| 2009 |
|
| 6 July 2009 (Monday), 3:30 pm, WSC 277 (or WSC 248) | |
| ARG Seminar: Abdelhakim Necir | |
| Topic: Distorted risk measures for additive losses: dependence and copula approach | |
| 24 June 2009 (Wednesday), 3:30 pm, WSC 277 | |
| ARG Seminar: David Stanford (based on joint work with Amin Hassan Zadeh) | |
| Topic: Exact credibility for phase-type distributions | |
| Abstract: Exact credibility results are well-known for the linear exponential class of distributions, and have been the subject of extensions to various other classes. In this talk, I will demonstrate that exact credibility applies to all PH distributions, and present the necessary form of the conjugate prior that gives rise to this result. Following an illustration of the result for the Erlangian case, we will indicate some open problems that remain. | |
| 18 June 2009 (Thursday), 3:30 pm, WSC 277 | |
| ARG Seminar: Abdelhakim Necir | |
| Topic: Statistical inference for actuarial risk measures of heavy-tailed losses | |
| ARG News: Conference | |
| Topic: Multivariate Risks and Copulas (April 14-17, 2010) | |
| ARG News: Call for papers | |
| Topic: Actuarial and Financial Risks: Models, Statistical Inference, and Case Studies | |
| 29 April - 1 May 2009, Off-Site | |
| ARG Retreat: UWO Members of the ARG | |
| Topic: Solving actuarial problems | |
| 27 April 2009 (Monday), 3:30 pm, WSC 277 | |
| ARG Seminar: Amin Hassanzadeh | |
| Topic: Fitting bivariate losses by a bivariate phase-type distribution | |
| 20 April 2009 (Monday), 3:30 pm, WSC 277 | |
| ARG Meeting: Bruce Jones (Convenor of Debates) | |
| Topic: Problems of interest to London Life | |
| 23 March 2009 (Monday), 3:30 pm, WSC 277 | |
| ARG Seminar: Alexandru Vali Asimit | |
| Topic: Extremes on the discounted aggregate claims in a time dependent model | |
| 9 March 2009 (Monday), 3:30 pm, WSC 277 | |
| ARG Seminar: Ilie-Radu Mitric | |
| Topic: On the Gerber-Shiu function for multi-layer MAP-2 models incorporating interest | |
| 23 February 2009 (Monday), 3:30 pm, WSC 277 | |
| ARG Seminar: Xiaoming Liu | |
| Topic: Comonotonicty and its application in stochastic mortality | |
| 2 February 2009 (Monday), 3:30 pm, WSC 277 | |
| ARG Seminar: Ricardas Zitikis | |
| Topic: Mean, variance, and covariance - what the nonmathematician may not know about them |
|
| Note: This will be a "provocative" talk about the mean, variance, and covariance that will lead into a very serious area of mathematical analysis with manifold applications in actuarial science, econometrics, and statistics. | |
| 26 January 2009 (Monday), 3:30 pm, WSC 277 | |
| ARG Seminar: Jiandong Ren | |
| Topic: An approximation to the distribution and the moments of the number of renewals in Markov arrival processes | |
| 12 January 2009 (Monday), 4:30 pm, WSC 277 | |
| ARG Meeting: Ideas, plans, etc. | |
| 2008 |
|
| 29 December 2008 (Monday), 11:30 am, WSC 277 | |
| ARG Seminar: Edward Furman | |
| Topic: Multivariate Tweedie distributions and some related capital-at-risk analysis | |
| 22 December 2008 (Monday), 11:30 am, WSC 277 | |
| ARG Seminar: Bruce Jones | |
| Topic: Dependence of two lifetimes and the four-state model representation | |
| 1 December 2008 (Monday), 11:30 am, WSC 277 | |
| ARG Seminar: David Stanford | |
| Topic: An extension to credibility theory | |
| 24 November 2008 (Monday), 11:30 am, WSC 277 | |
| ARG Seminar: Kristina Sendova | |
| Topic: An open problem (continuation) | |
| [Seminar notes in PDF] | |
| 17 November 2008 (Monday), 11:30 am, WSC 277 | |
| ARG Seminar: Kristina Sendova | |
| Topic: An open problem | |
| 10 November 2008 (Monday), 11:30 am, WSC 277 | |
| ARG Meeting: Ideas, plans, etc. | |
This
web page is maintained by the ARG |