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DEN NORSKE AKTUARFORENING
FAGKOMITÉ SKADE INVITERER TIL SEMINAR
«ENTERPRISE RISK MANAGEMENT»
MANDAG 2. MAI 2016 KL 09:00 – 16:15
STED: FELIX KONFERANSESENTER, BRYGGETORGET 3, OSLO
NB: Seminaret vil bli holdt på engelsk!
Deltakerne bes om å svare på spørsmålene i følgende surveymonkey link noen uker før
seminaret: https://fr.surveymonkey.com/s/DLG9TFV. Resultatene presenteres og
diskuteres under seminaret.
Program:
09:00 – 09:15
Welcome and introduction
v/ Astrid Seltmann, leder fagkomité skade
09:15 – 10:15
Enterprise Risk Management (1)
General introduction to ERM
v/ Stéphane Loisel
10:15 – 10:30
10:30 – 11:30
Pause
Enterprise Risk Management (2)
Endogenous risk, correlation crises and risk aggregation
v/ Stéphane Loisel
11:30 – 12:30
12:30 - 14:15
Lunch
Enterprise Risk Management (3)
Monitoring P&C risks: optimal change-point detection strategies
v/ Stéphane Loisel
14:15 - 14:30 Pause
14:30 - 16:00 Enterprise Risk Management (4)
Attitudes w.r.t. risks and models; survey results; Q&A’s
v/ Stéphane Loisel
16:00 - 16:15 Summing up
v/ Astrid Seltmann
DEN NORSKE AKTUARFORENING
Priser
Seminaret, inkludert lunsj, koster kr 2.500,- for DNA medlemmer, kr 500,- for
aktuarstudenter, universitetsansatte og DNA pensjonister og kr 3.500,- for øvrige.
Påmelding
Bindende påmelding innen 15. april på www.aktfor.no , eller til Jens Christensen i
sekretariatet til e-postadresse [email protected]
Ved påmelding, oppgi: navn, selskap, adresse, telefonnummer, e-postadresse og om du er
medlem av DNA. Prinsippet ”førstemann til mølla” blir benyttet.
Om foredragsholderen:
Stéphane Loisel
Stéphane Loisel holds a PhD in applied mathematics from University of Lyon, a MSc in actuarial
science and finance, and is a fellow and former member of the board of the Institut des Actuaires.
He is now full professor at ISFA, Université Lyon 1. He was visiting professor at ORIE, Cornell
University in 2014 and has been lecturing for several years in Université Paris 6 and ENSAE.
Associate Editor of IME, MCAP, BFA, Risks and co-editor of EAJ, Stéphane's main research interests
include ruin theory with dependent risks, Solvency II, regulation and ERM, as well as longevity risk
and customer behaviour in insurance. Stéphane is the coordinator of the ANR 4-year research
project LoLitA (Longevity with Lifestyle Adjustments) and of the research chair Actuariat Durable.
He received the SCOR PhD award in 2005, the Lloyd's Science of Risk runner-up prize (insurance
and financial markets category) in 2011 and the Hachemeister prize in 2013. A board and audit
committee member of insurance group April, Stéphane also serves on the CERA review panel and
is the scientific director of the French CERA program. He is also a member of the board of
insurance company Axéria Prévoyance and of the validation advisory committee of SCOR.