Stochastic Models in Insurance


Zbigniew Palmowski (Wrocław)
Hanspeter Schmidli (Köln)

Invited Speakers

Łukasz Delong (Warszawa): Instantaneous mean-variance hedging and instantaneous Sharpe ratio pricing in a regime-switching financial model, with applications to insurance
Holger Drees (Hamburg): How strongly do extreme losses cluster?
Claudia Klüppelberg (München): Statistical modelling and estimation of extreme observations in space and time
Tomasz Rolski (Wrocław): A stochastic model for reserves: Problems and conjectures