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.