A CMA workshop on:

Insurance mathematics and longevity risk

Time: Wednesday May 20, 2009
Place: CMA, seminar room B1036, 10th floor, Niels Henrik Abel's building at Blindern.

Invited speakers:

Daniel Bauer (Georgia State Univ)
Andrew Cairns (Heriot-Watt University)
Ruediger Kiesel (Ulm University and CMA)
Ragnar Norberg (London School of Economics)
Gerhard Stahl (Talanx)
Mogens Steffensen (Copenhagen University)

Abstract:
This one-day workshop will focus on recent progress in life insurance, with special emphasis on longevity risk modelling and investment problems. The talks will cover important areas of current research in life insurance given by world-leading experts, and are open for participants from both industry and academia.

To participate on the workshop, please email Fred Espen Benth (fredb@math.uio.no) before May 1, 2009. There is no registration fee.

Program and abstracts can be downloaded here.

A lunch will be served for the participants.

Organization committee:

Fred Espen Benth,
Erik Bolviken,
Ruediger Kiesel,
Frank Proske