2011

Harry Bensusan (Prix jeunes docteurs), Ecole Polytechnique
"Risques de taux et de longévité : Modélisation dynamique et applications aux produits dérivés et à l'assurance vie"

Mouna Daya-Viossat (Prix jeunes actuaires), CEA
"Marge de risque pour un assureur Non-Vie sous Solvabilité II – Calculs pratiques de l’approche coût du capital"

ITALIE

Mauro Piccinini, La Sapienza University - Roma
"Il controllo del rischio in Solvency II: nuovi criteri per valutare e gestire l’impresa di assicurazione” ("Risk control in Solvency II: new criteria for the evaluation and management of an insurance company")"

Andrea Tronconi, Sacred Heart Catholic University of Milan
"Models for capital requirements in Swiss Solvency test for underwriting premium risk"
 

ROYAUME-UNI

Gaurang Mehta, Cass Business School at City University
"Solvency II - is it a Panacea?"

Malik Kasmi, Heriot-Watt University
"Bayesian Modelling of Outstanding Liabilities in Non-Life Insurance"

2010

Julie Gamonet (Prix jeunes actuaires), CEA
"Modélisation du risque opérationnel dans l'assurance"

Manuel Plisson (Prix jeunes docteurs), Université Paris Dauphine
"Assurabilité et développement de l'assurance dépendance"

ALLEMAGNE

Frederik Ruez, University of Ulm
"The Impact of Stochastic Volatility on Pricing, Hedging and Hedge Efficiency of Guaranteed Minimum Withdrawal Benefits for Life Contracts"

Ramona Maier, University of Tübingen
"Stochastische Methoden zur Quantifizierung von versicherungstechnischen Risiken und Kreditrisiken"

Wiltrud Weidner, University of Ulm
"Modelling and Management of non-linear dependencies – an application for stress testing"

ITALIE

Fabio Moraldi, Universita Cattolica del Sacro Cuore di Milano
"The Evaluation of the cost of claims in Property and the assessment of risk capital"

Federico Guerreschi, Università Cattolica del Sacro Cuore di Milano
"Longevity Risk and mortality table"
 

ROYAUME-UNI

Tom Hoad, City University London
"Insurance Contract Credit Default Swaps"

Jennifer Healy, Edinburgh’s Heriot Watt University
"Multifactorial Genetic Disorder and Market Withdrawal"

2009

Bassem El-Hachem et Charles-Marie Delpuech, ENSAE
"Evaluation de tranches de CDO sur un portefeuille de LCDS"

Grégory Dekimpe, Université Catholique de Louvain
"Variable Annuities : transfert d'une partie du risque de longévité au client"

Rivo Randrianarivony, Université Claude Bernard - Lyon 1
"Prise en Compte des Discontinuités de Cours Financiers en Assurance et Finance"

ALLEMAGNE

Dipl.-Math. oec. Anja Bettina Blatter, Fakultät für Mathematik, Universität Karlsruhe (TH)
"Optimal control and dependence modeling of portfolios with Lévy dynamics"

Dr. Stefan Pohl, Universität zu Köln
"Hauptfälligkeitsstorno in der Kraftfahrtversicherung"

Gregor Svindland, Ludwig-Maximilians-Universität München
"Convex Risk Measures Beyond Bounded Risks"

ITALIE

Elena Pizzocaro, Universita Cattolica del Sacro Cuore di Milano
"La Valutazzione della Riserva Sinistri: Impiego di Modelli Lineari Generalizzati" (1st Part)
(2nd Part)

Erika ULRICH, Università Cattolica del Sacro Cuore di Milano
"Moderni sviluppi degli studi sulla sopravvivenza"

2008

Mathieu Rosenbaum, University of Paris Est
"Study of some statistical estimation problems in finance"

Blaise Bourgeois / Gwendal Pougnet, Centre for actuarial studies
"Reinsurance and financial technique of risk transfer – the example of the ‘mortality bond’
: a bond indexed on the mortality risk"

Louis Margueritte / Jean-Baptiste Nessi, ENSAE
"Modelling raw materials markets, valuation of its by-products"

ALLEMAGNE

Daniel Bauer, University of Ulm
"Stochastic Mortality Modelling and Securitization of Mortality Risks"

Martin Riesner, University of Ulm
"Unit-Linked Life Insurance Lévy-Process Financial Markets-Modelling"

ITALIE

Loredana Conterno
"Models for pricing automobile liability and effects of the Bersani law on
the bonus-malus pricing method"

Bruno Bui
"Dynamic investment fund protection characteristics and comparisons"

ROYAUME-UNI

Dhruv Haria, City University London
"Pricing New Risks or insurance products in a Bayesian framework"

Ken Su, City University London
"Modelling utility under uncertainty: further along the alternative path"

2007

Pierre Thérond, Institut de Sciences Financière et d’Assurances (ISFA)
"Mesure et gestion des risques d’assurance : analyse critique des futurs référentiels
(Measuring and managing insurance risks: a critical analysis of future standards)"

Géraldine Krauth, Conservatoire National des Arts et Métiers (CNAM)
"Provisionnement et corrélation entre branches
(Reserving and correlations between branches)"

ITALIE

Brunella Lando, Università del Sannio, Benvenuto
"Un modello stocastico per il calcolo della riserva sinistri nell’ottica Solvency II:
Il modello di Mack
(A stochastic model for the valuation of loss reserves in the Solvency II framework:
The Mack model)"

Isabella Silvestri, Università Cattolica del Sacro Cuore, Milan
"La valutazione della riserva sinistri nelle assicurazioni danni :
metodi attuariali deterministici e stocastici
(The valuation of loss reserves in property and casualty insurance:
deterministic and stochastic actuarial models)"

ROYAUME-UNI

Jonathan Richardson, Cass Business School, City University London
"The shape of things to come: the effect of obesity on mortality rates in the UK"

George Aristides, Cass Business School, City University London
"Modelling utility under uncertainty: further along the alternative path"

2006

Corinne Stoffel, Université Catholique de Louvain Institut des Sciences Actuarielles
Prix des jeunes actuaiares
"Fair Value et Risque de Défaut en Assurance Vie"

Arthur Charpentier, Katholieke Universiteit Leuven
Prix des jeunes docteurs
"Dependence structures and limiting results,with applications in finance and insurance."

ALLEMAGNE

Nicolas Vogelpoth, Universität München
"Some Reults on Dynamic Risk Measures"

2. Preis, Jens Martin Dittmer, Universität Hamburg
"Nächste-Nachbarn-Verfahren zur Reservierung von Einzelschäden"

2. Preis, Dominik Kortschak, Technische Universität Graz
"Zufällige Quasi Monte Carlo Methoden zur Simulation seltener Ereignisse"

2. Preis, Katharina Zaglauer, Universität Ulm
"Risk Neutral Valuation of Participating Life Insurance Contracts in a Stochastic Interest Rate Environment"

ITALIE

Davide Canestraro, Universita' degli Studi di Firenze
"Metodologie di Pricing per le Riassucurazzioni non Proporzionali: Il Modello di Pareto"

Andrea Marelli, Università Cattolica del Sacro Cuore - Milano
"L’Effetto della Dipendenza dei Rischi sui Requisiti Patrimoniali di una Compagnia di Assicurazione Danni"

ROYAUME-UNI

Claire Dudley, Heriot-Watt University, Edinburgh
"Bayesian Analysis of an Aggregate Claim Model Using Various Loss Distributions"

Hugo Borginho, Case Business School, City University, London
"DFA Models as a tool for solvency"

2005

Stéphane Loisel, Université Lyon I
"Contribution à l’étude de processus univariés et multivariés de la théorie de la ruine"

Antoine Delwarde, Université de Louvain
"Modèle log-bilinéaire pour l’élaboration de tables de mortalité prospectives"

Pierre Vendé, ESSEC
"Couvertures Indicielles en Réassurance Cat :Prise en compte de la dépendance spatiale dans la tarification "

ALLEMAGNE

Sandra Gaisser, University of Ulm - Diploma Thesis in Mathematics
"Stochastic Mortality Models and Securitization in Life Insurance"

Jörn Dunkel, Humboldt University of Berlin - Diploma Thesis in Mathematics
"Effiziente Monte-Carlo-Methoden für konvexe Risikomaße (Efficient Monte-Carlo Simulations for convex risk-values)"

Maike Stritt, University of Ulm - Diploma Thesis in Mathematics
"Aktuarielle Analyse der Ausscheideordnungen in der betrieblichen Altersversorgung (Actuarial Analysis of decrement tables in employee benefit schemes)"

ITALIEFederico Lama, Università degli Studi di Roma
"Il controllo della gestione finanziaria nei fondi pensione"

Massimo Longinotti, Università Cattolica del Sacro Cuore di Milano - Facoltà di Scienze Bancarie e Assicurative
"Il Solvency II ed il Controllo della Stabilità d'Impresa nelle Assicurazioni Danni"

ROYAUME-UNI

Linda Kozlowska, Cass Business School, City of London
"Modelling Extreme Values with reference to River Flooding"

Aris A. Galiotos, Heriot-Watt University / University of Edinburgh
"Stochastic Volatility Models with Jumps"

2004-2000

2000
"Les événements naturels en France : étude du risque tempête pour une compagnie d'assurance"

2001 - Aurélie Gaumet
"Construction de tables d'expérience pour l'entrée et le maintien en incapacité"

2001 - David Le Page
"Modélisation du risque de défaut : une approche intensité"

2002 - Olivier Belguise
"Tempêtes : Etude des dépendances entre les branches auto et incendie avec la théorie des copulas"

2002 - Frank Bien
"Essais en économie de la santé et assurance"

2003 - Hélène De Cayeux-Denis et Guillaume Autier, ENSAE - Commission de Contrôle des Assurances
"Garanties implicites dans les contrats d'assurance-vie en euro"

2003 - Pauline Barrieu, London School of Economics
"Produits dérivés météorologiques et environnement"

2004 - Karim Cheikh Benani
"Mesures de risque de marché et préférabilité universelle"

2004 - Olivier Le Courtois
"Impact des évènements informatifs sur l'activité financière des entreprises"

ALLEMAGNE

2002 - Johanna I. Gaier
"Asymptotische Ruinwahrscheinlichkeit und optimale Investition für einen Versicherer"

2003 - Alexander Kling
"Analyse und Bewertung der Beitragsfreistellungsoptionen bei Riester - Investmentfonds - Sparplänen"

2003 - Andreas Reuß
"Statistische Prognose zum Stornoverhalten von Kraftfahrzeug-Versicherungsnehmern in Deutschland"
(Statistical Prediction of Cancellation Behaviour among Holders of Motor Insurance Contracts in Germany)

2003 - Claudia Garschhammer
"Ein stochastisches Modell zur Ertragsoptimierung eines Sachversicherers"

2004 - Mr Florian Helms
"Estimating LTC Premiums using GEE's for Pseudo-Values"

2004 - Mr Gregor Mummenhoff
"Evaluation of insurance risks by means of the equivalent value principle"

ITALIE2000 - Roberto Malattia
"Procedimenti ricorsivi per valutazioni su sistemi Bonus-Malus con franchigia e non"

2000 - Tiziana Frassinesi
"Modelli per la rappresentazione del comportamento fraudolento nei rapporti assicurativi"

2001 - Cristiano Cimpanelli
"Index Linked, soluzioni assicurative alla rischiosità del mercato azionario"

2001 - Simona Parise
"La valutazione dell' embedded value in una compagnia di riassicurazione sulla vita"

2002 - Laura Malgieri
"Particolari applicazioni nelle assicurazioni dei rischi catastrofali"

2002 - Stefano Calcina
"Modelli con eterogeneità per la tariffazione in base all’esperienza"

2002 - Chiara Parrini
"Il criterio della probabilità di rovina come strumento di gestione del rischio: modelli classici e nuove tecniche finanziarie"

2002 - Fabrizio Miola
"Aspetti attuariali degli standard contabili internazionali per le assicurazioni vita"

2003 - Michela Berrichillo
"Effetto della Riassicurazione tradizionale e finanziaria sul livello di solvibilità di una compagnia di assicurazione danni"

2003 - Ivana Di Dio
"Verso standard contabili internazionali per le assicurazioni vita. Aspetti attuariali"

2003 - Valentina Tulli
"L’influenza dei test genetici sull’underwriting dell’assicurazione vita"

2004 - Sara CASTELLI
"Extreme value theory ed una sua applicazione nel campo dell’assicurazione incendio"

2004 - Francesco MAGGINA
"Politiche riassicurative: la convenienza ai diversi trattati di riassicurazione"

2004 - Marta SCOTTI
"Tariffe Bonus-Malus per l’RC Auto e gli effetti sul livello di solvibilità"

ROYAUME-UNI

2003 - Miss Jennifer Sharon Griffith
"A model for the cost of pooling scheme for genetic information and critical illness Insurance"

2003 - Miss Maria Charalambous
"Modelling mortality by the age and year of death"

2004 - Enrico Biffis
"New Accounting Standards : The Fair Value of Life Insurance Liabilities"

2004 - Pavel Huerta Uribe
"Lookback Endowment Assurance for Mutual Fund Investment"

2004 - Yew Khuen Yoon
"Modelling Operationnal Risk in Financial Institutions using Bayesian Networks"