Program for stream Insurance and Pension Risk Management

MA-34: Risk Management for Insurance
Stream: Insurance and Pension Risk Management
Room: SOUTH BUILDING UV S113 (building 0)
Chair(s): Susanna Levantesi

• Enterprise risk management and economies of scale and scope: evidence from the German insurance industry
  Thomas Berry-Stoelzle, Muhammed Altuntas, John David Cummins
• Benchmark loss distributions in insurance regulation
  Cosimo Munari, Valeria Bignozzi, Matteo Burzoni
• Securities lending in insurance
  Enrico Biffis

MB-34: Pension Schemes and Risk Taking
Stream: Insurance and Pension Risk Management
Room: SOUTH BUILDING UV S113 (building 0)
Chair(s): Massimiliano Menzietti

• Peer effects in risk taking: evidence from Germany
  Sophie-Madeleine Roth, Mark J. Browne, Annette Hofmann, Andreas Richter, Petra Steinorth
• Annuity risk management by longevity swaps in minimal Martingale measure
  Tadashi Uratani
• Pension Schemes versus Real Estate
  Valeria D Amato, Emilia Di Lorenzo, Steven Haberman, Marilena Sibillo, Roberto Tizzano
• Adjustment mechanisms for notional defined contribution pension systems
  Susanna Levantesi, Massimiliano Menzietti