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University of Nebraska–Lincoln

Snell Seminar Series

Snell Actuarial Science and Risk Management Seminar Series

2024-25 Academic Year

View Fall 2024 Seminar Series Dates

Past Seminar Series

2023-24 Academic Year
September 15 2023
Michael Tichareva, Managing Director & Principal of National Standard Finance Africa

Presentation: Opportunities for Applying Actuarial Techniques in Banking

October 6 2023
Zhiyu Quan, University of Illinois Urbana-Champaign

Presentation: InsurTech in Action

October 20 2023
Vytaras Brazauskas, University of Wisconsin-Milwaukee

Presentation: Smoothing and Measuring Discrete Risks on Finite and Infinite Domains

November 3 2023
Jianxi Su, Purdue University

Presentation: Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation

November 17 2023
Zhiwei Tong, University of Iowa

Presentation: A Framework for Assessing Climate-Risk Exposures Using Variational Autoencoders

May 3 2024
Hong Li, University of Guelph

Presentation: Contract Structure and Risk Aversion in Longevity Risk Transfers

2022-23 Academic Year
October 14 2022
Jay Vadiveloo, University of Connecticut

Presentation: "Applied Actuarial Research at UConn’s Goldenson Center"

December 2 2022
Liang Hong, University of Texas at Dallas

Presentation: Valid Model-Free Prediction of Future Insurance Claims

March 10 2023
Bin Zou, University of Connecticut

Presentation: Stackelberg (Re)Insurance Games under Model Ambiguity

March 24 2023
Runhuan Feng, University of Illinois at Urbana-Champaign

Presentation: Tokenomics of Decentralized Insurance

April 28 2023
Ed Furman, York University

Presentation: TBA

2020-21 Academic Year
February 26 2021
Catherine Donnelly, Heriot-Watt University

Paper: "Pooling longevity for a better retirement income: how many people are needed?"

March 19 2021
Haiyan Liu, Michigan State University

Paper: Distributionally robust reinsurance with Value-at-Risk and Conditional Value-at-Risk

March 26 2021
Hua Chen, University of Hawaiʻi at Mānoa

Paper: Medicaid Expansion and Medical Liability Costs

April 9 2021
Shu Li, Western University

Paper: The analysis of general drawdowns and their applications

April 16 2021
Benjamin Collier, Temple University

Paper: How do households respond to public program reforms? Evidence from the U.S. National Flood Insurance Program

April 30 2021
Becky Lee, Hang Seng University of Hong Kong

Paper: "A cyclic approach on classical ruin model"

2019-20 Academic Year
November 1 2019
Daniel Linders, University of Illinois at Urbana-Champaign

Paper: American-type basket option pricing: a simple two-dimensional partial differential equation

November 8 2019
Gregory R. Niehaus, University of South Carolina

Paper: Personal Taxes, Cost of Insurer Equity Capital, and the Case of Offshore Hedge Fund Reinsurers

February 21 2020
Fangda Liu, University of Waterloo

Paper: A Theory for Measures of Tail Risk

2018-19 Academic Year
August 31 2018
Robert Hoyt, University of Georgia

Paper: Enterprise Risk Management and Transparency: Evidence from Insider Trading

October 26 2018
Xunyu Zhou, Columbia University

Paper: Date Driven Markowitz

January 18 2018
Barbara Carby, The University of The West Indies

Paper: A Preliminary Look at the Impact of Climate Change on Jamaica’s Infrastructure and Potential Risk Reduction and Adaptation Strategies

February 15 2019
Jeffrey Pai, University of Manitoba

Paper: Pricing Temperature Derivatives with a Filtered Historical Simulation Approach

March 8 2019
Chengguo Weng, University of Waterloo

Paper: Eigen Portfolio Selection: A Robust Approach to Sharpe Ratio Maximization

March 15 2019
Peng Liang, Georgia State University

Slides: Statistical Inference for Mortality Model and Risk Allocation

2018-19 Academic Year
September 15 2017
James Carson, University of Georgia

Paper: Sunk Costs and Screening: Two-Part Tariffs in Life Insurance

November 10 2017
Peng Shi, University of Wisconsin

Paper: Pair Copula Constructions for Insurance Experience Rating

February 16 2018
Ian Duncan, University of California Santa Barbara

Paper: Changing Healthcare: How can we Harness Predictive Analytics for Patients, Providers and Payers?

March 16 2018
Ambrose Lo, University of Iowa

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

April 20 2018
Emiliano Valdez, University of Connecticut

Paper: Joint Modeling of Customer Loyalty and Risk in Personal Insurance