Insurance risk and ruin theory | Statistical Society of Canada

This session aims to discuss risk and ruin theory problems, one of the main topics in actuarial science.

Date and Time

Tue, 06/08/2021 - 11:00 - Tue, 06/08/2021 - 12:30

Presentations in this Session

Title	Date and Time
A Multivariate CVaR Risk Measure from the Perspective of Portfolio Risk Management	11:00:00 - 12:30:00
A Multivariate CVaR Risk Measure from the Perspective of Portfolio Risk Management	11:00:00 - 12:30:00
A Multivariate CVaR Risk Measure from the Perspective of Portfolio Risk Management	11:00:00 - 12:30:00
A Multivariate CVaR Risk Measure from the Perspective of Portfolio Risk Management	11:00:00 - 12:30:00
Optimality of Refracted Linear Strategies for Dividends and Capital Injections	11:00:00 - 12:30:00
Optimality of Refracted Linear Strategies for Dividends and Capital Injections	11:00:00 - 12:30:00
Optimality of Refracted Linear Strategies for Dividends and Capital Injections	11:00:00 - 12:30:00
Optimality of Refracted Linear Strategies for Dividends and Capital Injections	11:00:00 - 12:30:00
An Insurance Risk Process with a Generalized Income Process: a Solvency Analysis	11:00:00 - 12:30:00
An Insurance Risk Process with a Generalized Income Process: a Solvency Analysis	11:00:00 - 12:30:00

Workshops

Date and Time	Title	Workshop Description
11:00:00 - 12:30:00	A Multivariate CVaR Risk Measure from the Perspective of Portfolio Risk Management
11:00:00 - 12:30:00	A Multivariate CVaR Risk Measure from the Perspective of Portfolio Risk Management
11:00:00 - 12:30:00	A Multivariate CVaR Risk Measure from the Perspective of Portfolio Risk Management
11:00:00 - 12:30:00	A Multivariate CVaR Risk Measure from the Perspective of Portfolio Risk Management
11:00:00 - 12:30:00	Optimality of Refracted Linear Strategies for Dividends and Capital Injections
11:00:00 - 12:30:00	Optimality of Refracted Linear Strategies for Dividends and Capital Injections
11:00:00 - 12:30:00	Optimality of Refracted Linear Strategies for Dividends and Capital Injections
11:00:00 - 12:30:00	Optimality of Refracted Linear Strategies for Dividends and Capital Injections
11:00:00 - 12:30:00	An Insurance Risk Process with a Generalized Income Process: a Solvency Analysis
11:00:00 - 12:30:00	An Insurance Risk Process with a Generalized Income Process: a Solvency Analysis