2009 Risk Theory Seminar

University of Texas at Austin

Austin, TX

April 24-26, 2009

To access papers, right-click on the title.

 Friday, April 24, 2008

Welcome Reception                                                              

Location: Interior Courtyard of ATT Conference Center

5:00-6:00         Informal Reception and Refreshments                      

Paper Presentations

Location: Room 203 of ATT Conference Center (on floor M-2)

6:00-7:15         Optimal Portfolio Selection when Constrained by Investment in a Mandatory Social Security Asset

                        Kim B. Staking, Colorado State University

7:15-8:30         Does Team Management Reduce Operational Risk: Evidence from the Financial Services Industry

                        Michaela Bar, University of Cologne

                        Conrad Ciccotello, Georgia State University

                        Stefan Ruenzi, University of Texas at Austin

Saturday, April 25, 2007

Paper Presentations

Location: Room GSB 2.126 of McCombs School of Business

8:00-9:15          Adverse Selection, Linear Pricing and Front-Loading in Annuity Markets

                        Casey Rothschild, Middlebury College

9:15 – 9:30      Coffee break

9:30-10:45       Moral Hazard and Health Insurance when Treatment is Preventive

                        S. Hun Seog, Korea Advanced Institute of Science and Technology (KAIST)

10:45 - 12:00   Point Record Incentives, Asymmetric Information and Dynamic Data

                        George Dionne, HEC Montreal

                        Jean Pinquet, University of Paris

Mathieu Maurice, HEC Montreal

Charles Vanasse, TD Asset Managment

12:00 – 1:15    Lunch Break

1:15 - 2:30       Can Purchasing Records Predict Risk?

                        Larry Tzeng, National Taiwan University

                        Kili Wang, Tamkang University

2:30 - 3:45       Catastrophes and Performance in Property Insurance Markets: A Comparison of Personal and Commercial Lines

Patty Born, Florida State University

Barbara Klimaszewski-Blettner, Ludwig Maximilians-Universitat Munchen

3:45 – 4:00      Refreshment break

4:00 - 5:15       Creditor Mandated Purchases of Corporate Insurance

                        Brian Cheyne, University of Pennsylvania

Greg Nini, University of Pennsylvania

5:15 – 6:00      Annual Business Meeting

Sunday, April 26, 2007

Paper Presentations

Location: Room GSB 2.126 of McCombs School of Business

8:00 - 9:15       Matching and Risk Classification in Insurance Markets with Intermediation

                        Jorg Schiller

9:15-10:30       Bequest Motives and the Annuity Puzzle

                        Lee Lockwood, University of Chicago