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Thirsday, March 5

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Thirsday, March 5

9:00 - 12:15 INVITED Talks: Nikolai Kolev (Chairman)

9:00 - 10:00Jean-David Fermanian (ENSAE, France): About Conditional Copulas and the Simplifying Assumption

10:00 - 11:00Sabrina Mulinacci (Bologna University, Italy): State-Dependent Autoregressive Model for Nonlinear Time Series: Stationarity, Ergodicity and Estimation Methods

11:00 - 11:15 Coffee Break

11:15 - 12:15Ronald-Poon Affat (CEO of RGA, Brazil): Predictive Modeling Enabling Life Insurers to Participate in the Business Analytics Revolution

12:15 - 14:45 Lunch

14:45 - 18:00 SHORT COURSE

14:45 - 16:15Georgios Pitselis (University of Piraeus, Greece):

Claims Reserving Methods for one Run-off Triangle and for a Portfolio of Several Run-off Triangles (Part 1)

16:15 - 16:30 Coffee Break

16:30 - 18:00Georgios Pitselis (University of Piraeus, Greece):

Claims Reserving Methods for one Run-off Triangle and for a Portfolio of Several Run-off Triangles (Part 2)

18:00 - 20:00 POSTER SESSION: Victor Fossaluza (Chairman) 20:00 CONFERENCE DINNER

Friday, March 6

9:00 - 11:00 SHORT COURSE

9:00 - 11:00Gustavo Athayde (Banco Bradesco, Brazil):

Forecasting Volatilities, Correlations and Risk Factor Dynamics by Using Derivative Prices: A Forward-looking Approach Based on Market´s Mood 11:00 - 11:15 Coffee Break

11:15 - 12:15Closing Talk: Emilio Porcu (Trinity College Dublin, Ireland) Spatial Data Science: Past, Present and Future

12:15 Lunch and Leaving

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Poster Session 1: March 5, 18:00 - 20:00

Victor Fossaluza (Chairman)

P1. Vladimir Belitsky (IME-USP): On the Influence of Moderate Values of Individual Losses on the Extreme Value of Aggregate Loss in the Compound Poisson Distribution

P2. Nikolai Kolev (IME-USP): General Bivariate Frailty Models Based on Hazard Vector Components

P3. Cristiano Fernandes (PUC-RJ): Market Consistent Valuation of Financial Insurance Multivariate Claims with the use of Score Driven Models, Macroeconomic Factors and Copulas

P4. Victor Fossaluza (IME-USP):Impact of Antimicrobial Sales Restriction on Bacterial Resistance

P5. Renata Alcoforado (University of Lisboa, Portugal): A Public Micro Pension Programme in Brazil: Heterogeneity Among States and Setting up of Benefit Age Adjustment

P6. Leonel Lopes (Cass Business School, UK):Predicting Future Private Healthcare Costs Using Administrative Claims Data

P7. Andreza Palma (UFSCar): On the Subprime Crisis and the Latin American Financial Markets: A Regime Switching Skew-normal Approach

P8. Renan Alves (FGV-SP): Fiscal Multipliers in Brazil: A Mixed Frequency Approach

P9. Jose de Miranda (IME-USP): Maximum Entropy Distributions with a Given Energy Level

P10. Viviana Giampaoli (IME-USP):A Visual Proposal for the Evaluation of Mixed Logistic Regression Models

P11. Jesus Garcia (IMECC-UNICAMP): Title: Markov Model for Multiple Processes and Joint Modeling of Genomic Zika Sequences

P12. Rodrigo Targino (FGV-RJ): Modelling Dependence Within and Across Runoff Triangles for Claims Reserving

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