2008 Risk Theory Seminar

Colorado State University

Fort Collins

April 25-27

 

Local accommodations and travel

 

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Program

 

Friday, April 25, 2008

 

Welcome Reception                                                              

 

4:30-6:00         Informal Reception and Refreshments                      

 

Papers (To view or download, select the title)

 

6:00-7:15         Legal Errors and Liability Insurance

 

                        Vickie Bajtelsmit, Colorado State University

                        Paul Thistle, University of Nevada Las Vegas

                                               

7:15-8:30         Competition among rating agencies and information disclosure

 

                        Neil A. Doherty, University of Pennsylvania

 Anastasia Kartasheva, University of Pennsylvania

                        Richard D. Phillips, Georgia State University           

 

Saturday, April 26, 2007

 

Papers

 

8:00-9:15         Catastrophe Insurance and Optimal Investment

 

                        Sheen Liu, Washington State University, Vancouver

                        Gene Lai, Washington State University, Pullman

 

9:15 – 9:30      Coffee break

 

9:30-10:45       Optimal Sharing of Labor Productivity Risks and Mix of Pay-As-You-Go and Savings

 

                        Debora Kusmerski, University of Amsterdam and Tinbergen Institute                    


10:45 - 12:00   Actuarial Applications of a Hierarchical Insurance Claims Model

 

                        Edward W. Frees, University of Wisconsin

                        Peng Shi, University of Wisconsin

                        Emiliano A. Valdez, University of Connecticut

 

12:00 – 1:15    Lunch Break

 

1:15 - 2:30       Crowding Out under Medicaid’s Presumptive Eligibility

 

                        Richard J. Butler, Brigham Young University

                        William G. Johnson, Arizona State University

 

2:30 - 3:45       Optimal Capital Allocation

 

                        George Zanjani, Federal Reserve Bank of New York

 

3:45 – 4:00      Refreshment break

 

4:00 - 5:15       The Impact of Individual Investment Behavior for Retirement Welfare: Evidence from the U.S. and Germany

 

                        Thomas Post, Humboldt-Universität zu Berlin

                        Helmut Gründl, Humboldt-Universität zu Berlin

                        Joan T. Schmit, University of Wisconsin

                        Anja Zimmer, Humboldt-Universität zu Berlin

 

5:15 – 6:00      Annual Business Meeting

 

 

Sunday, April 27, 2007

 

Papers

 

8:00 - 9:15       Costly External Financing and the Capital Shock Theory of the Insurance Cycle

 

                        S. Hun Seog, Korea Advanced Institute of Science and Technology (KAIST)

                        Sunae Lee Korea Advanced Institute of Science and Technology (KAIST)

 

9:15-10:30       Financial Integration and Scope Efficiency post Gramm-Leach-Bliley

 

                        Yuan Yuan, University of Wisconsin – Whitewater

Richard D. Phillips, Georgia State University