“General Stein-type covariance decompositions with applications to insurance and finance”, The 13-th International Congress on Insurance: Mathematics and Economics, Istanbul, Turkey, May 26 - 29, 2009.

“On a multivariate Pareto distribution”, The 13-th International Congress on Insurance: Mathematics and Economics, Istanbul, Turkey, May 26 - 29, 2009.

“Weighted Risk Capital Allocations”, The 12-th International Congress on Insurance: Mathematics and Economics, Dalian, China, July 16 - 18, 2008.

“Weighted Risk Capital Allocations”, Annual Meeting of the Israeli Statistical Association, Herzlia, Israel, June 2008.

“Weighted premium calculation principles”, The 11-th International Congress on Insurance: Mathematics and Economics, University of Piraeus, Greece, July 10 - 12, 2007.

“Economic capital allocations for non-negative portfolios of dependent risks,” Annual Meeting of the Israeli Statistical Society, Kibbutz Shefayim, Israel, May 2007.

“A multivariateTweedie family with applications to risk measurement,” Actuarial Research Conference, Montreal, Canada, August 2006.

“A multivariate Tweedie family of distributions: definition, densities, probabilistic bounds and some applications to risk management,” workshop in memory of Prof. Benny Levikson, Israel, May 2006.

“A multivariate Tweedie family with applications to risk measurement,” Annual Meeting of the Israeli Statistical Society, Zichron Ya'acov, Israel, May 2006.

“Tail standard deviation risk measure and based on it allocation of the risk capital. Applications to elliptical portfolio of risks,” Insurance: Mathematics and Economics Annual Congress, Quebec City, Canada, August, 2005.

“Tail variance premium with applications for elliptical portfolio of risks,” A Satellite Workshop of the Quantitative Finance Program of the Isaac Newton Institute and a 2005 Regional Seminar of the AFIR Section of the International Actuarial Association, Edinburgh, April 4th -- 8th, 2005.

“Developing framework for insurance underwriting expert system,” International Conference on Informatics, ICI 01-04 September 2004 with Eitani Y. and Berkovsky S.

“Risk capital decomposition for a multivariate gamma portfolio of risks,” 39th Actuarial Research Conference, Iowa City, August 5th -- 7th, 2004.

“On tail conditional expectation and risk capital allocation for multivariate gamma portfolio,” Annual Meeting of the Israeli Statistical Society, Israel, May 2004.

“Multivariate dependent probabilistic models with Tweedie margins and some capital-at-risk analysis,” Department of Statistical and Actuarial sciences, University of Western Ontario, London, Canada, December 29, 2008.

“Weighted risk capital allocations,” Department of Mathematics, Concordia University, Montreal, Canada, October 3, 2008.

“Weighted distributions in actuarial science and finance,” Department of Statistics, University of Haifa, Haifa, Israel, July 11, 2008.

“Weighted distributions: actuarial pricing, risk measurement and risk capital allocations," Department of Statistics, University of Toronto, Toronto, Ontario, Canada, January 10, 2008.

“Weighted distributions: actuarial pricing, risk measurement and risk capital allocations," Business School, The Hebrew University of Jerusalem, Jerusalem, Israel, December 12, 2007.

“Multivariate Tweedie distributions and some related capital-at-risk analysis,” Department of Mathematics and Statistics, York University, Toronto, Ontario, Canada, March 8, 2007.

“Multivariate Tweedie distributions and some related capital-at-risk analysis,” Department of Mathematics, University of Wisconsin-Milwaukee, Wisconsin, the U.S., March 6, 2007.

“Multivariate Tweedie distributions and some related capital-at-risk analysis,” Department of Mathematics and Statistics, University of Calgary, Calgary, Alberta, Canada, February 12, 2007.

“Multivariate Tweedie distributions and some related capital-at-risk analysis,” Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, Ontario, Canada, February 8, 2007.

“Tail-based risk measures and some multivariate dependence structures,” School of Business Administration, The Hebrew University in Jerusalem, Jerusalem, Israel, June 2006.

“Capital-at-risk evaluation: univariate and multivariate analysis,” Central Bureau of Statistics, Jerusalem, Israel, 2006.

“Tail-based risk measures and some multivariate dependence structures,” University of Western Ontario, Department of Statistics and Actuarial Science, February 23th, London, Canada, 2006.

“Tail variance premium and elliptical portfolio of risks,”\ Workshop on Risk Measurement and Dependence Structures, November 24th, Haifa, Israel, 2004.