Felix Meritis (Shaffy room)
Keizersgracht 324
1016 EZ Amsterdam
tel. +31 (0)20 626 23
Program - November 2, 2006
| 09.30 - 09.45 | Antoon Pelsser, ING Group and University of Amsterdam and Joost Driessen, University of Amsterdam and Netspar Welcome and Introduction
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| 09.45 - 11.00 |
Hans Bühlmann, ETH Zürich and
Mario Wüthrich, ETH Zürich Multidimensional actuarial valuation
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| 11.00 - 12.00 |
Torsten Kleinow, Heriot-Watt University Edinburgh Fair Valuation of with-profit insurance contracts with interest rate quarantees
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| 12.00 - 13.00 | Lunch
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| 13.00 - 14.00 | Guus Boender, Ortec and Hens Steehouwer, Ortec Presentation
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| 14.00 - 15.00 |
John Hele, deputy CFO - ING Group How the stock market may view market-consistent valuations
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| 15.00 - 15.30 | Break
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| 15.30 - 16.30 |
Niels Kortleve, PGGM Market-consistent ALM for pension funds |
| 16.30 - 17.30 | Antoon Pelsser, ING Group & University of Amsterdam Utility-based pricing of insurance contracts |
| 17.30 - 18.30 | Drinks
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