Session: MO-P-B1
Insurance

Chair

Francesca Biagini

Time

14:30 - 16:30 on Monday, 16th of July 2018

Venue

Beckett 1

14:30

Reduced-form framework for life insurance liabilities under model uncertainty

Francesca Biagini (University of Munich), Yinglin Zhang (University of Munich)
15:00

Minimum Return Rate Guarantees under Default Risk - Optimal Design of Quantile Guarantees

Antje Mahayni (University Duisburg-Essen), Oliver Lubos (University Duisburg-Essen), Sascha Offermann (University Duisburg-Essen)
15:30

Optimal Saving and Insurance under Generalized Mean-Variance Preferences

Nicole Branger (University of Muenster), Antje Mahayni (University of Duisburg-Essen), Nikolaus Schweizer (Univfersity of Tilburg), Cathleen Sende (University of Duisburg-Essen)
16:00

A market consistent framework for the fair evaluation of insurance contracts under Solvency II

Anna Maria Gambaro (Universita del Piemonte Orientale), Gianluca Fusai (Cass Business School, City, University of London), Riccardo Casalini (UnipolSai Assicurazioni S.p.A.), Alessandro Ghilarducci (Deloitte Consulting Srl)