10:30 a.m. - 12 p.m. | Via Zoom Meeting ID: 6468071462 | Passcode: 123456
Presentation: Opportunities for Applying Actuarial Techniques in Banking
10:30 a.m. - 12 p.m. | HLH 219 and Zoom: Meeting ID: 6468071462 | Passcode: 123456
Presentation: InsurTech in Action
10:30 a.m. - 12 p.m. | HLH 032 and Zoom: Meeting ID: 6468071462 | Passcode: 123456
Presentation: Smoothing and Measuring Discrete Risks on Finite and Infinite Domains
Presentation: Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation
10:30 a.m. - 12 p.m. | HLH 211 and Zoom: Meeting ID: 6468071462 | Passcode: 123456
Presentation: A Framework for Assessing Climate-Risk Exposures Using Variational Autoencoders
10:30 a.m. - 12 p.m. | Location: HLH 219, and Zoom: Meeting ID: 6468071462 | Passcode: 123456
Presentation: Contract Structure and Risk Aversion in Longevity Risk Transfers
Presentation: "Applied Actuarial Research at UConn’s Goldenson Center"
Presentation: Valid Model-Free Prediction of Future Insurance Claims
Presentation: Stackelberg (Re)Insurance Games under Model Ambiguity
Presentation: Tokenomics of Decentralized Insurance
Presentation: TBA
Paper: "Pooling longevity for a better retirement income: how many people are needed?"
Paper: Distributionally robust reinsurance with Value-at-Risk and Conditional Value-at-Risk
Paper: Medicaid Expansion and Medical Liability Costs
Paper: The analysis of general drawdowns and their applications
Paper: How do households respond to public program reforms? Evidence from the U.S. National Flood Insurance Program
Paper: "A cyclic approach on classical ruin model"
Paper: American-type basket option pricing: a simple two-dimensional partial differential equation
Paper: Personal Taxes, Cost of Insurer Equity Capital, and the Case of Offshore Hedge Fund Reinsurers
Paper: A Theory for Measures of Tail Risk
Paper: Enterprise Risk Management and Transparency: Evidence from Insider Trading
Paper: Date Driven Markowitz
Paper: A Preliminary Look at the Impact of Climate Change on Jamaica’s Infrastructure and Potential Risk Reduction and Adaptation Strategies
Paper: Pricing Temperature Derivatives with a Filtered Historical Simulation Approach
Paper: Eigen Portfolio Selection: A Robust Approach to Sharpe Ratio Maximization
Slides: Statistical Inference for Mortality Model and Risk Allocation
Paper: Sunk Costs and Screening: Two-Part Tariffs in Life Insurance
Paper: Pair Copula Constructions for Insurance Experience Rating
Paper: Changing Healthcare: How can we Harness Predictive Analytics for Patients, Providers and Payers?
Paper: Characterizations of optimal reinsurance treaties: A cost-benefit approach Paper: A Neyman-Pearson perspective on optimal reinsurance with constraints Paper: Pareto-optimal reinsurance policies in the presence of individual risk constraints
Paper: Joint Modeling of Customer Loyalty and Risk in Personal Insurance
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