Home

Harald Cramér

Scandinavian Actuarial Journal

Committees

Programme

Deadlines

Registration

Submission of papers/abstracts

Announcements

Accomodation and meals

Social programme

Sponsors


























   
 

International Cramér Symposium
on Insurance Mathematics

Stockholm, June 11 - 14, 2013

Mathematical Statistics, Stockholm University

 

Programme

Special Events

Anders Martin-Löf, Stockholm University Cramér lecture
Boualem Djehiche, Royal Institute of Technology, Stockholm 
Ragnar Norberg, ISFA,Lyon
Paul Embrechts, ETH, Zürich
SAJ session: Prospects of future research
in insurance mathematics

Plenary Invited Lectures

Erik Alm, Hannover Re - Sweden, StockholmActuarial education in Sweden and Europe
Gunnar Andersson, Folksam, Stockholm Some mathematical aspets of the new European regime in insurance,
new ideas regarding Solvency and Occupational Pension
through the eyes of EIOPA
Søren Asmussen, Aarhus University Recent results on the ruin time with heavy tail
Andrew Cairns, Heriot-Watt University, EdinburghRobust Modelling and Management of Longevity Risk
Younes Elong / Ellinor Samuelsson,
Swedish Financial Supervisory Authority, Stockholm
Standard Formula - Solvency II / Internal Models - Solvency II
Paul Embrechts, ETH, Zürich Risk Aggregation
Hanspeter Schmidli, University of Cologne An explicit expression for the Gerber-Shiu function
with an application to risk measures
Mogens Steffensen, University of Copenhagen From Utility Optimization to Good Advice and Good Product Design
Jozef Teugels, Catholic University of Leuven Some Issues on the Extreme Value Index
Mario Wüthrich, ETH, Zürich From Ruin Theory to Solvency in Non-Life Insurance