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ASTIN Colloquium Papers Available

03/07/2007 —

Over 40 papers, authored by both practitioners and academics, will be presented at the 37th ASTIN Colloquium. The Colloquium will be held 19-22 June 2007 at Disney’s Contemporary Resort in Lake Buena Vista, Florida in conjunction with the CAS Spring Meeting.

The papers are now available for download from the ASTIN Colloquium web page. Paper topics cover risk management, reserving, and pricing. Pricing issues include applications of credibility, bonus-malus systems, and risk margins, such as those from jump diffusion processes. Several new directions for stochastic modeling of loss reserves are explored. About half the papers concern risk management, subcategories of which include:

  • Issues involved in strategic and operational risk;
  • Applications of risk modeling, such as insolvency risk, reinsurance, capital needs and allocation, market analysis, and strategic planning of subsidiaries;
  • Model building topics, like choice of risk measures, modeling of dependencies, and efficient calculation.

Authors from North America, Australia, and Europe are well represented, but authors from Asia and other locations such as Beijing, Shanghai, Taiwan, Indonesia, Israel, and Iran are also prominent in this year’s list of authors.

Plan to attend the Colloquium, not only to hear these papers presented, but to also take advantage of everything else the Colloquium has to offer. All of the details on the Colloquium can be found online at www.actuaries.org/ASTIN2007.

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