R. Cerchiara, M. Edwards, B. Verbrigghe, A. Gambini
Generalized Linear Models in Life Insurance: Decretements and Risk factor analysis under Solvency II

S. Corsaro, P.L. De Angelis, Z. Marino, F. Perla, P. Zanetti
Computational issues in internal models: the case of profit sharing life insurance policies

M. Fedor
Solvency II et selection du portefeuille d'actifs: approche theorique

W. Huerlimann
On the Optimal SST Initial Capital of a Life Contract

F. Krieter, D. Rau
Limited liabilities within a (re-)insurance group

L. Passalacqua
Optimal trade credit reinsurance programs with solvency requirements

S. Tanaka
On Japanese solvency standards: current situation and discussions for further reform

A. Battauz, M. De Donno, A. Sbuelz, M. Tolotti
Risk Tolerance Levels for Insurance Companies

G. Bugàr, R. Maurer, H. Thanh Vo
Gauging risk with higher moments: handrails in measuring and optimizing conditional value at Risk

M. Brogi
Regulation, Corporate Governance and Risk Management in Banks and Insurance Companies

F. Cesarone, A. Scozzari, F. Tardella
Efficient Algorithms for mean-variance portfolio optimization with Hard Real -World Constraints

M. Corradini, A. Gheno, C. Mottura
Swap Derivatives and Bounds for the Hedge Accounting Effectiveness Tes

M. Micocci, G. Masala, G. Cannas, G. Flore
Reputational Effects of Operational Risk Events for Financial Institutions

D. Bauer, D. Bergmann, R. Kiesel
On the risk neutral valuation on life insurance contracts with numerical methods in view

A. Cairns, T. Kleinow, S. Sahin, D. Wilkie
Revisiting the Wilkie Investment Model

E. Fraga Lima de Melo
Valuation of Participating Inflation Annuities with Stochastic Mortality, Interest and Inflation rates

T. Kleinow
Valuation and Hedging of Participating Life-Insurance Policies under Management Discretion

L. Koskinen, A. Luoma, A. Puustelli
Bayesian analysis of participating life insurance contracts

E. Vannucci, L. Vannucci
Analytic formulas for options embedded in life Insurance policies

I. Colivicchi, S. Mulinacci, E. Vannucci
A dynamic control strategy for pension plans in a stochastic framework

M. Di Giacinto, S. Federico, F. Gozzi, E. Vigna
Constrained portfolio choices in the decumulation phase of a pension plan

S. Federico
A Pension Fund Model with surplus: an infinite Dimensional Stochastic Control Approach

R. Gerrard, B. Hoigaard, E. Vigna
Choosing the optimal annuitization time post retirement

W. Horneff, R. H. Maurer, O. S. Mitchell, M. Z. Stamos
Money in Motion: Dynamic Portfolio Choice in Retirement

R. H. Maurer, C. Schlag, M. Z. Stamos
Optimal Life-Cycle Strategies in the Presence of Interest Rate and Inflation Risk

V. Reznik, U. Spreitzer
Double risks portfolio optimization problem for pensions funds

A.J. G. Cairns, D. Blake, K. Dowd
"Modelling and Management of Mortality Risk: A review"

M. Juillard, F. Planchet, P. Therond
Perturbations Extremes sur la dérive de mortalité anticipée. Application à un régime de rentes

S. Levantesi, M. Menzietti, T. Torri
Longevity bond pricing models: and application to the Italian annuity market an pension schemes

N. Nakagome, M. Kawaguchi
The longevity risk associated with the pension liability

Sharif
Planning for Retirement in the Emerging Socio Economic Scenario

S. Wills, M. Sherris
Integrating Financial and Demographic Longevity Risk Models: An Australian Model for Financial Applications

J. Iñaki De La Peña
An Actuarial Approach for Adjusted Forward Rates

R. Thomson
Modelling the Market in a risk-averse world

Gary Venter
Triangles in Life and Casualty

N. Savelli, G. Clemente
Modelling aggregate non-life underwriting risk:
Standard formula vs internal model