Programme of the 6th Fall School
Hungarian Actuarial Society
13-14 November 2009

Friday, 13 November, Chair: Gábor Pásztor
15:30 - 16:45   Thomas Mack:	The Mack Method to Calculate the Prediction Error of Chain Ladder
16:45 - 17:30   Roger Gray:	Relative reliability of different methods of setting premiums - an investigation using bootstrapping
17:30 -18:00    Break
18:00 -18:45   Thomas Mack:	Munich Chain Ladder - A Method to Bring Together the Claims Predictions for Paid and Incurred Data
18:45 -19:30   Roger Gray:	100 years of the state pension in the UK - past and future issues
19:30               Dinner
20:00 – 22.00 	We have the opportunity to play football on the spot. Everybody is welcome to join us! 

Saturday, 14 November, Chair: Erzsébet Kovács
  9:00 -   9:45   Roger Gray:	The EU definition of poverty - what do statistical models tell us? 
  9:45 - 10:45   Thomas Mack:	The Prediction Error of Bornhuetter/Ferguson
10:45 - 11:15   Break
11:15 - 12:00   Roger Gray:	Improving teaching quality and students' project work (and achieving learning outcomes) by using R to engage actuarial students with topics in general insurance - some illustrations
12:15               Lunch

Thomas Mack Prof. Dr. Thomas Mack (retired, former chief actuary at Munich Re): Thomas Mack retired in 2006 as chief actuary non-life for Munich Re, a company he has worked for more than 30 years. He is a member of the German Actuarial Association and an honorary member of the Institute of Actuaries (U.K.) and of the SAV (Switzerland). He has written several papers, mainly published in the ASTIN Bulletin. He was awarded the joint 2nd–3rd prize in a prize paper competition on “Variability of Loss Reserves” (CAS Theory of Risk Prize) in 1993 and the Hachemeister Prize in 1994. 

Roger Gray is a Honorary Fellow of the UK Actuarial Profession and joint author of the forthcoming book Applied Probability and Risk Modelling (Cambridge University Press)  www.ma.hw.ac.uk/~roger/
 
The language of the Fall School will be English

(The programme is subject to change)	The Executive Board of the HAS