr>
11:00 – 11:20<\/td>J.B. Mueller-Soe<\/strong>, L. Regis, E. Vigna
Optimal consumption, investment, insurance and labour supply in a multi-state setting \u00a0<\/a><\/td><\/tr>
11:20 – 11:40<\/td>\u0141. Delong, <\/strong>M. Wuethrich
Universal inference for testing calibration of mean estimates within the exponential dispersion family<\/a><\/td><\/tr>
11:40 – 12:00<\/td>

S. Botteron<\/strong>, C. Courbage, J. Wagner<\/p>

Who lacks trust in insurance: Cross-national evidence from five insurance products<\/p><\/td><\/tr>

12:00 \u2013 12:20<\/td>Kelner, Z. Landsman, U.E. Makov<\/strong>
Flexible dependence structures for risk assessment: Extensions of Archimedean Copulas<\/a><\/td><\/tr>
12:20 \u2013 20:00<\/td>Excursion to Samos Island<\/span><\/td><\/tr><\/tbody><\/table>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t
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\n\t\t\t\t\t\n\t\t\t\t\t\t\n\t\t\t\t\t\t\n\t\t\t\t<\/i>\t\t\t<\/span>\n\t\t\t\t\t\t\t\t\tTuesday 12th<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t
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\n\t\t\t\t\t\n\t\t\t\t\t\t\n\t\t\t\t\t\t\n\t\t\t\t<\/i>\t\t\t<\/span>\n\t\t\t\t\t\t\t\t\tThursday 14th<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"

Session 3: Risk and Insurance Economics (Chair, Udi Makov). \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0Time Subject 08:30 – 09:10 Invited Lecture :An ChenInsurance Decisions under Ambiguity: A Unified View of Optimal State Allocations 09:10 – 09:30 I. Gasparavicius, A. Grigutis, M. GvergzdysMathematical overview of mean-VaR optimization \u00a0 09:30 – 09:50 V.D. Makam \u00a0P. Millossovich, … <\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_eb_attr":"","footnotes":""},"class_list":["post-1544","page","type-page","status-publish","hentry"],"yoast_head":"\nWednesday 13th - 13th Conference in Actuarial Science & Finance on Samos<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/actuarweb.aegean.gr\/samos2026\/wednesday-13th\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Wednesday 13th - 13th Conference in Actuarial Science & Finance on Samos\" \/>\n<meta property=\"og:description\" content=\"Session 3: Risk and Insurance Economics (Chair, Udi Makov). \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0Time Subject 08:30 – 09:10 Invited Lecture :An ChenInsurance Decisions under Ambiguity: A Unified View of Optimal State Allocations 09:10 – 09:30 I. Gasparavicius, A. Grigutis, M. GvergzdysMathematical overview of mean-VaR optimization \u00a0 09:30 – 09:50 V.D. Makam \u00a0P. 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