Isaac Newton Institute for Mathematical Sciences

Nonlinear and Nonstationary Signal Processing

July to December 1998

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

09.15 THE INSURANCE ANALYST'S TOOLBOX

09.30 A NEW TOOLBOX - THRESHOLD ANALYSIS FOR EXTREME VALUES

10.00-10.30

10.30-11.00

11.30 A NEW TOOLBOX - MODEL SELECTION

12.00-12.30

12.30-13.00

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

14.00 A NEW TOOLBOX- DEPENDENCE IN EXTREME VALUES

14.30-15.00

15.00-15.30

15:30 Tea and coffee / Question and answer sessions

16:00 COMMUNICATING UNCERTAINTY

16.30-17.00 Group Discussion and Summary

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