Organisers: W J Fitzgerald (Cambridge), R L Smith (University of North Carolina), A Walden (Imperial College, London) and P C Young (Lancaster University)

Isaac Newton Institute for Mathematical Sciences / Tsunami

Workshop on New Statistical Methods for Use in Insurance

09:00 to 17:00 Thursday 26 November

Attendance is open to interested workers but they are asked to contact either Richard Smith or James Orr

09.00 INTRODUCTION

Dr Dougal Goodman (British Antarctic Survey)

09.15 THE INSURANCE ANALYST'S TOOLBOX

Andrzej Czernuszewicz (Lloyd's of London, Market Risk Unit)

09.30 A NEW TOOLBOX - THRESHOLD ANALYSIS FOR EXTREME VALUES

Professor Richard Smith (North Carolina)

10.00-10.30

Pavlos Papachristos (Benfield Greig)

10.30-11.00

Question and Answer Session

11.30 A NEW TOOLBOX - MODEL SELECTION

Simon Pollack (DP Mann)

12.00-12.30

Dr Bill Fitzgerald (Cambridge)

12.30-13.00

Group Discussion

13:00 Lunch in Wolfson Court Dining Room. adjacent to the Newton Institute

14.00 A NEW TOOLBOX- DEPENDENCE IN EXTREME VALUES

Anthony Ledford (Surrey)

14.30-15.00

Julian Beardsworth (CGU Group)

15.00-15.30

Professor Peter Young (Lancaster)

15:30 Tea and coffee / Question and answer sessions

16:00 COMMUNICATING UNCERTAINTY

Break-up Sessions

16.30-17.00 Group Discussion and Summary

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