Insurance and Risk Theory

Abstract

Opening session.- Invited lecture : Risk Theory, a Tool for Management?.- Main lectures.- Economic Ideas in Risk Theory.- Simulation in Insurance.- Application of the Problem of Moments to Various Insurance Problems in Non-life.- Application of Martingales in Risk Theory.- Applications of Operations-Research Techniques in Insurance.- Recent Research on the Risk Return Relationship in Financial Economics.- General Regression in Multidimensional Credibility Theory.- Ruin Theory under the Submartingale Assumption.- A rigorous Proof of a Property of the Premium Principle of Zero Utility in the Case of Additivity.- Bayesian Credibility with a Noninformative Prior.- Short communications.- Separation Theorems in Proportional Reinsurance.- A new Treatment of the Engineering Aspects of the Zero-Infinity Dilemmas of Industrial Risk Management.- On a Functional-Differential Equation connected with the Premium Principle of Zero Utility.- Markov Processes between Moving Barriers - Moments of the first Hitting Time of Retaining or Absorbing Barrier.- Some Mathematical Aspects of Combining Proportional and Non-Proportional Reinsurance.- The Moments of Compound Interest Functions when Interest fluctuates as a Compound Markov Chain.- Pension Funding and random Rates of Return.- Bayes Criterion, the Minimax Principle and Statistical Decision Theory.- Large Claims -.- Some Numerical Methods for Calculating Semilinear Credibility Estimators.- Weak Convergence of Risk Processes.- On the Exposed to Risk Theory.- Probability Bounds on Compound Distributions with given Moments on Claim Severities.- Additivity and Premium Calculation Principles.- Computing Moments of Compound Distributions.- Portfolio Valuation in Life Insurance.- Risk Assessment of Merger, Acquisition, and Consolidation of Financial Services.- Extending Arrow-Pratt Risk Premiums.- On Optimal Deductibles.- Solvency Margin and Profit in Life Insurance.- Statistical Methods in General Insurance.- Modelling Motor Insurance Claim Frequencies.- General Bounds on Ruin Probabilities.- Strict Liability and Insurance under Loss Misestimation.