Research & Faculty
Department of Finance and Management Science
Program
October 29-30, 2008 |
Program
Wednesday October 29
| Time | Venue | Activity | Author/s | Seminar Title |
|
12:00 – 12:55 |
Karl Borch's Aud. |
Registration, lunch & coffee |
|
|
|
12:55 – 13:00 |
“ |
Welcome |
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|
13:00 – 13:45 |
“ |
Keynote |
On the prudence of the actuary and the courage of the gambler (entrepreneur) |
|
|
13:45 – 14:15 |
“ |
Session 1 – pres. 1 |
||
|
14:15 – 14:45 |
“ |
Session 1 – pres. 2 |
|
|
|
14:45 – 15:00 |
“ |
Coffee break |
|
|
|
15:00 – 15:45 |
“ |
Keynote |
Optimal control with partial information for stochastic Volterra equations |
|
|
15:45 – 16:15 |
“ |
Session 2 – pres. 1 |
Jostein Tvedt |
|
|
16:15 – 16:45 |
“ |
Session 2 – pres. 2 |
Valeri Zakamouline |
|
|
16:45 – 17:00 |
“ |
Coffee break |
|
|
|
17:15 |
|
Bus transport to Neptun Hotel |
|
|
|
19:00 |
TBA |
Dinner |
|
Thursday October 30
| Time | Venue | Activity | Author/s | Seminar Title |
|
09:00 – 09:45 |
Karl Borch's Aud. |
Keynote |
Management of Financial and Demographic Risk in Life Insurance and Pensions |
|
|
09:45 – 10:15 |
“ |
Session 3 – pres. 1 |
An Arbitrary Benchmark CAPM: |
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|
10:15 – 10:45 |
“ |
Session 3 – pres. 2 |
||
|
10:45 – 11:00 |
“ |
Morning coffee break |
|
|
|
11:00 – 11:45 |
“ |
Keynote |
Arbitrage bounds on the prices of vanilla options and variance swaps |
|
|
11:45 – 12:15 |
“ |
Session 4 – pres. 1 |
Events of small but positive probability and a version of the fundamental theorem of asset pricing |
|
|
12:15 – 12:45 |
“ |
Session 4 – pres. 2 |
How uncertainty due to adverse selection and wage affects insurance liabilities |
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|
12:45 – 13:45 |
NHH refectory |
Lunch |
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|
13:45 – 14:15 |
“ |
Session 5 – pres. 1 |
What is the Economic Value of Backdating Executive Stock Options? |
|
|
14:15 – 14:45 |
“ |
Session 5 – pres. 2 |
||
|
14:45 – 15:30 |
“ |
Keynote |
How suboptimal are linear sharing rules? |
|
|
|
“ |
Conference close |
There are a total of 15 presentations. Five of these are by guest speakers and will be 45 minutes in duration (including questions) and the remaining 10 presentations will be 30 minutes in duration (including questions).
