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


 

List of Topics to be Covered

                                

Equity linked Policies with Embedded Guarantee Options

Longevity Problems and Mortality Tables

The Optimal Investment Model and Dynamic Reinsurance

Risk Adjusted Capital and its Integration in Pricing

Modeling Dependent Credit Risks

Risk Adjusted Capital through Risk Measure Theory

 

   The summer school will focus on modern aspects in insurance theory. The topics that we will cover are on the bridge between insurance and finance. We aim to present applications of finance theory insurance but also to give applications from insurance theory to finance theory.

 

 

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