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Day (-2)  June, 4th 2016 Day (-1) June, 5th 2016 Day 1 - June, 6th 2016 Day 2 - June, 4th 2016
  IBERIAN CONGRESS OF ACTUARIES (Overview)
 
Participants and Accompanying Persons Participants and Accompanying Persons Participants
Accompanying Persons 
Participants
Accompanying Persons
08:30-09:00 Register
09:00-09:30     Opening Session      
09:30-10:00

Optional Tour

(min. 20 persons)

Vila Vicosa (Palace, Lunch at Pousada Vila Vicosa), visit Monsaraz, sleeping at Evora (4* hotel).

 

Guided visit to Evora, lunch and return to Lisbon.




PlenarySession

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Optional Tour

CANCELLED

Free Time

Optional Tour 

Choose between:

1 - Tour1: Lisbon, Sintra , Cascais, including lunch.

2- Tour 2: Arrabida, Azeitao ( Caves JMFonseca - wine cellars  + Tiles painting).




Plenary Session 

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Optional Tour

CANCELLED

Free Time

Social Program for Accompaining Persons

(half-day tour)

Mafra (Monastery + Park) including lunch.

min. 20 persons.



10:00-10:30
10:30-11:00 Coffee Break Coffee Break
11:00-11:30

Session I
+
Session II

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Session V
+
Session VI

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11:30-12:00
12:00-12:30

Session VII
+
Session VIII

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12:30-13:00
13:00-13:30 Lunch

PlenarySession

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13:30-14:00
14:00-14:30  Plenary Session

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Lunch







1430-15:00
15:00-15:30

Session III
+
Session IV

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Please go to ISEG for Lisbon tour

 

15:30-16:00
16:00-16:30 Prepare to leave ISEG Prepare to leave ISEG
16:30-17:00

Lisbon Tour by electric Tuk-Tuk 

Lisbon Tour by electric Tuk-Tuk

17:00-17:30
17:30-18:00
18:00-18:30
18:30-19:00











19:00-19:30  Gala Dinner (note 1)
Gala Dinner (note 1)
19:30-20:00
20:00-20:30
20:30-21:00
21:00-21:30
21:30-22:00

note 1: There is no transport after dinner. Dress code is business casual. Dinner will be at Pousada de Lisboa, Praça do Comércio, in downtown Lisbon.


Day 1 - June, 6th 2016
  CONGRESSO IBÉRICO DE ACTUÁRIOS (Presentations)
 
08:30-09:00 Register
09:00-09:30 Opening Session - Presidents' Presentations [Auditório Caixa Geral de Depósitos]
09:30-10:00

 Plenary Session [Auditorium Caixa Geral de Depósitos]
Invited Speaker  Prof. Jean Lemaire   see cv >

Pres: Alfredo Egídio dos Reis
“Retirement of Baby-Boomers in the USA: A Disaster in the Making
 

10:00-10:30
10:30-11:00 Coffee Break
11:00-11:30

Session I - [Auditorium Caixa Geral de Depósitos]

Pres: Ana Martins Pereira

Pensions Funds and Public Pensions Systems

a) Francisco Humberto Simões Magro - “Gestão do risco atuarial nos RPPS do Brasil.”

b) Cidália Tomás, Lourdes Afonso, Pedro Corte Real - “Intervalos de confiança para rendas vitalícias : aplicacão a Fundos de Pensões.”

Session II - [Auditorium 3]

Pres: Onofre Simões

Risk Management 1

a) Jessica Donadio - “Asset allocation to prevent unexpected large losses in an Extreme Value Theory framework.”

b) Marie Kratz, Yen Hsiao Lok, Alexander McNeil - “Backtesting ES : a simple multinomial test.”

c) Alois Gisler - “The chain-ladder uncertainites revisited.”

11:30-12:00
12:00-12:30
12:30-13:00
13:00-13:30 Lunch 
13:30-14:00
14:00-14:30

Plenary Session [Auditorium Caixa Geral de Depósitos]
 Orador Convidado: Alfred Ghodes   see cv >

 Pres: José Manuel Mendinhos
 “Who needs International Actuarial Standards?”

a. Can standards help actuaries?
b. IAA strategy for
i. International Actuarial Standards (ISAPs) and
ii. International Actuarial Notes (IANs) 
c. ISAPs are model standards – what does this mean?
d. The making of ISAPs 
i. The IAA Due Process
ii. Criteria for inclusion as guidance
iii. Content 
e. ASC activity 
i. to date 
ii. agenda
f. Composition of the ASC
g. Questions / Discussion

1430-15:00
15:00-15:30

Session III - [Auditorium Caixa Geral de Depósitos]

Pres: João Andrade e Silva

Risk Management 2

a) Pedro Corte Real, Lurdes Afonso - “Using weighted distributions to model Operational Risk.”

b) Michael Fackler - “How Societies Manage Risks.”

 

Session IV - [Auditorium 3]

Pres: Onofre Simões

 Behavioural Risk

a) Colm Fitzgerald - “Herd-like behaviour as a source of risk.”

b) Colm Fitzgerald - “Assessing psychological attitudes to risk taking and risk management.”

15:30-16:00
16:00-16:30 Prepare to leave ISEG
16:30-19:30

Lisbon Tour by electric Tuk-Tuk

19:30-22:00 Gala Dinner (nota 1) -  Gala Dinner - Drinks and Dinner at Pousada de Lisboa.

note 1: There is no transport after dinner. Dress code is business casual. Dinner will be at Pousada de Lisboa, Praça do Comércio, in downtown Lisbon.

 


Day 2 - June, 7th 2016
  CONGRESSO IBÉRICO DE ACTUÁRIOS (Presentations)
 
09:30-10:00

Plenary Session [Auditorium Caixa Geral de Depósitos]
Orador Convidado: Prof. Jean Lemaire   see cv >

Pres: Alfredo Egídio dos Reis
“The future of bonus-malus systems”

 

10:00-10:30
10:30-11:00 Coffee Break
11:00-11:30

Session V -  [Auditorium Caixa Geral de Depósitos]

Pres: Rui Cardoso

Risk and Ruin Theory

a) Lourdes Afonso, Rui M.R. Cardoso, A. Egidio dos Reis, Gracinda R. Guerreiro - “The impact of Bonus malus systems in finite and continuous time ruin probabilities in motor insurance considering an open versus a closed portfolio.”

b) Eugenio V. Rodríguez-Martínez, Agnieszka I. Bergel, Alfredo D. Egídio dos Reis - "On a Phase-Type dual risk model.”

 

 Session VI -  [Auditorium 3]

Pres: Rafael Moreno

Reverse Mortgage

a) Bruno Rodrigues Vaz, Rui M. R. Cardoso - “Reverse Mortgage em Portugal - uma abordagem atuarial.”

b) Amancio Betzuen, Amaia Jone Betzuen - “Calibración y gestion de la probabilidade de pérdida para el emissor de una hipoteca inversa por los riesgos asunidos.”

11:30-12:00
12:00-12:30

Session VII -  [Auditorium Caixa Geral de Depósitos]

Pres: Rui Cardoso

Life and Mortality

a) Rute Marisa Lopes Ferreira, Onofre Alves Simões - “Estudo da Heterogeneidade nas Populações de Portugal e Espanha.”

b) Eunice Alexandra Madeira Balau, Onofre Alves Simões - “Premiums and reserves in life insurance : the Worst-Case scenario and Solvency II.”

 

Session VIII -  [Auditorium 3]

Pres:  Amancio Betzuen

Insurance and Legislation

a) Rafael Moreno Ruiz, Eduardo Trigo Martínez, Olga Gómez Pérez-Cacho - “Análisis actuarial de la indemnización por necesidad de ayuda de tercera persona prevista en la Ley 35/2015.”
 
b) Ana Margarida Silva Luís, Rui R M Cardoso - “Impacto da nova Lei de Acidentes de Trabalho.”
12:30-13:00
13:00-13:30

Plenary Session [Auditorium Caixa Geral de Depósitos]

Pres: José Manuel Mendinhos

Prof. José Almaça, Presidente da Autoridade de Supervisão de Seguros e Fundos de Pensões (ASF)

13:30-14:00
14:00-14:30

Lunch

1430-15:00