by John Nikas

Last update: 20/01/2004

Summer School on

STOCHASTIC  FINANCE FOR INSURANCE

22 - 27 September 2003, Dimitsana, Arcadia, Greece

Sponsored  by the National Bank of Greece -- Under the auspices of the University of Patras, Greece


 

Lecture Notes

 

Anna Rita BACINELLO

:

 

Equity-Linked Policies with Embedded Guarantee Options

 

Michel DENUIT :

 

Longevity Problems and Mortality Tables Part I, Part II, Part III

 

Freddy DELBAEN et al.. :

 

Risk Adjusted Values

 

Nikolaos GIAGIOZIS :

 

Risk Adjusted Capital and It's Integration in Pricing (A Reinsurance Perspective)

 

Christian HIPP :

 

Application of Stochastic Methods in Finance to the Field of Insurance, in Particular Stochastic Control

 

Uwe SCHMOCK :

 

a. Financial Sciences in Zürich and the Master of Advanced Studiesin Finance

b. Modelling Frequency and Severity of Rare Events.

 

 

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