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Presentation Guideline. Each session room is equipped with an overhead projector and an LCD projector linked to a laptop computer. If you plan to use the LCD projector, bring your presentation on either a USB flash drive or CD-rom so that you can access it using the laptop computer that will be provide in your session room. The computer does not have a floppy disk drive. Please refrain yourself from using your own computer. If you plan to use an overhead projector, bring your transparencies to the room. You may also purchase service from the Sheraton Business Center (open 7 am to 7 pm) or a nearby Kinko's (open 24 hours). For effective use of your presentation time, bring 25 copies of handouts. |
Actuarial Science and Insurance Finance II
Moderator: Krzysztof Ostaszewski, Illinois State U
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|
Author |
Affiliation |
Paper Title |
Discussant |
Affiliation |
|
ARIA |
Martin Grace and Tyler Leverty |
Georgia State U |
Property-Liability Insurer
Reserve Error: Motive, Manipulation or Mistake |
Krzysztof Ostaszewski |
Illinois
State U |
|
EGRIE |
Maria Isabel Barao, Ser-Huang
Poon, and Jonathan Tawn |
Manchester Business School |
A Dynamic and Multivariate Model
for Risk Management and Prediction |
Jose Penalva |
IAE, CSIC |
|
APRIA |
Zinoviy Landsman and Michael
Sherris |
U of Haifa, and U of New South Wales |
An Insurance and Asset Pricing
Model for Non-normal Distributions and Incomplete Markets |
Ser-Huang Poon |
Manchester Business School |
Agency Theory II
Moderator: Cassandra Cole, Florida State U
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|
Author |
Affiliation |
Paper Title |
Discussant |
Affiliation |
|
ARIA |
Bum Kim |
California State U, Bakersfield |
Informational Asymmetry,
Differential Compensation, and Imperfect Message in Demutualization |
Piman Limpaphayom |
Chulalongkorn U |
|
ARIA |
Nobuko Aoba |
Naruto U of Education |
The Strategic Role of Information
in Insurance Markets: A Vertical Integration Model |
Paul Thistle |
U of Nevada-Las Vegas |
|
ARIA |
Joe Ruhland and David Sommer |
U of Georgia |
Information Asymmetry and
Corporate Governance in the Property-Liability Insurance Industry |
Bum Kim |
California State U Bakersfield |
Catastrophe Risk
Moderator: David Cummins, U of Pennsylvania
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|
Author |
Affiliation |
Paper Title |
Discussant |
Affiliation |
|
ARIA |
Carolyn W. Chang, Jack S.K. Chang, and WeiLi Lu |
California State University at Los Angeles, and California State University at Fullerton |
Pricing Catastrophe Insurance
Derivatives in a Subordinated Binomial Tree |
Andreas Milidonis |
Georgia State U |
|
ARIA |
Yves Schneider and Peter Zweifel |
U of Zurich |
How Much Internalization of
Nuclear Risk Through Liability Insurance |
Anne Kleffner |
|
|
ARIA |
Xuanjuan Chen, Helen Doerpinghaus, BingXuan Lin, and Tong Yu |
U of North Carolina at Wilmington, U of South Carolina, and U of Rhode Island |
Catastrophic Losses and Insurer
Profitability: Evidence from 9/11 |
|
U of North Carolina at Charlotte |
Insurance Brokerage
Moderator: Henry Chiu, U of Manchester
|
|
Author |
Affiliation |
Paper Title |
Discussant |
Affiliation |
|
EGRIE |
Michael Sonnenholzner |
U of Erlangen-Nuernberg |
Insurance Brokers and Advice
Quality |
Peter Maas |
U of St. Gallen |
|
ARIA |
Peter Maas |
U of St. Gallen |
How Insurance Brokers Create
Value: A Functional Approach |
Michael Sonnenholzner |
U of Erlangen-Nuernberg |
|
EGRIE |
Neil Doherty and Alex Muermann |
U of Pennsylvania |
Brokers and the Insurance of
Non-verifiable Losses |
Larry Tzeng |
National Taiwan U |
Insurance Economics V
Moderator: Pierre
Picard,
Universite
Paris X -
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|
Author |
Affiliation |
Paper Title |
Discussant |
Affiliation |
|
EGRIE |
Christian Laux |
Goethe U Frankfurt |
Multiline Insurance and
Securitization: Bundling Risks to Reduce Moral Hazard |
Harris Schlesinger |
U of Alabama and U of Konstanz |
|
APRIA |
Ziyou Yu and Wu Jianjun |
Shanghai U of Finance and
Economics |
The Kuznets Hypothesis for the Income Elasticity of Insurance Demand and Economic Growth: An Empirical Analysis of the World Insurance Market |
Puneet Prakash |
Georgia State U |
|
EGRIE |
Stein-Erik Fleten and Snorre
Lindset |
Norwegian U of Science and
Technology |
Optimal Hedging Strategies for
Multi-period Guarantees in the Presence of Transaction Costs: A
Stochastic Programming Approach |
Svein-Arne Persson |
Norwegian School of Economics and
Business Administration |
Insurance Finance II
Moderator: Bill Panning, Willis Re
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|
Author |
Affiliation |
Paper Title |
Discussant |
Affiliation |
|
EGRIE |
Francesco Natale |
Bicocca U |
Testing for Risk Sensitivity in
the European Insurance Industry: Empirical Evidence from
Subordinated Debt Issues |
Richard Phillips |
Georgia State U |
|
ARIA |
Qiang Liu and Karen Epermanis |
U of Mississippi |