Research Conference

Monday 22 September 2008


From Convergence to Integration
Morton Lane

An Empirical Analysis of Risk Management in Australia and New Zealand Insurance 2008
John Evans

Empirical Analysis of Investor Utilities in Investment Choice
John Livanas
Presentation Paper

Fitting and Estimating Risk Dependence Using Copulas for Multivariate Data
Michael Sherris, John Van Der Hoek

Economic Capital for Reserve Risk, Underwritting Risk and Combined Risks – Volatilities,
Correlations and Risk Capital Allocation in the US PC Insurance Industry – A Cross-Industry Study with Recommendations

David Odell, Ben Zehwirth, Glen Barnnet
Presentation Paper

Estimating Economic Capital for Private Equity Positions
Dr Mark Johnston