Monday 22 September 2008
Welcome
From Convergence to Integration
Morton Lane
Presentation
An Empirical Analysis of Risk Management in Australia and New Zealand Insurance 2008
John Evans
Presentation
Empirical Analysis of Investor Utilities in Investment Choice
John Livanas
Presentation Paper
Fitting and Estimating Risk Dependence Using Copulas for Multivariate Data
Michael Sherris, John Van Der Hoek
Presentation
Economic Capital for Reserve Risk, Underwritting Risk and Combined Risks – Volatilities,
Correlations and Risk Capital Allocation in the US PC Insurance Industry – A Cross-Industry Study with Recommendations
David Odell, Ben Zehwirth, Glen Barnnet
Presentation Paper
Estimating Economic Capital for Private Equity Positions
Dr Mark Johnston
Presentation