Modern Actuarial Risk
Theory: multivariate analysis and Generalized Linear
The book "Modern Actuarial Risk Theory" by R. Kaas, M.
Goovaerts, J. Dhaene, M. Denuit was translated in
Russian and published recently under the editorship of
Dr. Michel M. Dacorogna,
Member of the Senior Management of SCOR Group, held in
April 23-24, 2008, the seminar entitled "Economics of
Risk in Insurance".
Seminar took place in Moscow (Smolenskaya str., 5, the
"Golden Ring" hotel) and comprised four talks:
1. The Price of Risk in Insurance.
2. Capital and Capital Management.
3. Adding time diversification to risk
4. ERM (Enterprise Risk Management),
Towards an Holistic View of Risk
Seminar was organized by the
Association of European Businesses in
RF with the participation
of the Laboratory of Actuarial
research of Finance Academy and
financial support of the
Representative offices in Moscow
of Gen Re and of SCOR.
The 38th International
ASTIN Colloquium was held in Manchester, UK, from Sunday
13 July to Wednesday 16 July, 2008.
It was a memorable event, professionally and socially,
held in the heart of the United Kingdom. Participants
enjoyed the warm hospitality of the UK actuarial
The 39th International
ASTIN Colloquium was held in Helsinki,
1 June to
Thursday 4 June, 2009.
Participants were particularly interested in that event
dedicated to the memory of Teivo Pentikäinen whose
contribution to the mathematical modelling of the
insurance process is known worldwide.