Program

Day 1
8:30 – 9:00	Registration
9:00 – 9:10	Opening remarks
9:10 – 9:50	David Dickson (University of Melbourne) Thirty-five years of ruin theory
9:50 – 10:30	Hansjörg Albrecher (Université de Lausanne) Optimal ratcheting of dividends in insurance
10:30 – 11:00	Coffee Break
11:00 – 11:40	Kostya Borovkov (University of Melbourne) The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem
11:40 – 12:20	Alfredo Égidio dos Reis (Universidade de Lisboa) Ruin probabilities and capital requirement for open automobile portfolios with a Bonus‐Malus System based on claim counts
12:20 – 1:40	Lunch
1:40 – 2:20	Jackie Li (Macquarie University) Bayesian vine copula modelling for actuarial applications
2:20 – 3:00	Han Li (Macquarie University) An EVT approach to modeling joint extremes in climate and mortality
3:00 – 3:30	Coffee Break
3:30 – 4:10	Jae Kyung Woo (University of New South Wales) On finite-time ruin probabilities and other related quantities in a Sparre Andersen model
4:10 – 4:50	Jingchao Li (Shenzhen University) Calculations of ruin probabilities for the classical risk model under reinsurance
4:50 – 5:30	Marcin Rudź (Lodz University of Technology) Multidimensional ruin probabilities in regime-switching models
6:30 – 9:00	Dinner Matthaei Room, University House at Professors' Walk

Day 2
9:00 – 9:40	Zhimin Zhang (Chongqing University) A novel method for solving some finite-time ruin problems by Laguerre series expansion
9:40 – 10:20	Eric Cheung(University of New South Wales) On David Dickson’s works and their inspiration to my academic journey
10:20 – 10:50	Coffee Break
10:50 – 11:30	Jun Cai (University of Waterloo) Risk management with TVaR-based expectiles
11:30 – 12:10	Runhuan Feng (University of Illinois at Urbana-Champaign) Dickson-Hipp operator and decentralized insurance plans
12:10 – 12:50	Qihe Tang (University of New South Wales) Liquidation risk in insurance under contemporary regulatory frameworks
12:50 – 1:00	Closing Remarks
1:00 – 2:00	Lunch

Day 1