Modern Problems in Insurance Mathematics

International Cramer Symposium on Insurance Mathematics.- Harald Cramer and Insurance Mathematics.- 100 Years of the Scandinavian Actuarial Journal.- A Note on Gerber–Shiu Functions with an Application.- Improved Asymptotics for Ruin Probabilities.- Exponential Asymptotical Expansions for Ruin Probability in a Classical Risk Process with Non-Polynomial Perturbations.- Asymptotics of Ruin Probabilities for Perturbed Discrete Time Risk Processes.- Coherent Risk Measures under Dominated Variation.- Estimation of the Ruin Probability in Infinite Time for Heavy Right-Tailed Losses.- A Simulation-Based ALM Model in Practical Use by a Norwegian Life Insurance Company.- Predicting Future Claims Among High Risk Policyholders Using Random Effects.- Disability Insurance Claims Study by a Homogeneous Discrete Time Alternating Renewal Process.- Analysis of the Stochasticity of Mortality Using Variance Decomposition.- The Impact of Stress Factors on the Price of Widow’s Pensions.- The Design of an Optimal Bonus-Malus System Based on the Sichel Distribution.- Bonus-Malus Systems in Open and Closed Portfolios.- Large Deviations for a Damped Telegraph Process.- Probabilistic Choice with an Infinite Set of Options – an Approach Based on Random Sup Measures.- Generalisation of the Damping Factor in PageRank for Weighted Networks.- Asian Options, Jump-Diffusion Processes on a Lattice and Vandermonde Matrices.- Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model.