38th International ASTIN Colloquium
13-16 July 2008
Town Hall, Manchester, UK

see:
http://www.actuaries.org/ASTIN/Colloquia/Manchester/Home_EN.cfm

The Colloquium was held in Manchester Town Hall completed in 1877. This most impressive neo-Gothic building costs the equivalent of 300 million pounds and is still acknowledged today as an architectural masterpiece. It rises as a flamboyant monument to the civic pride of the Victorian city fathers, reaching 286 feet above Albert Square. The town hall continues as the political and administrative centre of the city of Manchester.

Organizing committee (chaired by Chris Daykin) and Scientific committee (chaired by Andrew Cairns) see:
http://www.actuaries.org/ASTIN/Colloquia/Manchester/Committees_EN.cfm

The principle scientific themes of the Colloquium were:
Theme 1: Solvency II and International Financial Reporting Standards
Theme 2: Insurance enterprise risk management
Theme 3: Emerging risks
Theme 4: The actuary’s toolkit
 

The four plenary sessions were:
Plenary 1. "Climate change and its impacts" by Julia Slingo, Director, Centre for Global Atmospheric Modelling, Department of Meteorology, University of Reading, UK
Plenary 2. "Accounting for Extreme-Value Dependence in Multivariate Data" by Professor Christian Genest, Department of Mathematics & Statistics, Faculty of Sciences & Engineering, Laval University, Canada
Plenary 3. "Solvency II". Invited Panel was chaired by James Orr, Financial Services Authority. Participants: Annette Olesen, Arne Sandstrom, Kathryn Morgan and Petra Wildemann
Plenary 4: "Insurance Enterprise Risk Management" by David Ingram, Senior Director, ERM, Standard & Poor's, Insurance Ratings, USA
 

The concurrent sessions were:
Session 1A: Climate Change and its Impacts
Session 1B: Modelling and Model Risk
Session 2A: Emerging Risks
Session 2B: Shortfall
Session 2C: Risk Transfer and Securitization
Session 3A: The Actuary's Toolkit: Software
Session 3B: Claims Development Process and Loss Reserving
Session 4A: Dependence Modelling
Session 4B: Capital Allocation and Finance
Session 4C: Statistical Modelling and Insurance
Session 5A: Solvency II and Risk
Session 5B: Statistical Modelling and Ratemaking
Session 5C: Economic Modelling in Insurance
Session 6A: ERM and Catastrophes
Session 6B: Solvency II and Internal Models
 

Programme
see:
http://www.actuaries.org/ASTIN/Colloquia/Manchester/Programme_EN.cfm
 

Papers
see:
http://www.actuaries.org/ASTIN/Colloquia/Manchester/Papers_EN.cfm

In Section 4C: "Statistical Modelling and Insurance" Vsevolod K. Malinovskii presented the talk entitled "Zone-Adaptive Control Strategy for a Multiperiodic Model of Risk"

[ Abstract ] [ Paper ] [ Presentation ]